{"text_format":"2","workbook":"xls","n_sheets":1,"sheets":["report2"],"not_rendered":{"charts":0,"images":0,"macros":0,"external_links":1,"defined_names":1,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"run_cost":"one","rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900","formulas":"cached_only"}

{"sheet":"report2","index":0,"n_rows":26,"n_cols":5,"rows_kept":26,"cut":false,"hidden":false,"merged":[[0,2,0,3],[0,4,0,5],[1,2,1,3],[1,4,1,5],[2,2,2,3],[3,2,3,3],[4,2,4,3],[5,2,5,3],[6,2,6,3],[7,2,7,3],[8,2,8,3],[14,2,14,3],[15,2,15,3],[19,2,19,3]],"flags":["formulas_cached_only"]}
[null,"1.","Record Nr.",null,"UNINA9910144599203321"]
[null,null,"Titolo",null,"Seminaire de Probabilites XXXV / / edited by J. Azema, M. Emery, M. Ledoux, M. Yor"]
[null,null,"Pubbl/distr/stampa",null,"Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2001"]
[null,null,"ISBN",null,"3-540-44671-0"]
[null,null,"Edizione",null,"[1st ed. 2001.]"]
[null,null,"Descrizione fisica",null,"1 online resource (VIII, 384 p.)"]
[null,null,"Collana",null,"Séminaire de Probabilités, , 2510-3660 ; ; 1755"]
[null,null,"Disciplina",null,"519.2"]
[null,null,"Soggetti",null,"Probabilities"]
[{"$nulls":4},"Mathematics"]
[{"$nulls":4},"Social sciences - Mathematics"]
[{"$nulls":4},"Probability Theory"]
[{"$nulls":4},"Applications of Mathematics"]
[{"$nulls":4},"Mathematics in Business, Economics and Finance"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Bibliographic Level Mode of Issuance: Monograph"]
[null,null,null,"Nota di bibliografia","Includes bibliographical references."]
[null,null,"Nota di contenuto",null,"Intro -- 1. Introduction -- 2. Pure-Jump Markov Processes -- 3. A Multiplicative Functional -- 4. The Renormalization of Multiplicative Functionals and Variational Principle -- References -- 1 Introduction -- 2 Boolean independence and convolution -- 3 Boolean Fock space, Brownian motion and Poisson process -- 4 Probabilistic interpretation of -- 5 Quantum stochastic processes in discrete time -- 6 Quantum stochastic calculus by time changes -- References -- 1. Généralités -- 1.1. Rappels et conventions -- 1.2. Équations de structure -- 1.3. Un critère d'unicité -- 2. Martingales d'Azéma asymétriques, présentation -- 2.1. Classification élémentaire -- 2.2. Marches aléatoires sous-jacentes -- 2.3. Dépassement -- 3. Comportements simples -- 3.1. Dépassements continus -- 3.2. Comportements découplables -- 3.3. Comportements semi-découplables -- 4. Comportements mélangeants -- 4.1. Équations de renouvellement (première forme) -- 4.2. Équations de renouvellement (seconde forme) -- 4.3. Vérification du principe d'assemblage -- 5. Propriétés et probIèmes -- 5.1. Invariance d'Échelle -- 5.2. Caractère markovien -- 5.3. Temps local -- Références -- 0. Introduction -- 1. Some path and local time properties -- 2. An extension of Ito's formula -- 3. Some applications of the extension of Ito's formula to Burkholder-Davis-Gundy's type "]
[{"$nulls":4},"inequalities -- References -- 1 Introduction et notations -- 2 Équations de structure vectorielles -- Martingales normales -- Tenseurs doublement symétriques et systèmes droits -- Propriétés des solutions d'une équation de structure -- Formule de compensation -- 3 Le cas bidimensionnel -- Généralités -- Martingales d'Azéma -- Détermination de systèmes droits -- 4 Semimartingales formellement à variation finie -- 5 Le théorème de caractérisation -- La condition est suffisante -- La condition est nécessaire -- Références."]
[{"$nulls":4},"Références -- Notation and preliminaries -- Two simple instances of chaotic representation property -- Another, less simple, case of chaotic representation property -- References -- 1 Main results -- 2 Preliminaries from stochastic calculus -- 3 Proof of Theorem 1.1 -- 4 Key lemma -- 5 Final comments -- References -- 1. Introduction -- 2. No-arbitrage criteria -- 3. Auxiliary results -- References -- References -- References -- 1 Introduction -- 2 Proof of the main result -- References -- 1. General results and known facts -- 2. General correlation inequalities -- 3. Spectral gaps for some families of potentials -- 4. Marginal distributions -- 5. Logarithmic Sobolev inequalities -- 6. Logarithmic Sobolev inequalities for spin systems -- References -- 1. Introduction -- 2. Existence -- 3. Uniqueness -- References -- References -- 1 Introduction -- 2 Notations'and basic data -- 3 An intrinsic measure on -- 4 Diffusions on and on -- 4.1 The diffusions on and on -- 4.2 νʹ as an invariant measure -- 4.3 π2(ξtઠ) is the Φ-diffusion -- 5. Exit measure of the Φ-diffusion if δ< d/2 -- References -- Introduction -- I. Approximation by Lipschitz functions -- II. Some properties of approximation with delay in ODE -- III. Some properties of approximation with delay in SDE -- IV. Weak solution and L2-approximation -- References -- Introduction -- Notations -- 1 Geometry of G and G-martingales -- 1.1 Choice of a connection -- 1.2 G-valued martingales -- 1.3. The stochastic exponential and logarithm -- 2 G-martingale with prescribed terminal value -- 2.1 Example: the Heisenberg group -- 2.2 Existence and uniqueness -- case of a (Γ)-group -- 2.3 Existence and uniqueness -- case of a nilpotent Lie group -- 3 BSDE -- 3.1 BSDE with drift depending only on time: existence and uniqueness -- 3.2 BSDE with bounded drift F: case of a Γ-group -- References -- Introduction."]
[{"$nulls":4},"Définition d'une filtration quotient -- Références -- 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 Weizsäcker -- 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 Lévy processes and bridges are CEL -- 4 Applications -- References -- 1 Introduction -- 1. Existence of the principal values -- 2. An extension of Itôs 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 Itô's Formula -- 1. Itô'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 "]
[{"$nulls":4},"principal value -- References -- Introduction -- 1. Preliminaries -- 2. From Tanaka Formula to Ito Formula -- 3. Local times and the occupation density formula -- References -- Note from the Rédaction -- 1 - Introduction and notations -- 2 - Preliminaries -- 3 - Proofs -- References -- 1. Introduction -- 2. Main Result -- 3. Proof of Theorem 2.1."]
[{"$nulls":4},"4. Schrödinger 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."]
[null,null,null,"Sommario/riassunto","Researchers 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 Lévy 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."]