XXIV: 01, 1-14, LNM 1426 (1990)
LEDOUX, Michel
A note on large deviations for Wiener chaos
Retrieve article from Numdam
XXIV: 02, 15-40, LNM 1426 (1990)
BASS, Richard F.
A probabilistic approach to the boundedness of singular integral operators Retrieve article from Numdam
XXIV: 03, 41-45, LNM 1426 (1990)
RANSFORD, Thomas J.
Predictable sets and set-valued processes Retrieve article from Numdam
XXIV: 04, 46-51, LNM 1426 (1990)
PRATELLI, Luca
Sur le lemme de mesurabilité de Doob Retrieve article from Numdam
XXIV: 05, 52-104, LNM 1426 (1990)
DELLACHERIE, Claude
Théorie des processus de production Retrieve article from Numdam
XXIV: 06, 105-106, LNM 1426 (1990)
LÉANDRE, Rémi;
WEBER, Michel
Une représentation gaussienne de l'indice d'un opérateur Retrieve article from Numdam
XXIV: 07, 107-116, LNM 1426 (1990)
RAJEEV, Bhaskaran
On semi-martingales associated with crossings Retrieve article from Numdam
XXIV: 08, 117-136, LNM 1426 (1990)
BERTOIN, Jean
Sur une horloge fluctuante pour les processus de Bessel de petites dimensions Retrieve article from Numdam
XXIV: 09, 137-153, LNM 1426 (1990)
XUE, Xing-Xiong
A zero-one law for integral functionals of the Bessel process Retrieve article from Numdam
XXIV: 10, 154-165, LNM 1426 (1990)
NUALART, David;
VIVES, Josep
Anticipative calculus for the Poisson process based on the Fock space Retrieve article from Numdam
XXIV: 11, 166-187, LNM 1426 (1990)
WU, Li-Ming
Un traitement unifié de la représentation des fonctionnelles de Wiener Retrieve article from Numdam
XXIV: 12, 188-193, LNM 1426 (1990)
BARLOW, Martin T.;
PROTTER, Philip
On convergence of semimartingales Retrieve article from Numdam
XXIV: 13, 194-209, LNM 1426 (1990)
BARLOW, Martin T.;
PERKINS, Edwin A.
On pathwise uniqueness and expansion of filtrations Retrieve article from Numdam
XXIV: 14, 210-226, LNM 1426 (1990)
AZÉMA, Jacques;
YOR, Marc
Dérivation par rapport au processus de Bessel Retrieve article from Numdam
XXIV: 15, 227-265, LNM 1426 (1990)
JEULIN, Thierry;
YOR, Marc
Filtration des ponts browniens et équations différentielles stochastiques linéaires Retrieve article from Numdam
XXIV: 16, 266-274, LNM 1426 (1990)
ANSEL, Jean-Pascal;
STRICKER, Christophe
Quelques remarques sur un théorème de Yan Retrieve article from Numdam
XXIV: 17, 275-281, LNM 1426 (1990)
GOROSTIZA, Luis G.;
ROELLY, Sylvie;
WAKOLBINGER, Anton
Sur la persistence du processus de Dawson-Watanabe stable. L'interversion de la limite en temps et de la renormalisation Retrieve article from Numdam
XXIV: 18, 282-299, LNM 1426 (1990)
COQUET, François;
JACOD, Jean
Convergence des surmartingales --- Application aux vraisemblances partielles Retrieve article from Numdam
XXIV: 19, 300-328, LNM 1426 (1990)
CELLIER, Dominique;
FOURDRINIER, Dominique
Sur les lois à symétrie elliptique Retrieve article from Numdam
XXIV: 20, 329-344, LNM 1426 (1990)
BIANE, Philippe
Marches de Bernoulli quantiques Retrieve article from Numdam
XXIV: 21, 345-348, LNM 1426 (1990)
PARTHASARATHY, Kalyanapuram Rangachari
A generalized Biane process Retrieve article from Numdam
XXIV: 22, 349-356, LNM 1426 (1990)
WALDENFELS, Wilhelm von
Illustration of the central limit theorem by independent addition of spins Retrieve article from Numdam
XXIV: 23, 357-361, LNM 1426 (1990)
WALDENFELS, Wilhelm von
The Markov process of total spins Retrieve article from Numdam
XXIV: 24, 362-369, LNM 1426 (1990)
PARTHASARATHY, Kalyanapuram Rangachari;
SINHA, Kalyan B.
