LEADER 08721nam 22007695 450 001 9910144599203321 005 20240206163620.0 010 $a3-540-44671-0 024 7 $a10.1007/b76885 035 $a(CKB)1000000000233193 035 $a(SSID)ssj0000326579 035 $a(PQKBManifestationID)11263371 035 $a(PQKBTitleCode)TC0000326579 035 $a(PQKBWorkID)10297039 035 $a(PQKB)11519920 035 $a(DE-He213)978-3-540-44671-2 035 $a(MiAaPQ)EBC6298535 035 $a(MiAaPQ)EBC5592071 035 $a(Au-PeEL)EBL5592071 035 $a(OCoLC)1066199165 035 $a(PPN)155172891 035 $a(EXLCZ)991000000000233193 100 $a20121227d2001 u| 0 101 0 $aeng 135 $aurnn#008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aSeminaire de Probabilites XXXV /$fedited by J. Azema, M. Emery, M. Ledoux, M. Yor 205 $a1st ed. 2001. 210 1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d2001. 215 $a1 online resource (VIII, 384 p.) 225 1 $aSéminaire de Probabilités,$x0720-8766 ;$v1755 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a3-540-41659-5 320 $aIncludes bibliographical references. 327 $aIntro -- 1. Introduction -- 2. Pure-Jump Markov Processes -- 3. A Multiplicative Functional -- 4. The Renormalization of Multiplicative Functionals and Variational Principle -- References -- 1 Introduction -- 2 Boolean independence and convolution -- 3 Boolean Fock space, Brownian motion and Poisson process -- 4 Probabilistic interpretation of -- 5 Quantum stochastic processes in discrete time -- 6 Quantum stochastic calculus by time changes -- References -- 1. Ge?ne?ralite?s -- 1.1. Rappels et conventions -- 1.2. E?quations de structure -- 1.3. Un crite?re d'unicite? -- 2. Martingales d'Aze?ma asyme?triques, pre?sentation -- 2.1. Classification e?le?mentaire -- 2.2. Marches ale?atoires sous-jacentes -- 2.3. De?passement -- 3. Comportements simples -- 3.1. De?passements continus -- 3.2. Comportements de?couplables -- 3.3. Comportements semi-de?couplables -- 4. Comportements me?langeants -- 4.1. E?quations de renouvellement (premie?re forme) -- 4.2. E?quations de renouvellement (seconde forme) -- 4.3. Ve?rification du principe d'assemblage -- 5. Proprie?te?s et probIe?mes -- 5.1. Invariance d'E?chelle -- 5.2. Caracte?re markovien -- 5.3. Temps local -- Re?fe?rences -- 0. Introduction -- 1. Some path and local time properties -- 2. An extension of Ito's formula -- 3. Some applications of the extension of Ito's formula to Burkholder-Davis-Gundy's type inequalities -- References -- 1 Introduction et notations -- 2 E?quations de structure vectorielles -- Martingales normales -- Tenseurs doublement syme?triques et syste?mes droits -- Proprie?te?s des solutions d'une e?quation de structure -- Formule de compensation -- 3 Le cas bidimensionnel -- Ge?ne?ralite?s -- Martingales d'Aze?ma -- De?termination de syste?mes droits -- 4 Semimartingales formellement a? variation finie -- 5 Le the?ore?me de caracte?risation -- La condition est suffisante -- La condition est ne?cessaire -- Re?fe?rences. 327 $aRe?fe?rences -- Notation and preliminaries -- Two simple instances of chaotic representation property -- Another, less simple, case of chaotic representation property -- References -- 1 Main results -- 2 Preliminaries from stochastic calculus -- 3 Proof of Theorem 1.1 -- 4 Key lemma -- 5 Final comments -- References -- 1. Introduction -- 2. No-arbitrage criteria -- 3. Auxiliary results -- References -- References -- References -- 1 Introduction -- 2 Proof of the main result -- References -- 1. General results and known facts -- 2. General correlation inequalities -- 3. Spectral gaps for some families of potentials -- 4. Marginal distributions -- 5. Logarithmic Sobolev inequalities -- 6. Logarithmic Sobolev inequalities for spin systems -- References -- 1. Introduction -- 2. Existence -- 3. Uniqueness -- References -- References -- 1 Introduction -- 2 Notations'and basic data -- 3 An intrinsic measure on -- 4 Diffusions on and on -- 4.1 The diffusions on and on -- 4.2 ?? as an invariant measure -- 4.3 ?2(?t?) is the ?-diffusion -- 5. Exit measure of the ?-diffusion if ?