XXVI: 01, 1-10, LNM 1526 (1992)
BASS, Richard F.;
KHOSHNEVISAN, Davar
Stochastic calculus and the continuity of local times of Lévy processes
Retrieve article from Numdam
XXVI: 02, 11-31, LNM 1526 (1992)
MAYER-WOLF, Eduardo;
NUALART, David;
PÉREZ-ABREU, Victor
Large deviations for multiple Wiener-Itô integral processes Retrieve article from Numdam
XXVI: 03, 32-46, LNM 1526 (1992)
XIA, Aihua
Weak convergence of jump processes Retrieve article from Numdam
XXVI: 04, 47-60, LNM 1526 (1992)
MICLO, Laurent
Recuit simulé sans potentiel sur un ensemble fini Retrieve article from Numdam
XXVI: 05, 61-69, LNM 1526 (1992)
PRATELLI, Luca
Une caractérisation de la convergence dans $L^1$. Application aux quasimartingales Retrieve article from Numdam
XXVI: 06, 70-80, LNM 1526 (1992)
BARLOW, Martin T.;
IMKELLER, Peter
On some sample path properties of Skorohod integral processes Retrieve article from Numdam
XXVI: 07, 81-94, LNM 1526 (1992)
BURDZY, Krzysztof;
MARSHALL, Donald
Hitting a boundary point with reflected Brownian motion Retrieve article from Numdam
XXVI: 08, 95-106, LNM 1526 (1992)
MOUNTFORD, Thomas S.
Quasi-everywhere upper functions Retrieve article from Numdam
XXVI: 09, 107-112, LNM 1526 (1992)
MOUNTFORD, Thomas S.
A critical function for the planar Brownian convex hull Retrieve article from Numdam
XXVI: 10, 113-126, LNM 1526 (1992)
TAYLOR, John C.
Skew products, regular conditional probabilities and stochastic differential equations: a technical remark (
Stochastic calculus,
Stochastic differential geometry)
This is a detailed study of the transfer principle (the solution to a Stratonovich stochastic differential equations can be pathwise obtained from the driving semimartingale by solving the corresponding ordinary differential equation) in the case of an equation where the solution of another equation plays the role of a parameter
Comment: 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)
Keywords: Transfer principle,
Stochastic differential equations,
Stratonovich integralsNature: Original Retrieve article from Numdam
XXVI: 11, 127-145, LNM 1526 (1992)
ESTRADE, Anne;
PONTIER, Monique
Relèvement horizontal d'une semimartingale càdlàg (
Stochastic differential geometry,
Stochastic calculus)
For filtering purposes, the lifting of a manifold-valued semimartingale $X$ to the tangent space at $X_0$ is extended here to the case when $X$ has jumps. The value of $L_t$ involves the inverse of the exponential at $X_{t-}$ applied to $X_t$, and a parallel transport from $X_0$ to $X_{t-}$
Comment: The same method is described in a more general setting by Kurtz-Pardoux-Protter
Ann I.H.P. (1995). In turn, this is a particular instance of a very general scheme due to Cohen (
Stochastics Stoch. Rep. (1996)
Keywords: Stochastic parallel transport,
Stochastic differential equations,
JumpsNature: Original Retrieve article from Numdam
XXVI: 12, 146-154, LNM 1526 (1992)
ARNAUDON, Marc
Connexions et martingales dans les groupes de Lie (
Stochastic differential geometry)
The stochastic exponential of Hakim-Dowek-Lépingle
2023 is interpreted in terms of second-order geometry, studied in details and generalized
Keywords: Martingales in manifolds,
Lie groupNature: Original Retrieve article from Numdam
XXVI: 13, 155-156, LNM 1526 (1992)
ARNAUDON, Marc;
MATTHIEU, Pierre
Appendice : Décomposition en produit de deux browniens d'une martingale à valeurs dans un groupe muni d'une métrique bi-invariante (
Stochastic differential geometry)
Using
2612, it is shown that in a Lie group with a bi-invariant Riemannian structure, every martingale is a time-changed product of two Brownian motions
Keywords: Martingales in manifolds,
Lie groupNature: Original Retrieve article from Numdam
XXVI: 14, 157-161, LNM 1526 (1992)
DUBINS, Lester E.;
SMORODINSKY, Meir
The modified, discrete Lévy transformation is Bernoulli Retrieve article from Numdam
XXVI: 15, 162-166, LNM 1526 (1992)
BOUTABIA, Hacène;
MAISONNEUVE, Bernard
Lois conditionnelles des excursions markoviennes Retrieve article from Numdam
XXVI: 16, 167-169, LNM 1526 (1992)
LÉPINGLE, Dominique
Orthogonalité et équiintégrabilité des martingales discrètes Retrieve article from Numdam
XXVI: 17, 170-188, LNM 1526 (1992)
BAKRY, Dominique;
MICHEL, Dominique
Sur les inégalités FKG Retrieve article from Numdam
XXVI: 18, 189-209, LNM 1526 (1992)
NORRIS, James R.
