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Seminaire de Probabilites XIV: 1978/79 by J. Azema, M. Yor

Seminaire de Probabilites XIV: 1978/79

by J. Azema , M. Yor
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Book cover type: Paperback
  • ISBN13: 9783540097600
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 546
  • Original Price: GBP 34.5
  • Language: French
  • Edition: 1980
  • Item Weight: 772 grams
  • BISAC Subject(s): Probability & Statistics / General

Deux exemples d'utilisation de mesures majorantes.- Corrections to domains of attraction in Banach spaces by Evarist Gine.- Sur l'extension de la definition d'integrale stochastique.- Presentation unifiee de certaines inegalites de la theorie des martingales.- Appendice a l'expose precedent: Inegalites de semi martingales.- Sur l'integrabilite uniforme des martingales continues.- Sur la construction d'une martingale continue, de valeur absolue donnee.- Local times and singularities of continuous local martingales.- Sur un resultat de L. Schwartz.- Prolongement des semimartingales.- Projection optionnelle et semimartingales.- Une caracterisation des semimartingales speciales.- Equations differentielles stochastiques : La methode de metivier et pellaumail.- Sur l'inegalite de metivier-pellaumail.- Sur les integrales stochastiques de prccessus previsibles non bornes.- Metrisabilite de quelques espaces de processus aleatoires.- Remarques sur L'I.S. de prccessus non bornes.- Compensation de processus V.F. non localement integrables.- Integrales stochastiques par rapport a une semimartingale vectorielle et changements de filtration.- Les resultats de jeulin sur le grossissement des tribus.- Application d'un Lemme de T. Jeulin au grossissement de la filtration brownienne.- Construction d'une martingale reelle continue, de filtration naturelle donnee.- Sur la compatibilite temporelle d'une tribu et d'une filtration discrete.- Remarques sur l'integrale stochastique.- Caracterisation d'une classe d'ensembles convexes de l1 ou h1.- Remarques sur certaines classes de semimartingales et sur les integrales stochastiques optionnelles.- Sur la convergence des semimartingales vers un processus a accroissements independants.- Sur la derivation des integrales stochastiques.- Rectificatifa l'expose de C.S. Chou (P. 441, SEM. XIII).- Decomposition de martingales locales et rarefaction des sauts.- Controle stochastique continu et martingales.- On the representation of solutions of stochastic differential equations.- Sur une equation differentielle stochastique generale.- Une propriete des temps previsibles.- Annonçabilite des temps previsibles: Deux contre-exemples.- Wiener-hopf factorization for matrices.- Time-substitution based on fluctuating additive functionals (wiener-hopf factorization for infinitesimal generators).- Remarques sur une formule de paul levy.- On stopped feynman-KAC functionals.- On skorohod embedding in n-dimensional brownian motion by means of natural stopping times.- Le probleme de skorokhod : Une remarque sur la demonstration d'azema-yor.- Transience and recurrence of Markov processes.- Remarques sur les fonctionnelles additives non adaptees des processus de Markov.- A note on revuz measure.- Regenerative sets on real line.- Sur un theoreme de maruyama.- Integrale stochastique curviligne le long d'une courbe rectifiable.- Démonstration d'un théorème de F. Knight à l'aide de martingales exponentielles.- Tribus de meyer et theorie des processus.

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