Ebook: Séminaire de Probabilités XXVII
- Tags: Probability Theory and Stochastic Processes, Mathematical and Computational Physics, Real Functions
- Series: Lecture Notes in Mathematics 1557
- Year: 1993
- Publisher: Springer-Verlag Berlin Heidelberg
- Edition: 1
- Language: English-French
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This volume represents a part of the main result obtained by a group of French probabilists, together with the contributions of a number of colleagues, mainly from the USA and Japan. All the papers present new results obtained during the academic year 1991-1992. The main themes of the papers are: quantum probability (P.A. Meyer and S. Attal), stochastic calculus (M. Nagasawa, J.B. Walsh, F. Knight, to name a few authors), fine properties of Brownian motion (Bertoin, Burdzy, Mountford), stochastic differential geometry (Arnaudon, Elworthy), quasi-sure analysis (Lescot, Song, Hirsch). Taken all together, the papers contained in this volume reflect the main directions of the most up-to-date research in probability theory. FROM THE CONTENTS: J.P. Ansal, C. Stricker: Unicite et existence de la loi minimale.- K. Kawazu, H. Tanaka: On the maximum of a diffusion process in a drifted Brownian environment.- P.A. Meyer: Representation de martingales d'operateurs, d'apres Parthasarathy-Sinha.- K. Burdzy: Excursion laws and exceptional points on Brownian paths.- X. Fernique: Convergence en loi de variables aleatoires et de fonctions aleatoires, proprietes de compacite des lois, II.- M. Nagasawa: Principle ofsuperposition and interference of diffusion processes.- F. Knight: Some remarks on mutual windings.- S. Song: Inegalites relatives aux processus d'Ornstein-Ulhenbeck a n-parametres et capacite gaussienne c (n,2).- S. Attal, P.A. Meyer: Interpretation probabiliste et extension des integrales stochastiques non commutatives.- J. Azema, Th. Jeulin, F. Knight,M. Yor: Le theoreme d'arret en une fin d'ensemble previsible.
This volume represents a part of the main result obtained by a group of French probabilists, together with the contributions of a number of colleagues, mainly from the USA and Japan. All the papers present new results obtained during the academic year 1991-1992. The main themes of the papers are: quantum probability (P.A. Meyer and S. Attal), stochastic calculus (M. Nagasawa, J.B. Walsh, F. Knight, to name a few authors), fine properties of Brownian motion (Bertoin, Burdzy, Mountford), stochastic differential geometry (Arnaudon, Elworthy), quasi-sure analysis (Lescot, Song, Hirsch). Taken all together, the papers contained in this volume reflect the main directions of the most up-to-date research in probability theory. FROM THE CONTENTS: J.P. Ansal, C. Stricker: Unicite et existence de la loi minimale.- K. Kawazu, H. Tanaka: On the maximum of a diffusion process in a drifted Brownian environment.- P.A. Meyer: Representation de martingales d'operateurs, d'apres Parthasarathy-Sinha.- K. Burdzy: Excursion laws and exceptional points on Brownian paths.- X. Fernique: Convergence en loi de variables aleatoires et de fonctions aleatoires, proprietes de compacite des lois, II.- M. Nagasawa: Principle ofsuperposition and interference of diffusion processes.- F. Knight: Some remarks on mutual windings.- S. Song: Inegalites relatives aux processus d'Ornstein-Ulhenbeck a n-parametres et capacite gaussienne c (n,2).- S. Attal, P.A. Meyer: Interpretation probabiliste et extension des integrales stochastiques non commutatives.- J. Azema, Th. Jeulin, F. Knight,M. Yor: Le theoreme d'arret en une fin d'ensemble previsible.
This volume represents a part of the main result obtained by a group of French probabilists, together with the contributions of a number of colleagues, mainly from the USA and Japan. All the papers present new results obtained during the academic year 1991-1992. The main themes of the papers are: quantum probability (P.A. Meyer and S. Attal), stochastic calculus (M. Nagasawa, J.B. Walsh, F. Knight, to name a few authors), fine properties of Brownian motion (Bertoin, Burdzy, Mountford), stochastic differential geometry (Arnaudon, Elworthy), quasi-sure analysis (Lescot, Song, Hirsch). Taken all together, the papers contained in this volume reflect the main directions of the most up-to-date research in probability theory. FROM THE CONTENTS: J.P. Ansal, C. Stricker: Unicite et existence de la loi minimale.- K. Kawazu, H. Tanaka: On the maximum of a diffusion process in a drifted Brownian environment.- P.A. Meyer: Representation de martingales d'operateurs, d'apres Parthasarathy-Sinha.- K. Burdzy: Excursion laws and exceptional points on Brownian paths.- X. Fernique: Convergence en loi de variables aleatoires et de fonctions aleatoires, proprietes de compacite des lois, II.- M. Nagasawa: Principle ofsuperposition and interference of diffusion processes.- F. Knight: Some remarks on mutual windings.- S. Song: Inegalites relatives aux processus d'Ornstein-Ulhenbeck a n-parametres et capacite gaussienne c (n,2).- S. Attal, P.A. Meyer: Interpretation probabiliste et extension des integrales stochastiques non commutatives.- J. Azema, Th. Jeulin, F. Knight,M. Yor: Le theoreme d'arret en une fin d'ensemble previsible.
Content:
Front Matter....Pages -
Principle of superposition and interference of diffusion processes....Pages 1-14
Espaces de Lebesgue....Pages 15-21
Unicit? et existence de la loi minimale....Pages 22-29
D?composition de Kunita-Watanabe....Pages 30-32
Une preuve simple du th?or?me de Shimura Sur les points m?andre du mouvement brownien plan....Pages 33-35
Some remarks on mutual windings....Pages 36-43
Sufficient statistics for the Brownian sheet....Pages 44-52
Moyennes mobiles et semimartingales....Pages 53-77
On the maximum of a diffusion process in a drifted Brownian environment....Pages 78-85
Hypercontractivit? pour les fermions, d'apr?s Carlen-Lieb....Pages 86-96
Repr?sentation de martingales d'op?rateurs d'apr?s Parthasarathy-Sinha....Pages 97-105
Les syst?mes-produits et l'espace de Fock d'apr?s W. Arveson....Pages 106-113
Repr?sentation des fonctions conditionnellement de type positif d'apr?s V.P. Belavkin....Pages 114-121
On the L?vy transformation of brownian motions and continuous martingales....Pages 122-132
Le th?or?me d'arr?t en une fin d'ensemble pr?visible....Pages 133-158
Conditional expectations for derivatives of certain stochastic flows....Pages 159-172
Excursion laws and exceptional points on brownian paths....Pages 173-176
Propri?t?s asymptotiques des semi-martingales ? valeurs dans des vari?t?s ? bord continu....Pages 177-181
Une remarque sur un th?or?me de Bourgain....Pages 182-201
Convergence en loi de variables al?atoires et de fonctions al?atoires, propri?t?s de compacit? des lois, II....Pages 202-206
Estimates of the Hausdorff dimension of the boundary of positive Brownian sheet components....Pages 207-215
Un cheoreme de desintegration en axacuse quasi-sure....Pages 216-232
Repr?sentation du processus d'Ornstein-Uhlenbeck ? n param?tres....Pages 233-255
Interpr?tation probabiliste et extension des int?grales stochastiques non commutatives....Pages 256-275
....Pages 276-301