A complete differential formalism for stochastic calculus in manifolds (
Stochastic differential geometry)
The use of equivariant coordinates in stochastic differential geometry is replaced here by an equivalent, but intrinsic, formalism, where the differential of a semimartingale lives in the tangent bundle. Simple, intrinsic Girsanov and Feynman-Kac formulas are given, as well as a nice construction of a Brownian motion in a manifold admitting a Riemannian submersion with totally geodesic fibres
Keywords: Semimartingales in manifolds,
Stochastic integrals,
Feynman-Kac formula,
Changes of measure,
Heat semigroupNature: Original Retrieve article from Numdam
XXVI: 19, 210-224, LNM 1526 (1992)
BAXTER, Martin
Markov processes on the boundary of the binary tree Retrieve article from Numdam
XXVI: 20, 225-233, LNM 1526 (1992)
BIANE, Philippe
Frontière de Martin du dual de SU(2) Retrieve article from Numdam
XXVI: 21, 234-248, LNM 1526 (1992)
McGILL, Paul
Generalised transforms, quasi-diffusions, and Désiré André's equation Retrieve article from Numdam
XXVI: 22, 249-306, LNM 1526 (1992)
AZÉMA, Jacques;
YOR, Marc
Sur les zéros des martingales continues Retrieve article from Numdam
XXVI: 23, 307-321, LNM 1526 (1992)
AZÉMA, Jacques;
MEYER, Paul-André;
YOR, Marc
Martingales relatives Retrieve article from Numdam
XXVI: 24, 322-347, LNM 1526 (1992)
JEULIN, Thierry;
YOR, Marc
Une décomposition non-canonique du drap brownien (
Brownian sheet,
Gaussian processes)
In
2415, the authors have introduced a transform of Brownian motion. Here, a similar transform is defined on the Brownian sheet; this transform is shown to be strongly mixing
Comment: This work was motivated by Föllmer's article on Martin boundaries on Wiener space (in
Diffusion processes and related problems in analysis, vol.~I, Birkhäuser 1990)
Keywords: Brownian motion,
Several parameter processesNature: Original Retrieve article from Numdam
XXVI: 25, 348-360, LNM 1526 (1992)
BERTOIN, Jean
Une famille de diffusions qui s'annulent sur les zéros d'un mouvement brownien réfléchi Retrieve article from Numdam
XXVI: 26, 361-373, LNM 1526 (1992)
VALLOIS, Pierre
Amplitude et juxtaposition des excursions positives et négatives pour le mouvement brownien Retrieve article from Numdam
XXVI: 27, 374-397, LNM 1526 (1992)
ABRAHAM, Romain
Un arbre aléatoire infini associé à l'excursion brownienne Retrieve article from Numdam
XXVI: 28, 398-404, LNM 1526 (1992)
DELBAEN, Freddy
Infinitesimal behavior of a continuous local martingale Retrieve article from Numdam
XXVI: 29, 405-409, LNM 1526 (1992)
UTZET, Frederic
Les processus à accroissements indépendants et les équations de structure Retrieve article from Numdam
XXVI: 30, 410-414, LNM 1526 (1992)
SOLÉ, Josep Lluis;
UTZET, Frederic
Une note sur l'intégrale multiple de Stratonovich pour le processus de Poisson Retrieve article from Numdam
XXVI: 31, 415-444, LNM 1526 (1992)
KAZUMI, Tetsuya;
SHIGEKAWA, Ichiro
Measures of finite (r,p)-energy and potentials on a separable metric space Retrieve article from Numdam
XXVI: 32, 445-472, LNM 1526 (1992)
KUZNETSOV, Sergei E.
