The Resource Seminaire de Probabilites XXXI, edited by Jacques Azema, Michel Emery, Marc Yor, (electronic resource)

Seminaire de Probabilites XXXI, edited by Jacques Azema, Michel Emery, Marc Yor, (electronic resource)

Label
Seminaire de Probabilites XXXI
Title
Seminaire de Probabilites XXXI
Statement of responsibility
edited by Jacques Azema, Michel Emery, Marc Yor
Contributor
Editor
Editor
Subject
Language
  • eng
  • eng
Summary
The 31 papers collected here present original research results obtained in 1995-96, on Brownian motion and, more generally, diffusion processes, martingales, Wiener spaces, polymer measures
Member of
Dewey number
519.2
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsedt
  • F6PEzPVJFz4
  • qdg3urDuCR8
  • g9cJKIerhgU
Image bit depth
0
Language note
English
LC call number
  • QA273.A1-274.9
  • QA274-274.9
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
  • Azema, Jacques.
  • Emery, Michel.
  • Yor, Marc.
Series statement
Séminaire de Probabilités,
Series volume
1655
http://library.link/vocab/subjectName
  • Distribution (Probability theory
  • Probability Theory and Stochastic Processes
Label
Seminaire de Probabilites XXXI, edited by Jacques Azema, Michel Emery, Marc Yor, (electronic resource)
Instantiates
Publication
Note
Bibliographic Level Mode of Issuance: Monograph
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Color
not applicable
Content category
text
Content type code
  • txt
Contents
Branching processes, the Ray-Knight theorem, and sticky Brownian motion -- Integration by parts and Cameron-Martin formulas for the free path space of a compact Riemannian manifold -- The change of variables formula on Wiener space -- Classification des Semi-Groupes de diffusion sur IR associés à une famille de polynômes orthogonaux -- A differentiable isomorphism between Wiener space and path group -- On martingales which are finite sums of independent random variables with time dependent coefficients -- Oscillation presque sûre de martingales continues -- A note on Cramer’s theorem -- The hypercontractivity of Ornstein-Uhlenbeck semigroups with drift, revisited -- Une preuve standard du principe d’invariance de stoll -- Marches aléatoires auto-évitantes et mesures de polymère -- On the tails of the supremum and the quadratic variation of strictly local martingales -- On Wald’s equation. Discrete time case -- Remarques sur l’hypercontractivité et l’évolution de l’entropie pour des chaînes de Markov finies -- Comportement des temps d’atteinte d’une diffusion fortement rentrante -- Closed sets supporting a continuous divergent martingale -- Some polar sets for the Brownian sheet -- A counter-example concerning a condition of Ogawa integrability -- The multiplicity of stochastic processes -- Theoremes limites pour les temps locaux d’un processus stable symetrique -- An Itô type isometry for loops in Rd via the Brownian bridge -- On continuous conditional Gaussian martingales and stable convergence in law -- Simple examples of non-generating Girsanov processes -- Formule d’Ito généralisée pour le mouvement brownien linéaire -- On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman’s theorem -- Some remarks on Pitman’s theorem -- On the lengths of excursions of some Markov processes -- On the relative lengths of excursions derived from a stable subordinator -- Some remarks about the joint law of Brownian motion and its supremum -- A characterization of Markov solutions for stochastic differential equations with jumps -- Diffeomorphisms of the circle and the based stochastic loop space -- Vitesse de convergence en loi pour des solutions d’équations différentielles stochastiques vers une diffusion -- Projection d’une diffusion réelle sur sa filtration lente
Dimensions
unknown
Edition
1st ed. 1997.
Extent
1 online resource (X, 334 p.)
File format
multiple file formats
Form of item
online
Isbn
9783540683520
Level of compression
uncompressed
Media category
computer
Media type code
  • c
Other control number
10.1007/BFb0119286
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)1000000000437358
  • (SSID)ssj0000326575
  • (PQKBManifestationID)12049819
  • (PQKBTitleCode)TC0000326575
  • (PQKBWorkID)10296614
  • (PQKB)10120334
  • (DE-He213)978-3-540-68352-0
  • (EXLCZ)991000000000437358
Label
Seminaire de Probabilites XXXI, edited by Jacques Azema, Michel Emery, Marc Yor, (electronic resource)
Publication
Note
Bibliographic Level Mode of Issuance: Monograph
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Color
not applicable
Content category
text
Content type code
  • txt
Contents
Branching processes, the Ray-Knight theorem, and sticky Brownian motion -- Integration by parts and Cameron-Martin formulas for the free path space of a compact Riemannian manifold -- The change of variables formula on Wiener space -- Classification des Semi-Groupes de diffusion sur IR associés à une famille de polynômes orthogonaux -- A differentiable isomorphism between Wiener space and path group -- On martingales which are finite sums of independent random variables with time dependent coefficients -- Oscillation presque sûre de martingales continues -- A note on Cramer’s theorem -- The hypercontractivity of Ornstein-Uhlenbeck semigroups with drift, revisited -- Une preuve standard du principe d’invariance de stoll -- Marches aléatoires auto-évitantes et mesures de polymère -- On the tails of the supremum and the quadratic variation of strictly local martingales -- On Wald’s equation. Discrete time case -- Remarques sur l’hypercontractivité et l’évolution de l’entropie pour des chaînes de Markov finies -- Comportement des temps d’atteinte d’une diffusion fortement rentrante -- Closed sets supporting a continuous divergent martingale -- Some polar sets for the Brownian sheet -- A counter-example concerning a condition of Ogawa integrability -- The multiplicity of stochastic processes -- Theoremes limites pour les temps locaux d’un processus stable symetrique -- An Itô type isometry for loops in Rd via the Brownian bridge -- On continuous conditional Gaussian martingales and stable convergence in law -- Simple examples of non-generating Girsanov processes -- Formule d’Ito généralisée pour le mouvement brownien linéaire -- On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman’s theorem -- Some remarks on Pitman’s theorem -- On the lengths of excursions of some Markov processes -- On the relative lengths of excursions derived from a stable subordinator -- Some remarks about the joint law of Brownian motion and its supremum -- A characterization of Markov solutions for stochastic differential equations with jumps -- Diffeomorphisms of the circle and the based stochastic loop space -- Vitesse de convergence en loi pour des solutions d’équations différentielles stochastiques vers une diffusion -- Projection d’une diffusion réelle sur sa filtration lente
Dimensions
unknown
Edition
1st ed. 1997.
Extent
1 online resource (X, 334 p.)
File format
multiple file formats
Form of item
online
Isbn
9783540683520
Level of compression
uncompressed
Media category
computer
Media type code
  • c
Other control number
10.1007/BFb0119286
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)1000000000437358
  • (SSID)ssj0000326575
  • (PQKBManifestationID)12049819
  • (PQKBTitleCode)TC0000326575
  • (PQKBWorkID)10296614
  • (PQKB)10120334
  • (DE-He213)978-3-540-68352-0
  • (EXLCZ)991000000000437358

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