Ebook: Séminaire de Probabilités XXIX

All the papers included in this volume are original research papers. They represent an important part of the work of French probabilists and colleagues with whom they are in close contact throughout the world. The main topics of the papers are martingale and Markov processes studies.

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All the papers included in this volume are original research papers. They represent an important part of the work of French probabilists and colleagues with whom they are in close contact throughout the world. The main topics of the papers are martingale and Markov processes studies.

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All the papers included in this volume are original research papers. They represent an important part of the work of French probabilists and colleagues with whom they are in close contact throughout the world. The main topics of the papers are martingale and Markov processes studies.
Content:
Front Matter....Pages -
On quantum extensions of the Az?ma martingale semigroup....Pages 1-16
An inequality for the predictable projection of an adapted process....Pages 17-24
A martingale proof of the Khinchin iterated logarithm Law for Wiener processes....Pages 25-29
Intertwining of Markov semi-groups, some examples....Pages 30-36
Some remarks on perturbed reflecting Brownian motion....Pages 37-43
Onsager-Machlup functionals for solutions of stochastic boundary value problems....Pages 44-55
Sur quelques filtrations et transformations browniennes....Pages 56-69
Barycentres convexes et approximations des martingales continues dans les vari?t?s....Pages 70-85
?quations diff?rentielles stochastiques multivoques....Pages 86-107
On the predictable representation property for superprocesses....Pages 108-116
Chaoticity on a stochastic interval [0, T]....Pages 117-124
On the rate of growth of subordinators with slowly varying Laplace exponent....Pages 125-132
Une propri?t? de Markov pour les processus index?s par ?....Pages 133-154
Non-linear Wiener-Hopf theory, 1: an appetizer....Pages 155-161
From an example of L?vy’s....Pages 162-165
A horizontal levy process on the bundle of orthonormal frames over a complete Reimannian manifold....Pages 166-180
Some Markov properties of stochastic differential equations with jumps....Pages 181-193
Chaos multiplicatif: un traitement simple et complet de la fonction de partition....Pages 194-201
On the hypercontractivity of Ornstein-Uhlenbeck semigroups with drift....Pages 202-217
On the differentiability of functions of an operator....Pages 218-219
The gap between the past supremum and the future infimum of a transient bessel process....Pages 220-230
The level sets of iterated Brownian motion....Pages 231-236
On the Spitzer and Chung laws of the iterated logarithm for Brownian motion....Pages 237-247
On the existence of disintegrations....Pages 248-259
A counterexample for the Markov property of local time for diffusions on graphs....Pages 260-265
Une version sans conditionnement du theoreme d’isomorphisme de Dynkin....Pages 266-289
C-semigroups on Banach spaces and functional inequalities....Pages 290-296
....Pages 297-326