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XXIX: 01, 1-16, LNM 1613 (1995)
CHEBOTAREV, Alexander M.; FAGNOLA, Franco
On quantum extensions of the Azéma martingale semi-group
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XXIX: 02, 17-24, LNM 1613 (1995)
DELBAEN, Freddy; SCHACHERMAYER, Walter
An inequality for the predictable projection of an adapted process
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XXIX: 03, 25-29, LNM 1613 (1995)
KRYLOV, Nicolai V.
A martingale proof of the Khintchin iterated logarithm law for Wiener processes
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XXIX: 04, 30-36, LNM 1613 (1995)
BIANE, Philippe
Intertwining of Markov semi-groups, some examples
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XXIX: 05, 37-43, LNM 1613 (1995)
WERNER, Wendelin
Some remarks on perturbed reflecting Brownian motion
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XXIX: 06, 44-55, LNM 1613 (1995)
CHALEYAT-MAUREL, Mireille; NUALART, David
Onsager-Machlup functionals for solutions of stochastic boundary-value problems
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XXIX: 07, 56-69, LNM 1613 (1995)
ATTAL, Stéphane; BURDZY, Krzysztof; ÉMERY, Michel; HU, Yue-Yun
Sur quelques filtrations et transformations browniennes
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XXIX: 08, 70-85, LNM 1613 (1995)
ARNAUDON, Marc
Barycentres convexes et approximations des martingales continues dans les variétés
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XXIX: 09, 86-107, LNM 1613 (1995)
CÉPA, Emmanuel
Équations différentielles stochastiques multivoques
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XXIX: 10, 108-116, LNM 1613 (1995)
OVERBECK, Ludger
On the predictable representation property for super-processes
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XXIX: 11, 117-124, LNM 1613 (1995)
DERMOUNE, Azzouz
Chaoticity on a stochastic interval $[0,T]$
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XXIX: 12, 125-132, LNM 1613 (1995)
BERTOIN, Jean; CABALLERO, Maria-Emilia
On the rate of growth of subordinators with slowly varying Laplace exponent
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XXIX: 13, 133-154, LNM 1613 (1995)
FOURATI, Sonia
Une propriété de Markov pour les processus indexés par $\bf R$
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XXIX: 14, 155-161, LNM 1613 (1995)
WILLIAMS, David
Non-linear Wiener-Hopf theory, 1: an appetizer
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XXIX: 15, 162-165, LNM 1613 (1995)
CHIU, Yukuang
From an example of Lévy's
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XXIX: 16, 166-180, LNM 1613 (1995)
APPLEBAUM, David
A horizontal Lévy process on the bundle of orthonormal frames over a complete Riemannian manifold (Stochastic differential geometry, Markov processes)
This is an attempt to define a manifold-valued Lévy process by solving a SDE driven by a Euclidean Lévy process; but the author shows that the so-obtained processes are not Markovian in general.
Comment: The existence and uniqueness statements are a particular case of general theorems due to Cohen (Stochastics Stochastics Rep. 56, 1996). The same question is addressed by Cohen in the next article 2917
Keywords: Semimartingales with jumps, Lévy processes, Infinitesimal generators
Nature: Original
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XXIX: 17, 181-193, LNM 1613 (1995)
COHEN, Serge
Some Markov properties of stochastic differential equations with jumps (Stochastic differential geometry, Markov processes)
The Schwartz-Meyer theory of second-order calculus for manifold-valued continuous semimartingales (see 1505 and 1655) was extended by Cohen to càdlàg semimartingales (Stochastics Stochastics Rep. 56, 1996). Here this language is used to study the Markov property of solutions to SDE's with jumps. In particular,two definitions of a Lévy process in a Riemannian manifold are compared: One as the solution to a SDE driven by some Euclidean Lévy process, the other by subordinating some Riemannian Brownian motion. It is shown that in general the former is not of the second kind
Comment: The first definition is independently introduced by David Applebaum 2916
Keywords: Semimartingales with jumps, Lévy processes, Subordination, Infinitesimal generators
Nature: Original
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XXIX: 18, 194-201, LNM 1613 (1995)
FRANCHI, Jacques
Chaos multiplicatif : un traitement simple et complet de la fonction de partition (Statistical mechanics)
Introduced by Mandelbrot (Comptes Rendus Acad. Sci. 278, 289--292, 1974), the model of multiplicative chaos has since been studied by several mathematicians and physicists. Using a trick of Kahane, this article presents a complete and elementary calculation of the pressure, thereby completing and simplifying previous work by Collet and Koukiou. Moreover it connects the critical temperature to the entropy, and gives a necessary and sufficient condition for finiteness of the critical temperature
Keywords: Multiplicative chaos, Partition function, Pressure, Critical temperature
Nature: Original
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XXIX: 19, 202-217, LNM 1613 (1995)
QIAN, Zhongmin; HE, Sheng-Wu
On the hypercontractivity of Ornstein-Uhlenbeck semigroups with drift
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XXIX: 20, 218-219, LNM 1613 (1995)
HU, Yao-Zhong
On the differentiability of functions of an operator
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XXIX: 21, 220-230, LNM 1613 (1995)
KHOSHNEVISAN, Davar
The gap between the past supremum and the future infimum of a transient Bessel process
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XXIX: 22, 231-236, LNM 1613 (1995)
BURDZY, Krzysztof; KHOSHNEVISAN, Davar
The level sets of iterated Brownian motion
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XXIX: 23, 237-247, LNM 1613 (1995)
GRUET, Jean-Claude; SHI, Zhan
On the Spitzer and Chung laws of the iterated logarithm for Brownian motion
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XXIX: 24, 248-259, LNM 1613 (1995)
DUBINS, Lester E.; PRIKRY, Karel
On the existence of disintegrations
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XXIX: 25, 260-265, LNM 1613 (1995)
EISENBAUM, Nathalie; KASPI, Haya
A counterexample for the Markov property of local time for diffusions on graphs
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XXIX: 26, 266-289, LNM 1613 (1995)
EISENBAUM, Nathalie
Une version sans conditionnement du théorème d'isomorphisme de Dynkin (Limit theorems)
After establishing an unconditional version of Dynkin's isomorphism theorem, the author applies this theorem to give a new proof of Ray-Knight theorems for Brownian local times, and also to give another proof to limit theorems due to Rosen 2533 concerning the increments of the local times of a symmetric $\beta$-stable process for $\beta>1$. Some results by Marcus-Rosen (Proc. Conf. Probability in Banach Spaces~8, Birkhäuser 1992) on Laplace transforms of the increments of local time are extended
Comment: A general reference on the subject is Marcus-Rosen, Markov Processes, Gaussian Processes, and Local Times, Cambridge University Press (2006)
Keywords: Stable processes, Local times, Central limit theorem, Dynkin isomorphism, Fractional Brownian motion, Brownian sheet
Nature: Original
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XXIX: 27, 290-296, LNM 1613 (1995)
HU, Yue-Yun
Sur la représentation des $\bigl({\cal F}_t^-=\sigma \{B_s^-,s\le t\}\bigr)$ martingales
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XXIX: 28, 297-326, LNM 1613 (1995)
SONG, Shiqi
C-semigroups on Banach spaces and functional inequalities
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