Seminaire de Probabilites XLIII

Front Matter....Pages i-xi
Front Matter....Pages 1-1
Representation Formulae for the Fractional Brownian Motion....Pages 3-70
Front Matter....Pages 71-71
Horizontal Diffusion in C 1 Path Space....Pages 73-94
A Stochastic Calculus Proof of the CLT for the L 2 Modulus of Continuity of Local Time....Pages 95-104
On a Zero-One Law for the Norm Process of Transient Random Walk....Pages 105-126
On Standardness and I-cosiness....Pages 127-186
On Isomorphic Probability Spaces....Pages 187-189
Cylindrical Wiener Processes....Pages 191-214
A Remark on the 1/ H -Variation of the Fractional Brownian Motion....Pages 215-219
Simulation of a Local Time Fractional Stable Motion....Pages 221-239
Convergence at First and Second Order of Some Approximations of Stochastic Integrals....Pages 241-268
Convergence of Multi-Dimensional Quantized SDE’s....Pages 269-307
Asymptotic Cramér’s Theorem and Analysis on Wiener Space....Pages 309-325
Moments of the Gaussian Chaos....Pages 327-340
The Lent Particle Method for Marked Point Processes....Pages 341-349
Ewens Measures on Compact Groups and Hypergeometric Kernels....Pages 351-377
Discrete Approximation of the Free Fock Space....Pages 379-394
Convergence in the Semimartingale Topology and Constrained Portfolios....Pages 395-412
Closedness in the Semimartingale Topology for Spaces of Stochastic Integrals with Constrained Integrands....Pages 413-436
On Martingales with Given Marginals and the Scaling Property....Pages 437-439
A Sequence of Albin Type Continuous Martingales with Brownian Marginals and Scaling....Pages 441-449
Front Matter....Pages 71-71
Constructing Self-Similar Martingales via Two Skorokhod Embeddings....Pages 451-503
Back Matter....Pages 505-510