Seminaire de Probabilites XXVI (English, French, Paperback, 1992 ed.)

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.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Seminaire de Probabilites, 1526
Release date:	November 1992
First published:	1992
Editors:	Jacques Azema • Paul A. Meyer • Marc Yor
Dimensions:	235 x 155 x 32mm (L x W x T)
Format:	Paperback
Pages:	634
Edition:	1992 ed.
ISBN-13:	978-3-540-56021-0
Languages:	English • French
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
LSN:	3-540-56021-1
Barcode:	9783540560210

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