Séminaire de Probabilités XLII

Front Matter....Pages 1-10
Yet another introduction to rough paths....Pages 1-101
Monotonicity of the extremal functions for one-dimensional inequalities of logarithmic Sobolev type....Pages 103-130
Non-monotone convergence in the quadratic Wasserstein distance....Pages 131-136
On the equation μ = S t μ * μ t ....Pages 137-145
Shabat polynomials and harmonic measure....Pages 147-151
Radial Dunkl Processes Associated with Dihedral Systems....Pages 153-169
Matrix Valued Brownian Motion and a Paper by Pólya....Pages 171-185
On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes....Pages 187-227
Lévy Systems and Time Changes....Pages 229-259
Self-Similar Branching Markov Chains....Pages 261-280
A Spine Approach to Branching Diffusions with Applications to L p -Convergence of Martingales....Pages 281-330
Penalisation of the Standard Random Walk by a Function of the One-Sided Maximum, of the Local Time, or of the Duration of the Excursions....Pages 331-363
Canonical Representation for Gaussian Processes....Pages 365-381
Recognising Whether a Filtration is Brownian: a Case Study....Pages 383-396
Markovian properties of the spin-boson model....Pages 397-432
Statistical properties of Pauli matrices going through noisy channels....Pages 433-448
Erratum to: New methods in the arbitrage theory of financial markets with transaction costs, in Seminaire XLI....Pages 449-449
Back Matter....Pages 1-6