Seminaire de Probabilites XXVI Book by Jacques Azema
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Seminaire de Probabilites XXVI

Seminaire de Probabilites XXVI


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About the Book

All the papers contained in the volume are original, fully refereed researchpapers. They represent a fairly broad spectrum of the research activity in probability theory, which was done internationally in 1990-1991, with particular emphasis on Markov processes and stochastic calculus. The latter subject keeps growing, and some important new developments, included in the volume, concern anticipative stochastic integrals, and new applications of the enlargements of filtrations to the study of zeros of martingales. FROM THE CONTENTS: R. Bass, D. Khoshnevisan: Stochastic calculus and the continuity of local times of Levy processes.- M.T. Barlow, P. Imkeller: On some sample path properties of Skorokhod integral processes.- T.S. Mountford: A critical function for the planar Brownian convex hull.- L. Dubins, M. Smorodinsky: The modified, discrete Levy transformation is Bernoulli.- M. Baxter: Markov processes on the boundary of the binary tree.- R. Abraham: Unarbre aleatoire infini associe a l'excursion brownienne.- S.E. Kuznetsov: On the existence of a dual semigroup.


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Product Details
  • ISBN-13: 9783540560210
  • Publisher: Springer
  • Binding: Paperback
  • Height: 234 mm
  • No of Pages: 634
  • Series Title: Lecture Notes in Mathematics
  • Weight: 938 gr
  • ISBN-10: 3540560211
  • Publisher Date: 10 Nov 1992
  • Edition: Bilingual edition
  • Language: English
  • Returnable: N
  • Spine Width: 33 mm
  • Width: 156 mm


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