Articles liés à Seminaire de Probabilites XXVI (Lecture Notes in Mathematics...

Seminaire de Probabilites XXVI (Lecture Notes in Mathematics) (English and French Edition) - Couverture souple

Azema, Jacques; Yor, Marc

 
9783540560210: Seminaire de Probabilites XXVI (Lecture Notes in Mathematics) (English and French Edition)
Couverture souple
ISBN 10 : 3540560211 ISBN 13 : 9783540560210
Editeur : Springer, 1992

Synopsis

All the papers contained in the volume are original, fullyrefereed researchpapers. They represent a fairly broadspectrum of the research activity in probability theory,which was done internationally in 1990-1991, with particularemphasis on Markov processes and stochastic calculus. Thelatter subject keeps growing, and some important newdevelopments, included in the volume, concern anticipativestochastic integrals, and new applications of theenlargements of filtrations to the study of zeros ofmartingales.FROM THE CONTENTS: R. Bass, D. Khoshnevisan: Stochasticcalculus and the continuity of local times of Levyprocesses.- M.T. Barlow, P. Imkeller: On some sample pathproperties of Skorokhod integral processes.- T.S. Mountford:A critical function for the planar Brownian convex hull.- L.Dubins, M. Smorodinsky: The modified, discrete Levytransformation is Bernoulli.- M. Baxter: Markov processes onthe boundary of the binary tree.- R. Abraham: Unarbrealeatoire infini associe a l'excursion brownienne.- S.E.Kuznetsov: On the existence of a dual semigroup.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de la quatrième de couverture

All the papers contained in the volume are original, fully refereed researchpapers. They represent a fairly broad spectrum of the research activity in probability theory, which was done internationally in 1990-1991, with particular emphasis on Markov processes and stochastic calculus. The latter subject keeps growing, and some important new developments, included in the volume, concern anticipative stochastic integrals, and new applications of the enlargements of filtrations to the study of zeros of martingales. FROM THE CONTENTS: R. Bass, D. Khoshnevisan: Stochastic calculus and the continuity of local times of Levy processes.- M.T. Barlow, P. Imkeller: On some sample path properties of Skorokhod integral processes.- T.S. Mountford: A critical function for the planar Brownian convex hull.- L. Dubins, M. Smorodinsky: The modified, discrete Levy transformation is Bernoulli.- M. Baxter: Markov processes on the boundary of the binary tree.- R. Abraham: Unarbre aleatoire infini associe a l'excursion brownienne.- S.E. Kuznetsov: On the existence of a dual semigroup.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer
Date d'édition
1992
Langue
anglais
ISBN 10 
3540560211
ISBN 13 
9783540560210
Reliure
Broché
Nombre de pages
642
Éditeur
Meyer Paul A.
Coordonnées du fabricant
ProductSafety@springernature.com
ProductSafety@springernature.com

Europaplatz 3
Heidelberg
69115
Allemagne