Markov chains as Evans-Hudson diffusions in Fock space Retrieve article from Numdam
XXIV: 25, 370-396, LNM 1426 (1990)
MEYER, Paul-André
Diffusions quantiques (three parts) Retrieve article from Numdam
XXIV: 26, 397-401, LNM 1426 (1990)
DERMOUNE, Azzouz
Formule de composition pour une classe d'opérateurs Retrieve article from Numdam
XXIV: 27, 402-406, LNM 1426 (1990)
DERMOUNE, Azzouz
Application du calcul symbolique au calcul de la loi de certains processus Retrieve article from Numdam
XXIV: 28, 407-441, LNM 1426 (1990)
ÉMERY, Michel
On two transfer principles in stochastic differential geometry (
Stochastic differential geometry)
Second-order stochastic calculus gives two intrinsic methods to transform an ordinary differential equation into a stochastic one (see Meyer
1657, Schwartz
1655 or Emery
Stochastic calculus in manifolds). The first one gives a Stratonovich SDE and needs coefficients regular enough; the second one gives an Ito equation and needs a connection on the manifold. Discretizing time and smoothly interpolating the driving semimartingale is known to give an approximation to the Stratonovich transfer; it is shown here that another discretized-time procedure converges to the Ito transfer. As an application, if the ODE makes geodesics to geodesics, then the Ito and Stratonovich SDE's are the same
Comment: An error is corrected in
2649. The term ``transfer principle'' was coined by Malliavin,
Géométrie Différentielle Stochastique, Presses de l'Université de Montréal (1978); see also Bismut,
Principes de Mécanique Aléatoire (1981) and
1505Keywords: Stochastic differential equations,
Semimartingales in manifolds,
Transfer principleNature: Original Retrieve article from Numdam
XXIV: 29, 442-447, LNM 1426 (1990)
ÉMERY, Michel
Sur les martingales d'Azéma (suite) Retrieve article from Numdam
XXIV: 30, 448-452, LNM 1426 (1990)
ÉMERY, Michel;
LÉANDRE, Rémi
Sur une formule de Bismut (
Markov processes,
Stochastic differential geometry)
This note explains why, in Bismut's work on the index theorem, the reference measure is not the Riemannian measure $r$ on the manifold, but $p_1(x,x) r(dx)$, where $p_t(x,y)$ is the density (with respect to $r$!) of the Brownian semi-group
Keywords: Brownian bridge,
Brownian motion in a manifold,
Transformations of Markov processesNature: Exposition,
Original additions Retrieve article from Numdam
XXIV: 31, 453-460, LNM 1426 (1990)
HU, Yao-Zhong
Calculs formels sur les e.d.s. de Stratonovitch Retrieve article from Numdam
XXIV: 32, 461-465, LNM 1426 (1990)
RUIZ DE CHAVEZ, Juan;
MEYER, Paul-André
Positivité sur l'espace de Fock Retrieve article from Numdam
XXIV: 33, 466-472, LNM 1426 (1990)
VONDRAČEK, Zoran
The excessive domination principle is equivalent to the weak sector condition Retrieve article from Numdam
XXIV: 34, 473-476, LNM 1426 (1990)
KRYLOV, Nicolai V.
Une représentation des sous-martingales positives et ses applications Retrieve article from Numdam
XXIV: 35, 477-479, LNM 1426 (1990)
OUKNINE, Youssef
Temps local du produit et du sup de deux semimartingales Retrieve article from Numdam
XXIV: 36, 480-485, LNM 1426 (1990)
GOSWAMI, Alok
On a conjecture of F.B. Knight. Two characterization results related to the prediction process Retrieve article from Numdam
XXIV: 37, 486-487, LNM 1426 (1990)
MEYER, Paul-André
Une remarque sur les lois échangeables Retrieve article from Numdam
XXIV: 38, 488-489, LNM 1426 (1990)
SCHWARTZ, Laurent
Quelques corrections et améliorations à mon article ``Le semi-groupe d'une diffusion en liaison avec les trajectoires'' Retrieve article from Numdam
XXIV: 39, 490-490, LNM 1426 (1990)
ZINSMEISTER, Michel
Corrections à ``Les dérivations analytiques'' Retrieve article from Numdam
