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

9783540779124, 9783540779131

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On the tail distributions of the supremum and the quadratic variation of a càdlàg local martingale

Lecture Notes in Mathematics - Séminaire de Probabilités XLI ◽

10.1007/978-3-540-77913-1_19 ◽

2008 ◽

pp. 401-420

Author(s):

Shunsuke Kaji

Keyword(s):

Quadratic Variation ◽

Local Martingale ◽

Tail Distributions

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Transformations browniennes et compléments indépendants: résultats et problèmes ouverts

Lecture Notes in Mathematics - Séminaire de Probabilités XLI ◽

10.1007/978-3-540-77913-1_13 ◽

2008 ◽

pp. 265-278 ◽

Author(s):

Jean Brossard ◽

Christophe Leuridan

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Creation or deletion of a drift on a Brownian trajectory

Lecture Notes in Mathematics - Séminaire de Probabilités XLI ◽

10.1007/978-3-540-77913-1_11 ◽

2008 ◽

pp. 215-232

Author(s):

Laurent Serlet

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Une preuve simple d’un résultat de Dufresne

Lecture Notes in Mathematics - Séminaire de Probabilités XLI ◽

10.1007/978-3-540-77913-1_10 ◽

2008 ◽

pp. 203-213 ◽

Author(s):

Ismael Bailleul

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Spectral gap inequality for a colored disordered lattice gas

Lecture Notes in Mathematics - Séminaire de Probabilités XLI ◽

10.1007/978-3-540-77913-1_1 ◽

2008 ◽

pp. 1-18 ◽

Author(s):

Azzouz Dermoune ◽

Philippe Heinrich

Keyword(s):

Lattice Gas ◽

Spectral Gap ◽

Disordered Lattice

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Hyperbolic random walks

Lecture Notes in Mathematics - Séminaire de Probabilités XLI ◽

10.1007/978-3-540-77913-1_14 ◽

2008 ◽

pp. 279-294

Author(s):

Jean-Claude Gruet

Keyword(s):

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No asymptotic free lunch reviewed in the light of Orlicz spaces

Lecture Notes in Mathematics - Séminaire de Probabilités XLI ◽

10.1007/978-3-540-77913-1_22 ◽

2008 ◽

pp. 443-454 ◽

Author(s):

Irene Klein

Keyword(s):

Orlicz Spaces ◽

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Proof of a Tanaka-like formula stated by J. Rosen in Séminaire XXXVIII

Lecture Notes in Mathematics - Séminaire de Probabilités XLI ◽

10.1007/978-3-540-77913-1_9 ◽

2008 ◽

pp. 199-202 ◽

Author(s):

Greg Markowsky

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The Burkholder-Davis-Gundy Inequality for Enhanced Martingales

Lecture Notes in Mathematics - Séminaire de Probabilités XLI ◽

10.1007/978-3-540-77913-1_20 ◽

2008 ◽

pp. 421-438

Author(s):

Peter Friz ◽

Nicolas Victoir

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On Martingale Selectors of Cone-Valued Processes

Lecture Notes in Mathematics - Séminaire de Probabilités XLI ◽

10.1007/978-3-540-77913-1_21 ◽

2008 ◽

pp. 439-442 ◽

Author(s):

Yuri Kabanov ◽

Christophe Stricker

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