Browse by: Author name - Classification - Keywords - Nature

XLIV: 01, 1-39, LNM 2046 (2012)
CÉNAC, Peggy; CHAUVIN, Brigitte; PACCAUT, Frédéric; POUYANNE, Nicolas
Context trees, variable length Markov chains and dynamical sources (Theory of Markov chains)
Keywords: Variable length Markov chains, Dynamical systems of the interval, Dirichlet series, Occurrences of words, Probabilistic dynamical sources
Nature: Original
XLIV: 02, 41-59, LNM 2046 (2012)
MIJATOVIĆ, Aleksandar; NOVAK, Nika; URUSOV, Mikhail
Martingale property of generalized stochastic exponentials (Theory of martingales)
Keywords: Generalized stochastic exponentials, Local martingales vs. true martingales, One-dimensional diffusions
Nature: Original
XLIV: 03, 61-74, LNM 2046 (2012)
Some classes of proper integrals and generalized Ornstein-Uhlenbeck processes (Theory of processes)
Keywords: Stochastic integration, Lévy processes, Generalized Ornstein-Uhlenbeck processes
Nature: Original
XLIV: 04, 75-103, LNM 2046 (2012)
QIAN, Zhongmin; YING, Jiangang
Martingale representations for diffusion processes and backward stochastic differential equations (Stochastic calculus)
Keywords: Backward Stochastic Differential equations, Dirichlet forms, Hunt processes, Martingales, Natural filtration, Non-linear equations
Nature: Original
XLIV: 05, , LNM 2046 (2012)
MOCHA, Markus; WESTRAY, Nicholas
Quadratic Semimartingale BSDEs Under an Exponential Moments Condition (Stochastic calculus)
Keywords: Quadratic Semimartingale BSDEs, Convex Generators, Exponential Moments
Nature: Original
XLIV: 06, 141-148, LNM 2046 (2012)
The derivative of the intersection local time of Brownian motion through Wiener chaos (Theory of processes)
Keywords: Intersection of local time, Wiener chaos
Nature: Original
XLIV: 07, 149-166, LNM 2046 (2012)
WU, Hao
On the occupation times of Brownian excursions and Brownian loops (Theory of processe)
Keywords: Conformal invariance, Brownian excursion measure, Brownian loop measure, Green's function
Nature: Original
XLIV: 08, 167-190, LNM 2046 (2012)
HAJRI, Hatem
Discrete approximation to solution flows of Tanaka's SDE related to Walsh Brownian motion (Stochastic calculus, Limit theorems)
Keywords: Walsh's Brownian motion, Tanaka's SDE, Local times
Nature: Original
XLIV: 09, 191-206, LNM 2046 (2012)
DEMNI, Nizar; HMIDI, Taoufik
Spectral Distribution of the Free unitary Brownian motion: another approach (Non commutative probability theory)
Keywords: Free unitary Brownian motion, Spectral distribution
Nature: Original
XLIV: 10, 207-213, LNM 2046 (2012)
Another failure in the analogy between Gaussian and semicircle laws (Non commutative probability theory)
Keywords: Gaussian law, Semicircle law, Free Poisson distribution, Free probability, Free convolution, $R$-transform, Dynkin isomorphism
Nature: Original
XLIV: 11, 215-246, LNM 2046 (2012)
LEJAY, Antoine
Global solutions to rough differential equations with unbounded vector fields (Integration theory)
Keywords: Controlled differential equations, Rough paths, Euler scheme, Global solution to differential equation, Rough differential equation
Nature: Original
XLIV: 12, 247-269, LNM 2046 (2012)
MARTY, Renaud; SØLNA, Knut
Asymptotic behavior of oscillatory fractional processes (Theory of processes, Limit theorems)
Keywords: Fractional processes, Brownian motion, Waves in random media
Nature: Original
XLIV: 13, 271-277, LNM 2046 (2012)
Time inversion property for rotation invariant self-similar diffusion processes (Theory of processes)
Keywords: Time inversion, Self-similar, Bessel processes, Diffusion processes, Rotation invariant, Skew product, Radial process
Nature: Original
XLIV: 14, 279-280, LNM 2046 (2012)
BOGSO, Antoine-Marie; PROFETA, Christophe; ROYNETTE, Bernard
On Peacocks: a general introduction to two articles (Theory of processes)
Keywords: Processes increasing in the convex order: peacocks
Nature: Exposition
XLIV: 15, 281-315, LNM 2046 (2012)
BOGSO, Antoine-Marie; PROFETA, Christophe; ROYNETTE, Bernard
Some examples of peacocks in a Markovian set-up (Theory of processes)
Keywords: Processes increasing in the convex order: peacocks, Conditionally monotone processes, Stochastic order, Markov process
Nature: Original
XLIV: 16, 317-374, LNM 2046 (2012)
BOGSO, Antoine-Marie; PROFETA, Christophe; ROYNETTE, Bernard
Peacocks obtained by normalisation; strong and very strong peacocks (Theory of processes)
Keywords: Peacocks, Conditionally monotone processes, Strong peacocks, Very strong peacocks
Nature: Original
XLIV: 17, 375-399, LNM 2046 (2012)
HARRIS, Simon C.; ROBERTS, Matthew I.
Branching Brownian motion: Almost sure growth along scaled paths (Limit theorems, Theory of processes)
Keywords: Branching Brownian motion
Nature: Original
XLIV: 18, 401-407, LNM 2046 (2012)
MOURRAT, Jean-Christophe
On the delocalized phase of the random pinning model (Statistical mechanics)
Keywords: Directed Polymer models, Partition function
Nature: Original
XLIV: 19, 409-428, LNM 2046 (2012)
BERCU, Bernard; BONY, Jean-François; BRUNEAU, Vincent
Large deviations for Gaussian stationary processes and semi-classical analysis (Limit theorems, theory of processes)
Keywords: Large deviations, Gaussian processes, Toeplitz matrices, Distribution of eigenvalues
Nature: Original
XLIV: 20, 429-465, LNM 2046 (2012)
LÉONARD, Christian
Girsanov theory under a finite entropy condition (Theory of processes)
Keywords: Stochastic processes, Relative entropy, Girsanov's theory, Diffusion processes, Processes with jumps
Nature: Original
XLIV: 21, 467-467, LNM 2046 (2012)
ÉMERY, Michel; YOR, Marc
Erratum to Séminaire XXVII
Comment: This is an erratum to 2714.
Keywords: Brownian motion, Continuous martingale
Nature: Correction
XLIV: 22, 468-468, LNM 2046 (2012)
Erratum to Séminaire XXXV
Comment: This is an erratum to 3520.
Keywords: Vershik's standardness criterion, Cosiness
Nature: Correction