XXIX: 01, 1-16, LNM 1613 (1995)
CHEBOTAREV, Alexander M.;
FAGNOLA, Franco
On quantum extensions of the Azéma martingale semi-group
Retrieve article from Numdam
XXIX: 02, 17-24, LNM 1613 (1995)
DELBAEN, Freddy;
SCHACHERMAYER, Walter
An inequality for the predictable projection of an adapted process Retrieve article from Numdam
XXIX: 03, 25-29, LNM 1613 (1995)
KRYLOV, Nicolai V.
A martingale proof of the Khintchin iterated logarithm law for Wiener processes Retrieve article from Numdam
XXIX: 04, 30-36, LNM 1613 (1995)
BIANE, Philippe
Intertwining of Markov semi-groups, some examples Retrieve article from Numdam
XXIX: 05, 37-43, LNM 1613 (1995)
WERNER, Wendelin
Some remarks on perturbed reflecting Brownian motion Retrieve article from Numdam
XXIX: 06, 44-55, LNM 1613 (1995)
CHALEYAT-MAUREL, Mireille;
NUALART, David
Onsager-Machlup functionals for solutions of stochastic boundary-value problems Retrieve article from Numdam
XXIX: 07, 56-69, LNM 1613 (1995)
ATTAL, Stéphane;
BURDZY, Krzysztof;
ÉMERY, Michel;
HU, Yue-Yun
Sur quelques filtrations et transformations browniennes Retrieve article from Numdam
XXIX: 08, 70-85, LNM 1613 (1995)
ARNAUDON, Marc
Barycentres convexes et approximations des martingales continues dans les variétés Retrieve article from Numdam
XXIX: 09, 86-107, LNM 1613 (1995)
CÉPA, Emmanuel
Équations différentielles stochastiques multivoques Retrieve article from Numdam
XXIX: 10, 108-116, LNM 1613 (1995)
OVERBECK, Ludger
On the predictable representation property for super-processes Retrieve article from Numdam
XXIX: 11, 117-124, LNM 1613 (1995)
DERMOUNE, Azzouz
Chaoticity on a stochastic interval $[0,T]$ Retrieve article from Numdam
XXIX: 12, 125-132, LNM 1613 (1995)
BERTOIN, Jean;
CABALLERO, Maria-Emilia
On the rate of growth of subordinators with slowly varying Laplace exponent Retrieve article from Numdam
XXIX: 13, 133-154, LNM 1613 (1995)
FOURATI, Sonia
Une propriété de Markov pour les processus indexés par $\bf R$ Retrieve article from Numdam
XXIX: 14, 155-161, LNM 1613 (1995)
WILLIAMS, David
Non-linear Wiener-Hopf theory, 1: an appetizer Retrieve article from Numdam
XXIX: 15, 162-165, LNM 1613 (1995)
CHIU, Yukuang
From an example of Lévy's Retrieve article from Numdam
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
2917Keywords: Semimartingales with jumps,
Lévy processes,
Infinitesimal generatorsNature: Original Retrieve article from Numdam
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
2916Keywords: Semimartingales with jumps,
Lévy processes,
Subordination,
Infinitesimal generatorsNature: Original Retrieve article from Numdam
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 temperatureNature: Original Retrieve article from Numdam
XXIX: 19, 202-217, LNM 1613 (1995)
QIAN, Zhongmin;
HE, Sheng-Wu
On the hypercontractivity of Ornstein-Uhlenbeck semigroups with drift Retrieve article from Numdam
XXIX: 20, 218-219, LNM 1613 (1995)
HU, Yao-Zhong
On the differentiability of functions of an operator Retrieve article from Numdam
XXIX: 21, 220-230, LNM 1613 (1995)
KHOSHNEVISAN, Davar
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)
BURDZY, Krzysztof;
KHOSHNEVISAN, Davar
The level sets of iterated Brownian motion Retrieve article from Numdam
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 Retrieve article from Numdam
XXIX: 24, 248-259, LNM 1613 (1995)
DUBINS, Lester E.;
PRIKRY, Karel
On the existence of disintegrations Retrieve article from Numdam
XXIX: 25, 260-265, LNM 1613 (1995)
EISENBAUM, Nathalie;
KASPI, Haya
A counterexample for the Markov property of local time for diffusions on graphs Retrieve article from Numdam
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 sheetNature: Original Retrieve article from Numdam
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 Retrieve article from Numdam
XXIX: 28, 297-326, LNM 1613 (1995)
SONG, Shiqi
C-semigroups on Banach spaces and functional inequalities Retrieve article from Numdam
