Séminaire de Probabilités XXXVII

Chapter 1 An Introduction to Rough Paths

Chapter 2 Characterization of Markov semigroups on ℝ Associated to Some Families of Orthogonal Polynomials

Chapter 3 Representations of Gaussian measures that are equivalent to Wiener measure

Chapter 4 On the reduction of a multidimensional continuous martingale to a Brownian motion

Chapter 5 The time to a given drawdown in Brownian Motion

Chapter 6 Application de la théorie des excursions à l’intégrale du mouvement brownien

Chapter 7 Brownian Sheet Local Time and Bubbles

Chapter 8 On the maximum of a diffusion process in a random Lévy environment

Chapter 9 The Codimension of the Zeros of a Stable Process in Random Scenery

Chapter 10 Deux notions équivalentes d’unicité en loi pour les équations différentielles stochastiques

Chapter 11 Approximations of the Wong–Zakai type for stochastic differential equations in M-type 2 Banach spaces with applications to loop spaces

Chapter 12 Estimates of the Solutions of a System of Quasi-linear PDEs. A Probabilistic Scheme

Chapter 13 Self-similar fragmentations and stable subordinators

Chapter 14 A Remark on Hypercontractivity and Tail Inequalities for the Largest Eigenvalues of Random Matrices

Chapter 15 A note on representations of eigenvalues of classical Gaussian matrices

Chapter 16 Necessary and sufficient conditions for the supermartingale property of a stochastic integral with respect to a local martingale

Chapter 17 A remark on the superhedging theorem under transaction costs

Chapter 18 On the Derivation of the Black–Scholes Formula

Chapter 19 On a Class of Genealogical and Interacting Metropolis Models