< d/2 -- References -- Introduction -- I. Approximation by Lipschitz functions -- II. Some properties of approximation with delay in ODE -- III. Some properties of approximation with delay in SDE -- IV. Weak solution and L2-approximation -- References -- Introduction -- Notations -- 1 Geometry of G and G-martingales -- 1.1 Choice of a connection -- 1.2 G-valued martingales -- 1.3. The stochastic exponential and logarithm -- 2 G-martingale with prescribed terminal value -- 2.1 Example: the Heisenberg group -- 2.2 Existence and uniqueness -- case of a (?)-group -- 2.3 Existence and uniqueness -- case of a nilpotent Lie group -- 3 BSDE -- 3.1 BSDE with drift depending only on time: existence and uniqueness -- 3.2 BSDE with bounded drift F: case of a ?-group -- References -- Introduction. 327 $aDe?finition d'une filtration quotient -- Re?fe?rences -- Introduction -- Notation and definitions -- Vershik's standardness criterion: Preliminary notions -- Vershik's standardness criterion: First level -- Vershik's standardness criterion: Second level -- Vershik's theorem on lacunary isomorphism -- Study of an example -- Other forms of cosiness -- Vershik's Example 3 -- On a question by von Weizsa?cker -- References -- I. Introduction -- II. Examples of weak convergences of filtrations -- Weak convergence of filtrations and extended convergence -- III. Stability of processes under convergence of filtrations -- IV. Stability of backward equations under convergence of filtrations -- References -- 1 - Introduction -- 2 - Proof of Theorem 1 -- References -- 1 Introduction -- 2 A characterization of processes with cyclic exchangeable increments -- 3 Le?vy processes and bridges are CEL -- 4 Applications -- References -- 1 Introduction -- 1. Existence of the principal values -- 2. An extension of Ito?s formula -- 2 Basic Definitions and Facts -- 1. Local times -- 2. Bessel processes -- 3. Bessel Bridges -- 3 Existence of the Principal Values -- 1. The results -- 2. The proofs -- 3. Comparison of Theorems 3.1 and 3.2. -- 4 An Extension of Ito?'s Formula -- 1. Ito?'s formula and its known -- 2. An extension based on the principal values -- 3. Comparison of different extensions -- 5 Properties of the Principal Values -- 1. Continuity -- 2. Energy -- 3. Additivity -- 4. Convergence to the principal value -- References -- Introduction -- 1. Preliminaries -- 2. From Tanaka Formula to Ito Formula -- 3. Local times and the occupation density formula -- References -- Note from the Re?daction -- 1 - Introduction and notations -- 2 - Preliminaries -- 3 - Proofs -- References -- 1. Introduction -- 2. Main Result -- 3. Proof of Theorem 2.1. 327 $a4. Schro?dinger Operators with Morse Potentials -- 5. Maass Laplacian -- 6. Further Applications of Theorem 2.1 -- References -- 1 Introduction -- 2 Proof -- 2.1 Two classes of paths -- 2.2 The path transform -- References -- 1 - Introduction -- 2 - Proof -- References. 410 0$aSéminaire de Probabilités,$x0720-8766 ;$v1755 606 $aProbabilities 606 $aApplied mathematics 606 $aEngineering mathematics 606 $aEconomics, Mathematical 606 $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004 606 $aApplications of Mathematics$3https://scigraph.springernature.com/ontologies/product-market-codes/M13003 606 $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062 615 0$aProbabilities. 615 0$aApplied mathematics. 615 0$aEngineering mathematics. 615 0$aEconomics, Mathematical. 615 14$aProbability Theory and Stochastic Processes. 615 24$aApplications of Mathematics. 615 24$aQuantitative Finance. 676 $a519.2 702 $aAzema$b J$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aEmery$b M$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aLedoux$b M$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aYor$b M$4edt$4http://id.loc.gov/vocabulary/relators/edt 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910144599203321 996 $aSéminaire de probabilités XXXV$9262218 997 $aUNINA