Seminaire De Probabilites

The Principle of Variation for Relativistic Quantum Particles....Pages 1-27
Quantum stochastic calculus for the uniform measure and Boolean convolution....Pages 28-47
Martingales D’Azéma Asymétriques. Description Élémentaire et Unicité....Pages 48-86
Some remarks on the martingales satisfying the structure equation $[X,X]_t = t + \\int^t_0\\beta X_{s^-} dX_s$ ....Pages 87-97
Une caractérization des martingales d’Azéma bidimensionnelles de type (II)....Pages 98-119
Correction à un Article d’Attal et Émery sur les Martingales d’Azéma Bidimendionnelles....Pages 120-122
A Discrete Approach to the Chaotic Representation Property....Pages 123-138
On equivalent martingale measures with bounded densities....Pages 139-148
A teacher’s note on no-arbitrage criteria....Pages 149-152
Hermite Martingales....Pages 153-157
A Martingale Proof of the Theorem by Jessen, Marcinkiewicz and Zygmund on Strong Differentiation of Integrals....Pages 158-161
A simple proof of the L p continuity of the higher order Riesz Transforms with respect to the Gaussian measure ${\\gamma}d$ ....Pages 162-166
Logarithmic Sobolev Inequalities for Unbounded Spin Systems Revisited....Pages 167-194
On the martingale problem for super-Brownian motion....Pages 195-201
Coalescence of Skew Brownian Motions....Pages 202-205
Canonical Lift and Exit Law of the Fundamental Diffusion Associated with a Kleinian Group....Pages 206-219
Genericity in Deterministic and Stochastic Differential Equations....Pages 220-240
Backward Stochastic Differential Equations in a Lie Group....Pages 241-259
Filtrations Quotients de la Filtration Brownienne....Pages 260-264
On Vershik’s Standardness Criterion and Tsirelson’s Notion of Cosiness....Pages 265-305
On Weak Convergence of Filtrations....Pages 306-328
Ocupation Times of Lévy Processes as Quadratic Variations....Pages 329-333
Some consequences of the cyclic exchangeability property for exponential functionals of Lévy processes....Pages 334-347
Principal Values of the Integral Functionals of Brownian Motion: Existence, Continuity and an Extension of Itô’s Formula....Pages 348-370
From Tanaka’s Formula to Ito’s Formula: Distributions, Tensor Products and Local Times....Pages 371-389
On Itô’s Formula of Föllmer and Protter....Pages 390-395
On a Triplet of Exponential Brownian Functionals....Pages 396-415
On a new Wiener-Hopf factorization by Alili and Doney....Pages 416-420
Are Squared Bessel Bridges Infinitely Divisible?....Pages 421-424