Seminaire de Probabilites XXVII (English, French, Paperback, 1993 ed.)

This volume represents a part of the main result obtained by a group of French probabilists, together with the contributions of a number of colleagues, mainly from the USA and Japan. All the papers present new results obtained during the academic year 1991-1992. The main themes of the papers are: quantum probability (P.A. Meyer and S. Attal), stochastic calculus (M. Nagasawa, J.B. Walsh, F. Knight, to name a few authors), fine properties of Brownian motion (Bertoin, Burdzy, Mountford), stochastic differential geometry (Arnaudon, Elworthy), quasi-sure analysis (Lescot, Song, Hirsch). Taken all together, the papers contained in this volume reflect the main directions of the most up-to-date research in probability theory. FROM THE CONTENTS: J.P. Ansal, C. Stricker: Unicite et existence de la loi minimale.- K. Kawazu, H. Tanaka: On the maximum of a diffusion process in a drifted Brownian environment.- P.A. Meyer: Representation de martingales d'operateurs, d'apres Parthasarathy-Sinha.- K. Burdzy: Excursion laws and exceptional points on Brownian paths.- X. Fernique: Convergence en loi de variables aleatoires et de fonctions aleatoires, proprietes de compacite des lois, II.- M. Nagasawa: Principle ofsuperposition and interference of diffusion processes.- F. Knight: Some remarks on mutual windings.- S. Song: Inegalites relatives aux processus d'Ornstein-Ulhenbeck a n-parametres et capacite gaussienne c (n,2).- S. Attal, P.A. Meyer: Interpretation probabiliste et extension des integrales stochastiques non commutatives.- J. Azema, Th. Jeulin, F. Knight, M. Yor: Le theoreme d'arret en une fin d'ensemble previsible.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Lecture Notes in Mathematics, 1557
Release date:	November 1993
First published:	1993
Editors:	Jaques Azema • Paul A. Meyer • Marc Yor
Dimensions:	235 x 155 x 18mm (L x W x T)
Format:	Paperback
Pages:	330
Edition:	1993 ed.
ISBN-13:	978-3-540-57282-4
Languages:	English • French
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Promotions
LSN:	3-540-57282-1
Barcode:	9783540572824

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