XXXII: 01, 1-5, LNM 1686 (1998)
DELLACHERIE, Claude;
IWANIK, Anzelm
Sous-mesures symétriques sur un ensemble fini
Retrieve article from Numdam
XXXII: 02, 6-13, LNM 1686 (1998)
CAPITAINE, Mireille
Sur une inégalité de Sobolev logarithmique pour une diffusion unidimensionnelle Retrieve article from Numdam
XXXII: 03, 14-29, LNM 1686 (1998)
FONTENAS, Éric
Sur les minorations des constantes de Sobolev et de Sobolev logarithmiques pour les opérateurs de Jacobi et de Laguerre Retrieve article from Numdam
XXXII: 04, 30-35, LNM 1686 (1998)
MATHIEU, P.
Quand l'inégalité log-Sobolev implique l'inégalité de trou spectral Retrieve article from Numdam
XXXII: 05, 36-55, LNM 1686 (1998)
MICLO, Laurent
Trous spectraux à basse température : un contre-exemple à un comportement asymptotique escompté Retrieve article from Numdam
XXXII: 06, 56-66, LNM 1686 (1998)
STRICKER, Christophe;
YAN, Jia-An
Some remarks on the optional decomposition theorem Retrieve article from Numdam
XXXII: 07, 67-72, LNM 1686 (1998)
CHOULLI, Tahir;
STRICKER, Christophe
Séparation d'une sur- et d'une sous-martingale par une martingale Retrieve article from Numdam
XXXII: 08, 73-85, LNM 1686 (1998)
GRANDITS, Peter;
KRAWCZYK, Leszek
Closedness of some spaces of stochastic integrals Retrieve article from Numdam
XXXII: 09, 86-107, LNM 1686 (1998)
HECK, Matthias K.
Homogeneous diffusions on the Sierpinski gasket Retrieve article from Numdam
XXXII: 10, 108-127, LNM 1686 (1998)
GIT, Y.
Almost sure path properties of branching diffusion processes Retrieve article from Numdam
XXXII: 11, 128-136, LNM 1686 (1998)
AMGHIBECH, S.
Criteria of regularity at the end of a tree Retrieve article from Numdam
XXXII: 12, 137-165, LNM 1686 (1998)
MIKULEVICIUS, Remigijus;
ROZOVSKII, Boris L.
Normalized stochastic integrals in topological vector spaces Retrieve article from Numdam
XXXII: 13, 166-187, LNM 1686 (1998)
BAHLALI, Khaled;
MEZERDI, Brahim;
OUKNINE, Youssef
Pathwise uniqueness and approximation of solutions of stochastic differential equations Retrieve article from Numdam
XXXII: 14, 188-214, LNM 1686 (1998)
ARNAUDON, Marc;
THALMAIER, Anton
Stability of stochastic differential equations in manifolds Retrieve article from Numdam
XXXII: 15, 215-230, LNM 1686 (1998)
JOURDAIN, B.
Propagation trajectorielle du chaos pour les lois de conservation scalaire Retrieve article from Numdam
XXXII: 16, 231-236, LNM 1686 (1998)
DONEY, R.A.
Some calculations for perturbed Brownian motion Retrieve article from Numdam
XXXII: 17, 237-249, LNM 1686 (1998)
DONEY, R.A.;
WARREN, Jonathan;
YOR, Marc
Perturbed Bessel processes Retrieve article from Numdam
XXXII: 18, 250-263, LNM 1686 (1998)
HOBSON, David G.
The maximum maximum of a martingale Retrieve article from Numdam
XXXII: 19, 264-305, LNM 1686 (1998)
BARLOW, Martin T.;
ÉMERY, Michel;
KNIGHT, Frank B.;
SONG, Shiqi;
YOR, Marc
Autour d'un théorème de Tsirelson sur des filtrations browniennes et non browniennes (
Brownian motion,
Filtrations)
Tsirelson has shown that no Walsh's Brownian motion with three rays or more can live in a Brownian filtration (GAFA
7, 1997). Using his methods, the result is extended to spider martingales. A conjecture of M. Barlow is also proved: if $L$ is an honest time in a (possibly multidimensional) Brownian filtration, then ${\cal F}_{L+}$ is generated by ${\cal F}_{L}$ and at most one event. Last, it is shown that a Walsh's Brownian motion can live in the filtration generated by another Walsh's Brownian motion only if the former is obtained from the latter by aggregating rays
Comment: On Tsirelson's theorem, see also Tsirelson, ICM 1998 vol. III, and M. Émery,
Astérisque 282 (2002). A simplified proof of Barlow's conjecture is given in
3304. For more on Théorème 1 (Slutsky's lemma), see
3221 and
3325Keywords: Filtrations,
Spider martingales,
Walsh's Brownian motion,
Cosiness,
Slutsky's lemmaNature: New exposition of known results,
Original additions Retrieve article from Numdam
XXXII: 20, 306-312, LNM 1686 (1998)
ÉMERY, Michel;
YOR, Marc
Sur un théorème de Tsirelson relatif à des mouvements browniens corrélés et à la nullité de certains temps locaux Retrieve article from Numdam
XXXII: 21, 313-315, LNM 1686 (1998)
DELBAEN, Freddy
A remark on Slutsky's theorem Retrieve article from Numdam
XXXII: 22, 316-327, LNM 1686 (1998)
AZÉMA, Jacques;
JEULIN, Thierry;
KNIGHT, Frank B.;
YOR, Marc
Quelques calculs de compensateurs impliquant l'injectivité de certains processus croissants Retrieve article from Numdam
XXXII: 23, 328-342, LNM 1686 (1998)
WARREN, Jonathan;
YOR, Marc
The Brownian burglar: conditioning Brownian motion by its local time process Retrieve article from Numdam
XXXII: 24, 343-375, LNM 1686 (1998)
KNIGHT, Frank B.
On the upcrossing chains of stopped Brownian motion Retrieve article from Numdam
XXXII: 25, 376-396, LNM 1686 (1998)
LEURIDAN, Christophe
Le théorème de Ray-Knight à temps fixe Retrieve article from Numdam
XXXII: 26, 397-411, LNM 1686 (1998)
BERTOIN, Jean;
MARSALLE, Laurence
Point le plus visité par un mouvement brownien avec dérive Retrieve article from Numdam
XXXII: 27, 412-425, LNM 1686 (1998)
McGILL, Paul
Brownian motion, excursions, and matrix factors Retrieve article from Numdam
XXXII: 28, 426-429, LNM 1686 (1998)
LAGAIZE, Sandrine
Sur les temps de coupure des marches aléatoires réfléchies Retrieve article from Numdam
