Seminaire de Probabilites XXXIII

Seminaire de Probabilites XXXIII

Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Azema, J. (Editor, http://id.loc.gov/vocabulary/relators/edt), Emery, M. (Editor, http://id.loc.gov/vocabulary/relators/edt), Ledoux, M. (Editor, http://id.loc.gov/vocabulary/relators/edt), Yor, M. (Editor, http://id.loc.gov/vocabulary/relators/edt)
Format: Electronic eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1999.
Edition:1st ed. 1999.
Series:Séminaire de Probabilités, 1709
Subjects:
Probabilities.
Computer science.
Probability Theory and Stochastic Processes.
Computer Science, general.
Online Access:Full Text via HEAL-Link
Table of Contents:
  • Dynamics of stochastic approximation algorithms
  • Simulated annealing algorithms and Markov chains with rare transitions / Algorithmes de recuit simulé et chaînes de Markov à transitions rares
  • Concentration of measure and logarithmic Sobolev inequalities
  • Une simplification de l'argument de Tsirelson sur le caractere non-brownien des processus de walsh
  • On certain probabilities equivalent to Wiener measure, d'Après Dubins, Feldman, Smorodinsky and Tsirelson
  • On certain probabilities equivalent to Coin-Tossing, d'Après Schachermayer
  • On the joining of sticky brownian motion
  • Brownian filtrations are not stable under equivalent time-changes
  • The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane
  • A remark on Tsirelson's stochastic differential equation
  • Appendice à l'exposé précédent: La filtration naturelle du mouvement brownien indexé par ? dans une variété compacte
  • A stochastic differential equation with a unique (up to indistinguishability) but not strong solution
  • Some remarks on the uniform integrability of continuous martingales
  • An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales
  • A short proof of decomposition of strongly reduced martingales
  • Some remarks on L?, H? and BMO
  • A bipolar theorem for
  • Barycentre canonique pour un espace métrique à courbure négative
  • Dualité du problème des marges et ses applications
  • The distribution of local times of a Brownian bridge
  • Paths of finitely additive Brownian Motion need not be bizarre
  • A limit theorem for the prediction process under absolute continuity
  • Processus gouvernés par des noyaux
  • Sur l'hypercontractivite des semi-groupes ultraspheriques
  • An addendum to a remark on Slutsky's theorem
  • Theoremes limites pour les temps locaux d'un processus stable symetrique.

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