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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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On quantum extensions of the Azéma martingale semi-group

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XXIX: 02, 17-24, LNM 1613 (1995)

An inequality for the predictable projection of an adapted process

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XXIX: 03, 25-29, LNM 1613 (1995)

A martingale proof of the Khintchin iterated logarithm law for Wiener processes

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XXIX: 04, 30-36, LNM 1613 (1995)

Intertwining of Markov semi-groups, some examples

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XXIX: 05, 37-43, LNM 1613 (1995)

Some remarks on perturbed reflecting Brownian motion

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XXIX: 06, 44-55, LNM 1613 (1995)

Onsager-Machlup functionals for solutions of stochastic boundary-value problems

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XXIX: 07, 56-69, LNM 1613 (1995)

Sur quelques filtrations et transformations browniennes

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XXIX: 08, 70-85, LNM 1613 (1995)

Barycentres convexes et approximations des martingales continues dans les variétés

Retrieve article from Numdam

XXIX: 09, 86-107, LNM 1613 (1995)

Équations différentielles stochastiques multivoques

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XXIX: 10, 108-116, LNM 1613 (1995)

On the predictable representation property for super-processes

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XXIX: 11, 117-124, LNM 1613 (1995)

Chaoticity on a stochastic interval $[0,T]$

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XXIX: 12, 125-132, LNM 1613 (1995)

On the rate of growth of subordinators with slowly varying Laplace exponent

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XXIX: 13, 133-154, LNM 1613 (1995)

Une propriété de Markov pour les processus indexés par $\bf R$

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XXIX: 14, 155-161, LNM 1613 (1995)

Non-linear Wiener-Hopf theory, 1: an appetizer

Retrieve article from Numdam

XXIX: 15, 162-165, LNM 1613 (1995)

From an example of Lévy's

Retrieve article from Numdam

XXIX: 16, 166-180, LNM 1613 (1995)

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 (

Keywords: Semimartingales with jumps, Lévy processes, Infinitesimal generators

Nature: Original

Retrieve article from Numdam

XXIX: 17, 181-193, LNM 1613 (1995)

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 (

Comment: The first definition is independently introduced by David Applebaum 2916

Keywords: Semimartingales with jumps, Lévy processes, Subordination, Infinitesimal generators

Nature: Original

Retrieve article from Numdam

XXIX: 18, 194-201, LNM 1613 (1995)

Chaos multiplicatif : un traitement simple et complet de la fonction de partition (Statistical mechanics)

Introduced by Mandelbrot (

Keywords: Multiplicative chaos, Partition function, Pressure, Critical temperature

Nature: Original

Retrieve article from Numdam

XXIX: 19, 202-217, LNM 1613 (1995)

On the hypercontractivity of Ornstein-Uhlenbeck semigroups with drift

Retrieve article from Numdam

XXIX: 20, 218-219, LNM 1613 (1995)

On the differentiability of functions of an operator

Retrieve article from Numdam

XXIX: 21, 220-230, LNM 1613 (1995)

The gap between the past supremum and the future infimum of a transient Bessel process

Retrieve article from Numdam

XXIX: 22, 231-236, LNM 1613 (1995)

The level sets of iterated Brownian motion

Retrieve article from Numdam

XXIX: 23, 237-247, LNM 1613 (1995)

On the Spitzer and Chung laws of the iterated logarithm for Brownian motion

Retrieve article from Numdam

XXIX: 24, 248-259, LNM 1613 (1995)

On the existence of disintegrations

Retrieve article from Numdam

XXIX: 25, 260-265, LNM 1613 (1995)

A counterexample for the Markov property of local time for diffusions on graphs

Retrieve article from Numdam

XXIX: 26, 266-289, LNM 1613 (1995)

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 (

Comment: A general reference on the subject is Marcus-Rosen,

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)

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)

C-semigroups on Banach spaces and functional inequalities

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