LEADER 09031nam 22007695 450 001 9910144599203321 005 20250724092007.0 010 $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(BIP)7173390 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 $aSéminaire de Probabilités,$x2510-3660 ;$v1755 300 $aBibliographic Level Mode of Issuance: Monograph 311 08$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. 330 $aResearchers and graduate students in the theory of stochastic processes will find in this 35th volume some thirty articles on martingale theory, martingales and finance, analytical inequalities and semigroups, stochastic differential equations, functionals of Brownian motion and of Le?vy processes. Ledoux's article contains a self-contained introduction to the use of semigroups in spectral gaps and logarithmic Sobolev inequalities; the contribution by Emery and Schachermayer includes an exposition for probabilists of Vershik's theory of backward discrete filtrations. 410 0$aSéminaire de Probabilités,$x2510-3660 ;$v1755 606 $aProbabilities 606 $aMathematics 606 $aSocial sciences$xMathematics 606 $aProbability Theory 606 $aApplications of Mathematics 606 $aMathematics in Business, Economics and Finance 615 0$aProbabilities. 615 0$aMathematics. 615 0$aSocial sciences$xMathematics. 615 14$aProbability Theory. 615 24$aApplications of Mathematics. 615 24$aMathematics in Business, Economics and Finance. 676 $a519.2 702 $aAze?ma$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 LEADER 01065nam0 22002771i 450 001 UON00038068 005 20231205102133.339 100 $a20020107d1995 |0itac50 ba 101 $akor 102 $aKR 105 $a|||| 1|||| 200 1 $aKyo Yuksa$eHangul Soyang$fChang Ch'an 'Ik 210 $aSeoul$cPaek Ch'ulp'ansa$d1995 215 $a381 p.$d22 cm 316 $aMM.BB.CC.AA.$5IT-UONSI CORXVII/011 N 606 $aPedagogia$xCorea-Occidente$xSistemi$3UONC012787$2FI 620 $aKR$dSeoul$3UONL000020 686 $aCOR XVII$cCOREA - SCIENZE DELL'EDUCAZIONE$2A 700 0$aCHANG CHAN IK$3UONV024334$0647224 712 $aPaek Ch'ulpansa$3UONV252181$4650 801 $aIT$bSOL$c20260220$gRICA 899 $aSIBA - SISTEMA BIBLIOTECARIO DI ATENEO E ARCHIVIO STORICO$2UONSI 912 $aUON00038068 950 $aSIBA - SISTEMA BIBLIOTECARIO DI ATENEO E ARCHIVIO STORICO$dSI COR XVII 011 N $eSI SA 89819 5 011 N MM.BB.CC.AA. 996 $aKyo Yuksa$91154576 997 $aUNIOR