Séminaire de Probabilités XLIV

Front Matter....Pages i-viii
Context Trees, Variable Length Markov Chains and Dynamical Sources....Pages 1-39
Martingale Property of Generalized Stochastic Exponentials....Pages 41-59
Some Classes of Proper Integrals and Generalized Ornstein–Uhlenbeck Processes....Pages 61-74
Martingale Representations for Diffusion Processes and Backward Stochastic Differential Equations....Pages 75-103
Quadratic Semimartingale BSDEs Under an Exponential Moments Condition....Pages 105-139
The Derivative of the Intersection Local Time of Brownian Motion Through Wiener Chaos....Pages 141-148
On the Occupation Times of Brownian Excursions and Brownian Loops....Pages 149-166
Discrete Approximations to Solution Flows of Tanaka’s SDE Related to Walsh Brownian Motion....Pages 167-190
Spectral Distribution of the Free Unitary Brownian Motion: Another Approach....Pages 191-206
Another Failure in the Analogy Between Gaussian and Semicircle Laws....Pages 207-213
Global Solutions to Rough Differential Equations with Unbounded Vector Fields....Pages 215-246
Asymptotic Behavior of Oscillatory Fractional Processes....Pages 247-269
Time Inversion Property for Rotation Invariant Self-similar Diffusion Processes....Pages 271-277
On Peacocks: A General Introduction to Two Articles....Pages 279-280
Some Examples of Peacocks in a Markovian Set-Up....Pages 281-315
Peacocks Obtained by Normalisation: Strong and Very Strong Peacocks....Pages 317-374
Branching Brownian Motion: Almost Sure Growth Along Scaled Paths....Pages 375-399
On the Delocalized Phase of the Random Pinning Model....Pages 401-407
Large Deviations for Gaussian Stationary Processes and Semi-Classical Analysis....Pages 409-428
Girsanov Theory Under a Finite Entropy Condition....Pages 429-465
Back Matter....Pages 467-469