Seminaire de Probabilites XXXIV

Branching and interacting particle systems approximations of feynman-kac formulae with applications to non-linear filtering....Pages 1-145
Exponential inequalities for bessel processes....Pages 146-150
On sums of iid random variables indexed by N parameters....Pages 151-156
Series of iterated quantum stochastic integrals....Pages 157-170
p-variation for families of local times on lines....Pages 171-184
Large deviations for some poisson random integrals....Pages 185-197
Formes de Dirichlet sur un Espace de Wiener-Poisson. Application au grossissement de filtration....Pages 198-217
Saturations of gambling houses....Pages 218-238
Convergence of a ‘gibbs-boltzmann’ random measure for a typed branching diffusion....Pages 239-256
Time dependent subordination and markov processes with jumps....Pages 257-288
Marked excursions and random trees....Pages 289-301
Laws of the iterated logarithm for the Brownian snake....Pages 302-312
On the Onsager-Machlup functional for elliptic diffusion processes....Pages 313-328
A unified approach to several inequalities for gaussian and diffusion measures....Pages 329-335
Trous spectraux pour certains algorithmes de Métropolis sur ℝ....Pages 336-352
Comportement asymptotique des fonctions harmoniques sur les arbres....Pages 353-373
Asymptotic estimates for the first hitting time of fluctuating additive functionals of Brownian motion....Pages 374-387
Monotonicity property for a class of semilinear partial differential equations....Pages 388-392
Fast sets and points for fractional Brownian motion....Pages 393-416
Some invariance properties (of the laws) of Ocone’s martingales....Pages 417-431