Séminaire de Probabilités XXXV - Lecture Notes in Mathematics
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Published By Springer Berlin Heidelberg

9783540416593, 9783540446712

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Logarithmic Sobolev Inequalities for Unbounded Spin Systems Revisited

Séminaire de Probabilités XXXV - Lecture Notes in Mathematics ◽

10.1007/978-3-540-44671-2_13 ◽

2001 ◽

pp. 167-194 ◽

Cited By ~ 20

Author(s):

M. Ledoux

Keyword(s):

Spin Systems ◽

Sobolev Inequalities ◽

Logarithmic Sobolev Inequalities ◽

Unbounded Spin Systems ◽

Unbounded Spin

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Ocupation Times of Lévy Processes as Quadratic Variations

Séminaire de Probabilités XXXV - Lecture Notes in Mathematics ◽

10.1007/978-3-540-44671-2_22 ◽

2001 ◽

pp. 329-333

Author(s):

Nathalie Eisenbaum

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Quadratic Variations

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On the martingale problem for super-Brownian motion

Séminaire de Probabilités XXXV - Lecture Notes in Mathematics ◽

10.1007/978-3-540-44671-2_14 ◽

2001 ◽

pp. 195-201

Author(s):

Richard F. Bass ◽

Edwin A. Perkins

Keyword(s):

Brownian Motion ◽

Martingale Problem ◽

Super Brownian Motion

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Quantum stochastic calculus for the uniform measure and Boolean convolution

Séminaire de Probabilités XXXV - Lecture Notes in Mathematics ◽

10.1007/978-3-540-44671-2_2 ◽

2001 ◽

pp. 28-47

Author(s):

Nicolas Privault

Keyword(s):

Stochastic Calculus ◽

Uniform Measure ◽

Quantum Stochastic Calculus

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Some remarks on the martingales satisfying the structure equation $ [X,X] t =t+ ∫ 0 t β X s − d X s $ $[X,X]_t = t + \int^t_0\beta X_{s^-} dX_s$

Séminaire de Probabilités XXXV - Lecture Notes in Mathematics ◽

10.1007/978-3-540-44671-2_4 ◽

2001 ◽

pp. 87-97

Author(s):

Tsung-Ming Chao ◽

Ching-Shung Chou

Keyword(s):

Structure Equation

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Filtrations Quotients de la Filtration Brownienne

Séminaire de Probabilités XXXV - Lecture Notes in Mathematics ◽

10.1007/978-3-540-44671-2_19 ◽

2001 ◽

pp. 260-264 ◽

Cited By ~ 2

Author(s):

M. Malric

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A Discrete Approach to the Chaotic Representation Property

Séminaire de Probabilités XXXV - Lecture Notes in Mathematics ◽

10.1007/978-3-540-44671-2_7 ◽

2001 ◽

pp. 123-138 ◽

Cited By ~ 10

Author(s):

M. Émery

Keyword(s):

Discrete Approach

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On a Triplet of Exponential Brownian Functionals

Séminaire de Probabilités XXXV - Lecture Notes in Mathematics ◽

10.1007/978-3-540-44671-2_27 ◽

2001 ◽

pp. 396-415 ◽

Cited By ~ 3

Author(s):

Larbi Alili ◽

Hiroyuki Matsumoto ◽

Tomoyuki Shiraishi

Keyword(s):

Exponential Brownian Functionals

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Backward Stochastic Differential Equations in a Lie Group

Séminaire de Probabilités XXXV - Lecture Notes in Mathematics ◽

10.1007/978-3-540-44671-2_18 ◽

2001 ◽

pp. 241-259

Author(s):

Anne Estrade ◽

Monique Pontier

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Lie Group ◽

Backward Stochastic Differential Equations

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A Martingale Proof of the Theorem by Jessen, Marcinkiewicz and Zygmund on Strong Differentiation of Integrals

Séminaire de Probabilités XXXV - Lecture Notes in Mathematics ◽

10.1007/978-3-540-44671-2_11 ◽

2001 ◽

pp. 158-161

Author(s):

Małgorzata Kuchta ◽

Michał Morayne ◽

Sławomir Solecki

Keyword(s):

Differentiation Of Integrals

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