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Séminaire de Probabilités XXXV

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Table of Contents

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    Book Overview
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    Chapter 1 The Principle of Variation for Relativistic Quantum Particles
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    Chapter 2 Quantum stochastic calculus for the uniform measure and Boolean convolution
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    Chapter 3 Martingales D’Azéma Asymétriques. Description Élémentaire et Unicité
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    Chapter 4 Some remarks on the martingales satisfying the structure equation $ [X,X] t =t+ ∫ 0 t β X s − d X s $ $[X,X]_t = t + \int^t_0\beta X_{s^-} dX_s$
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    Chapter 5 Une caractérization des martingales d’Azéma bidimensionnelles de type (II)
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    Chapter 6 Correction à un Article d’Attal et Émery sur les Martingales d’Azéma Bidimendionnelles
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    Chapter 7 A Discrete Approach to the Chaotic Representation Property
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    Chapter 8 On equivalent martingale measures with bounded densities
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    Chapter 9 A teacher’s note on no-arbitrage criteria
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    Chapter 10 Hermite Martingales
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    Chapter 11 A Martingale Proof of the Theorem by Jessen, Marcinkiewicz and Zygmund on Strong Differentiation of Integrals
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    Chapter 12 A simple proof of the L p continuity of the higher order Riesz Transforms with respect to the Gaussian measure $ γd $ ${\gamma}d$
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    Chapter 13 Logarithmic Sobolev Inequalities for Unbounded Spin Systems Revisited
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    Chapter 14 On the martingale problem for super-Brownian motion
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    Chapter 15 Coalescence of Skew Brownian Motions
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    Chapter 16 Canonical Lift and Exit Law of the Fundamental Diffusion Associated with a Kleinian Group
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    Chapter 17 Genericity in Deterministic and Stochastic Differential Equations
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    Chapter 18 Backward Stochastic Differential Equations in a Lie Group
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    Chapter 19 Filtrations Quotients de la Filtration Brownienne
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    Chapter 20 On Vershik’s Standardness Criterion and Tsirelson’s Notion of Cosiness
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    Chapter 21 On Weak Convergence of Filtrations
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    Chapter 22 Ocupation Times of Lévy Processes as Quadratic Variations
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    Chapter 23 Some consequences of the cyclic exchangeability property for exponential functionals of Lévy processes
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    Chapter 24 Principal Values of the Integral Functionals of Brownian Motion: Existence, Continuity and an Extension of Itô’s Formula
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    Chapter 25 From Tanaka’s Formula to Ito’s Formula: Distributions, Tensor Products and Local Times
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    Chapter 26 On Itô’s Formula of Föllmer and Protter
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    Chapter 27 On a Triplet of Exponential Brownian Functionals
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    Chapter 28 On a new Wiener-Hopf factorization by Alili and Doney
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    Chapter 29 Are Squared Bessel Bridges Infinitely Divisible?
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Title
Séminaire de Probabilités XXXV
Published by
Springer Berlin Heidelberg, January 2001
DOI 10.1007/b76885
ISBNs
978-3-54-041659-3, 978-3-54-044671-2
Editors

Azéma, J., Émery, M., Ledoux, M., Yor, M.

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