In Memoriam Marc Yor - Séminaire de Probabilités XLVII

Front Matter....Pages i-l
Integral Representations of Certain Measures in the One-Dimensional Diffusions Excursion Theory....Pages 1-15
Sticky Particles and Stochastic Flows....Pages 17-35
Infinitesimal Invariance for the Coupled KPZ Equations....Pages 37-47
Patterns in Random Walks and Brownian Motion....Pages 49-88
Bessel Processes, the Brownian Snake and Super-Brownian Motion....Pages 89-105
On Inversions and Doob h-Transforms of Linear Diffusions....Pages 107-126
On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero....Pages 127-156
On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration....Pages 157-185
Martingale Marginals Do Not Always Determine Convergence....Pages 187-218
Martingale Inequalities for the Maximum via Pathwise Arguments....Pages 219-225
Polynomials Associated with Finite Markov Chains....Pages 227-247
On σ-Finite Measures Related to the Martin Boundary of Recurrent Markov Chains....Pages 249-262
Loop Measures Without Transition Probabilities....Pages 263-297
The Joint Law of the Extrema, Final Value and Signature of a Stopped Random Walk....Pages 299-320
Convergence Towards Linear Combinations of Chi-Squared Random Variables: A Malliavin-Based Approach....Pages 321-338
Mod-Gaussian Convergence and Its Applications for Models of Statistical Mechanics....Pages 339-367
On Sharp Large Deviations for the Bridge of a General Diffusion....Pages 369-425
Large Deviations for Clocks of Self-similar Processes....Pages 427-441
Stochastic Bäcklund Transformations....Pages 443-466
The Kolmogorov Operator and Classical Mechanics....Pages 467-496
Explicit Formulae in Probability and in Statistical Physics....Pages 497-504
Matsumoto–Yor Process and Infinite Dimensional Hyperbolic Space....Pages 505-519
Breadth First Search Coding of Multitype Forests with Application to Lamperti Representation....Pages 521-559
Copulas with Prescribed Correlation Matrix....Pages 561-584
Remarks on the HRT Conjecture....Pages 585-601
Back Matter....Pages 603-617
....Pages 619-622