V: 05, 58-75, LNM 191 (1971)
CARTIER, Pierre
Introduction à l'étude des mouvements browniens à plusieurs paramètres (
Gaussian processes)
Settles in particular a disagreement between statements of Lévy (
Processus Stochastiques et Mouvement Brownien, 1948) and McKean (
Teor. Ver. i Prim. 8, 1963) on the domain of analyticity of some Gaussian random functions
Comment: More recent work of Cartier on covariances appeared in the L.~Schwartz volume
Mathematical Analysis and Applications, A, Academic Press 1981
Keywords: Several parameter Brownian motions,
CovarianceNature: New exposition of known results
Retrieve article from Numdam
V: 06, 76-76, LNM 191 (1971)
CHUNG, Kai Lai
A simple proof of Doob's convergence theorem (
Potential theory)
Doob's theorem is a version of the main convergence theorem of potential theory: the limit of a decreasing sequence of excessive functions differs of its regularized version on a semi-polar set
Comment: It is also shown that a function $f$ satisfying $f\ge P_Kf$ for all compact sets $K$ differs from its regularized function on a semi-polar set
Keywords: Excessive functions,
Semi-polar setsNature: New exposition of known results Retrieve article from Numdam
V: 10, 87-102, LNM 191 (1971)
DELLACHERIE, Claude
Les théorèmes de Mazurkiewicz-Sierpinski et de Lusin (
Descriptive set theory)
Synthetic presentation of (then) little known results on the perfect kernels of closed random sets and uniformization of random sets with countable sections
Comment: See Dellacherie-Meyer,
Probabilités et Potentiel, Chap. XI
Keywords: Analytic sets,
Random sets,
Section theoremsNature: New exposition of known results Retrieve article from Numdam
V: 20, 209-210, LNM 191 (1971)
MEYER, Paul-André
Un théorème sur la répartition des temps locaux (
Markov processes)
Kesten discovered that the value at a terminal time $T$ of the local time $L$ of a Markov process $X$ at a single point has an exponential distribution, and that $X_T$ and $L_T$ are independent. A short proof is given
Comment: The result can be deduced from excursion theory
Keywords: Local timesNature: New exposition of known results Retrieve article from Numdam
VII: 06, 48-50, LNM 321 (1973)
DELLACHERIE, Claude
Une démonstration du théorème de Souslin-Lusin (
Descriptive set theory)
The basic fact that the image of a Borel set under an injective Borel mapping is Borel is deduced from a separation theorem concerning countably many disjoint analytic sets
Comment: This is a step in the author's simplification of the proofs of the great theorems on analytic and Borel sets. See
Un cours sur les ensembles analytiques, in
Analytic Sets, C.A. Rogers ed., Academic Press 1980
Keywords: Borel sets,
Analytic sets,
Separation theoremNature: New exposition of known results Retrieve article from Numdam
XXXII: 19, 264-305, LNM 1686 (1998)
BARLOW, Martin T.;
ÉMERY, Michel;
KNIGHT, Frank B.;
SONG, Shiqi;
YOR, Marc
Autour d'un théorème de Tsirelson sur des filtrations browniennes et non browniennes (
Brownian motion,
Filtrations)
Tsirelson has shown that no Walsh's Brownian motion with three rays or more can live in a Brownian filtration (GAFA
7, 1997). Using his methods, the result is extended to spider martingales. A conjecture of M. Barlow is also proved: if $L$ is an honest time in a (possibly multidimensional) Brownian filtration, then ${\cal F}_{L+}$ is generated by ${\cal F}_{L}$ and at most one event. Last, it is shown that a Walsh's Brownian motion can live in the filtration generated by another Walsh's Brownian motion only if the former is obtained from the latter by aggregating rays
Comment: On Tsirelson's theorem, see also Tsirelson, ICM 1998 vol. III, and M. Émery,
Astérisque 282 (2002). A simplified proof of Barlow's conjecture is given in
3304. For more on Théorème 1 (Slutsky's lemma), see
3221 and
3325Keywords: Filtrations,
Spider martingales,
Walsh's Brownian motion,
Cosiness,
Slutsky's lemmaNature: New exposition of known results,
Original additions Retrieve article from Numdam