More on existence and uniqueness of decomposition of excessive functions and measures into extremes Retrieve article from Numdam
XXVI: 33, 473-484, LNM 1526 (1992)
KUZNETSOV, Sergei E.
On the existence of a dual semigroup Retrieve article from Numdam
XXVI: 34, 485-497, LNM 1526 (1992)
FITZSIMMONS, Patrick J.;
GETOOR, Ronald K.
Some applications of quasi-boundedness for excessive measures Retrieve article from Numdam
XXVI: 35, 498-500, LNM 1526 (1992)
JOFFE, Anatole
Renouvellement : générateur du processus de l'âge Retrieve article from Numdam
XXVI: 36, 501-504, LNM 1526 (1992)
REBOLLEDO, Rolando
Les ``principes d'invariance'' en probabilité sur l'espace de Wiener Retrieve article from Numdam
XXVI: 37, 505-513, LNM 1526 (1992)
BOBADILLA, Gladys;
REBOLLEDO, Rolando;
SAAVEDRA, Eugenio
Sur la convergence d'intégrales anticipatives Retrieve article from Numdam
XXVI: 38, 514-532, LNM 1526 (1992)
APPLEBAUM, David
An operator theoretic approach to stochastic flows on manifolds Retrieve article from Numdam
XXVI: 39, 533-539, LNM 1526 (1992)
KIKUCHI, Masato
A note on the energy inequalities for increasing processes Retrieve article from Numdam
XXVI: 40, 540-559, LNM 1526 (1992)
SATO, Sadao
On the reconstruction of a killed Markov process Retrieve article from Numdam
XXVI: 41, 560-574, LNM 1526 (1992)
HOOVER, Douglas N.
Extending probability spaces and adapted distribution Retrieve article from Numdam
XXVI: 42, 575-578, LNM 1526 (1992)
HU, Yao-Zhong
Une formule d'Itô pour le mouvement brownien fermionique Retrieve article from Numdam
XXVI: 43, 579-586, LNM 1526 (1992)
HU, Yao-Zhong
Série de Taylor stochastique et formule de Campbell-Hausdorff, d'après Benarous Retrieve article from Numdam
XXVI: 44, 587-594, LNM 1526 (1992)
HU, Yao-Zhong
Sur un travail de R.~Carmona et D.~Nualart Retrieve article from Numdam
XXVI: 45, 595-595, LNM 1526 (1992)
HU, Yao-Zhong
Une remarque sur l'inégalité de Hölder non-commutative Retrieve article from Numdam
XXVI: 46, 596-607, LNM 1526 (1992)
TROFIMOV, Evgenii I.
Sobolev topologies in semimartingale theory Retrieve article from Numdam
XXVI: 47, 608-618, LNM 1526 (1992)
LADOUCEUR, Stéphane;
WEBER, Michel
Note à propos d'un résultat de Kowada sur les flots analytiques Retrieve article from Numdam
XXVI: 48, 619-632, LNM 1526 (1992)
ATTAL, Stéphane
Problèmes d'unicité dans les représentations d'opérateurs sur l'espace de Fock Retrieve article from Numdam
XXVI: 49, 633-633, LNM 1526 (1992)
ÉMERY, Michel
Correction au Séminaire~XXIV (
Stochastic differential geometry)
An error in
2428 is pointed out; it is corrected by Cohen (
Stochastics Stochastics Rep. 56, 1996)
Keywords: Stochastic differential equations,
Semimartingales in manifoldsNature: Correction Retrieve article from Numdam
XXVI: 50, 633-633, LNM 1526 (1992)
ÉMERY, Michel;
MOKOBODZKI, Gabriel
Correction au Séminaire~XXV (
Stochastic differential geometry)
Points out that the conjecture (due to Émery) at the bottom of page 232 in
2519 is refuted by Kendall (
J. London Math. Soc. 46, 1992)
Keywords: Martingales in manifoldsNature: Correction Retrieve article from Numdam
