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 sourcesNature: 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 diffusionsNature: Original
XLIV: 03, 61-74, LNM 2046 (2012)
BASSE-O'CONNOR, Andreas;
GRAVERSEN, Svend-Erik;
PEDERSEN, Jan
Some classes of proper integrals and generalized Ornstein-Uhlenbeck processes (
Theory of processes)
Keywords: Stochastic integration,
Lévy processes,
Generalized Ornstein-Uhlenbeck processesNature: 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 equationsNature: 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 MomentsNature: Original
XLIV: 06, 141-148, LNM 2046 (2012)
MARKOWSKY, Greg
The derivative of the intersection local time of Brownian motion through Wiener chaos (
Theory of processes)
Keywords: Intersection of local time,
Wiener chaosNature: 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 functionNature: 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 timesNature: 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 distributionNature: Original
XLIV: 10, 207-213, LNM 2046 (2012)
EISENBAUM, Nathalie
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 isomorphismNature: 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 equationNature: 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 mediaNature: Original
XLIV: 13, 271-277, LNM 2046 (2012)
VUOLLE-APIALA, Juha
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 processNature: 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: peacocksNature: 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 processNature: 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 peacocksNature: 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 motionNature: 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 functionNature: 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 eigenvaluesNature: 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 jumpsNature: Original
XLIV: 21, 467-467, LNM 2046 (2012)
ÉMERY, Michel;
YOR, Marc
Erratum to Séminaire XXVIIComment: This is an erratum to
2714.
Keywords: Brownian motion,
Continuous martingaleNature: Correction
XLIV: 22, 468-468, LNM 2046 (2012)
ÉMERY, Michel;
SCHACHERMAYER, Walter
Erratum to Séminaire XXXVComment: This is an erratum to
3520.
Keywords: Vershik's standardness criterion,
CosinessNature: Correction
