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Séminaire de Probabilités X: Université de Strasbourg de P.-A. Meyer

Séminaire de Probabilités X: Université de Strasbourg: Lecture Notes in Mathematics, cartea 511

Editat de P.-A. Meyer
fr Limba Franceză Paperback – mai 1976

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Specificații

ISBN-13: 9783540076810
ISBN-10: 3540076816
Pagini: 593
Ilustrații: VI, 596 p.
Dimensiuni: 160 x 240 mm
Greutate: 0.89 kg
Ediția:1976
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seriile Lecture Notes in Mathematics, Séminaire de Probabilités

Locul publicării:Berlin, Heidelberg, Germany

Cuprins

La methode des semi-mrtingales en filtrage quand l'observation est un processus ponctuel marque.- One-dimensional potential embedding.- Un theoreme de representation des martingales pour les ensembles regeneratifs.- A simple remark on the conditioned square functions for martingale transforms.- Absolute continuity of Markov processes.- Germ-field Markov property for multiparameter processes.- La theorie de la prediction de F. Knight.- Sur la theorie de la prediction, et le probleme de decomposition des tribus F t+ o .- Generation of ?-fields by step processes.- Les inegalites classiques.- L'operateur carré du champ.- Correction aux “Inegalites de LITTLEWOOD-PALET”.- Les inegalites generales.- Semi-groupes de convolution symetriques.- A probabilistic approach to non-linear Dirichlet problem.- Skorokhod stopping times of minimal variance.- On the krickeberg decomposition of continuous martingales.- The Q-matrix problem.- On a stopped Brownian motion formula of H.M. Taylor.- On the uniqueness of solutions of stochastic differential equations with reflecting barrier conditions.- et notations generales.- Chapitre I. Integrales de stieltjes stochastiques.- Chapitre II. Martingales de carré integrable.- Chapitre III: La formule du changement de variables forme préliminaire.- Martingales locales changement de variables, formules exponentielles.- Les espaces H 1 et BMO.- Complements aux chapitres I–V.- Sur certains espaces de martingales localement de carre integrable.- Espaces fortement stables de martingales de carre integrable.- Representation des martingales comme integrales stochastiques des processus optionnels.- Decompositions des martingales locales et formules exponentielles.- Sur les integrales stochastiques optionnelles et une suite remarquable de formules exponentielles.- Sur la decomposition multiplicative des sousmartingales positives.- The Q-matrix problem 2: KOLMOGOROV backward equations.- Separabilite optionnelle, d'apres doob.- Note on pasting of two Markov processes.- A characterization of BMO-martingales.- Demonstration elementaire d'un theoreme de Novikov.- Corrections a des exposes de 1973/74.- Sur la construction de noyaux boreliens.- Un point de priorite.- Complements aux exposes sur les ensembles analytiques et les temps d'Arret.