XXXIII: 01, 1-68, LNM 1709 (1999)
BENAÏM, Michel
Dynamics of stochastic approximation algorithmsNature: Advanced course
Retrieve article from Numdam
XXXIII: 02, 69-119, LNM 1709 (1999)
CATONI, Olivier
Simulated annealing algorithms and Markov chains with rare transitionsNature: Advanced course Retrieve article from Numdam
XXXIII: 03, 120-216, LNM 1709 (1999)
LEDOUX, Michel
Concentration of measure and logarithmic Sobolev inequalitiesNature: Advanced course Retrieve article from Numdam
XXXIII: 04, 217-220, LNM 1709 (1999)
DE MEYER, Bernard
Une simplification de l'argument de Tsirelson sur le caractère non-brownien des processus de Walsh (
Brownian motion,
Filtrations)
Barlow's conjecture is proved with a simpler argument than in
3219Keywords: Filtrations,
Spider martingalesNature: New proof of known results Retrieve article from Numdam
XXXIII: 05, 221-239, LNM 1709 (1999)
SCHACHERMAYER, Walter
On certain probabilities equivalent to Wiener measure, d'après Dubins, Feldman, Smorodinsky and Tsirelson Retrieve article from Numdam
XXXIII: 06, 240-256, LNM 1709 (1999)
BEGHDADI-SAKRANI, Samia;
ÉMERY, Michel
On certain probabilities equivalent to coin-tossing, d'après Schachermayer Retrieve article from Numdam
XXXIII: 07, 257-266, LNM 1709 (1999)
WARREN, Jonathan
On the joining of sticky Brownian motion Retrieve article from Numdam
XXXIII: 08, 267-276, LNM 1709 (1999)
ÉMERY, Michel;
SCHACHERMAYER, Walter
Brownian filtrations are not stable under equivalent time-changes Retrieve article from Numdam
XXXIII: 09, 277-290, LNM 1709 (1999)
WATANABE, Shinzo
The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane Retrieve article from Numdam
XXXIII: 10, 291-303, LNM 1709 (1999)
ÉMERY, Michel;
SCHACHERMAYER, Walter
A remark on Tsirelson's stochastic differential equation Retrieve article from Numdam
XXXIII: 11, 304-314, LNM 1709 (1999)
ARNAUDON, Marc
Appendice à l'exposé précédent : La filtration naturelle du mouvement brownien indexé par $\bf R$ dans une variété compacte Retrieve article from Numdam
XXXIII: 12, 315-326, LNM 1709 (1999)
KALLSEN, Jan
A stochastic differential equation with a unique (up to indistinguishability) but not strong solution Retrieve article from Numdam
XXXIII: 13, 327-333, LNM 1709 (1999)
TAKAOKA, Koichiro
Some remarks on the uniform integrability of continuous martingales (
Martingale theory)
For a continuous local martingale which converges a.s., a general relation links the asymptotic tails of the maximal variable and the quadratic variation. This unifies previous results by Azéma-Gundy-Yor
1406, Elworthy-Li-Yor
3112 and
Probab. Theory Related Fields 115 (1999)
Keywords: Uniform integrability,
Continuous martingales,
Local martingalesNature: Original Retrieve article from Numdam
XXXIII: 14, 334-338, LNM 1709 (1999)
PRATELLI, Maurizio
An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales Retrieve article from Numdam
XXXIII: 15, 339-341, LNM 1709 (1999)
MORAYNE, Michał;
TABISZ, Krzysztof
A short proof of decomposition of strongly reduced martingales Retrieve article from Numdam
XXXIII: 16, 342-348, LNM 1709 (1999)
GRANDITS, Peter
Some remarks on L$^\infty $, H$^\infty $, and $BMO$ (
Martingale theory)
It is known from
1212 that neither $L^\infty$ nor $H^\infty$ is dense in $BMO$. This article answers a question raised by Durrett (
Brownian Motion and Martingales in Analysis, Wadworth 1984): Does there exist a $BMO$-martingale which has a best approximation in $L^\infty$? The answer is negative, but becomes positive if $L^\infty$ is replaced with $H^\infty$
Keywords: $BMO$,
Hardy spacesNature: Original Retrieve article from Numdam
XXXIII: 17, 349-354, LNM 1709 (1999)
BRANNATH, Werner;
SCHACHERMAYER, Walter
A bipolar theorem for L${}_+^0(\Omega ,{\cal F},{\bf P})$ Retrieve article from Numdam
XXXIII: 18, 355-370, LNM 1709 (1999)
ES-SAHIB, Aziz;
HEINICH, Henri
Barycentres canoniques pour un espace métrique à courbure négative Retrieve article from Numdam
XXXIII: 19, 371-387, LNM 1709 (1999)
BELILI, Nacereddine
Dualité du problème des marges et ses applications Retrieve article from Numdam
XXXIII: 20, 388-394, LNM 1709 (1999)
PITMAN, James W.
The distribution of local times of a Brownian bridge (
Brownian motion)
Several useful identities for the one-dimensional marginals of local times of Brownian bridges are derived. This is a variation and extension on the well-known joint law of the maximum and the value of Brownian motion at a given time
Comment: Useful references are Borodin,
Russian Math. Surveys (1989) and the book
Brownian motion and stochastic calculus by Karatzas-Shrieve (Springer, 1991)
Keywords: Local times,
Brownian bridgeNature: Original Retrieve article from Numdam
XXXIII: 21, 395-396, LNM 1709 (1999)
DUBINS, Lester E.
Paths of finitely additive Brownian motion need not be bizarre Retrieve article from Numdam
XXXIII: 22, 397-404, LNM 1709 (1999)
TSUKAHARA, Hideatsu
A limit theorem for the prediction process under absolute continuity Retrieve article from Numdam
XXXIII: 23, 405-409, LNM 1709 (1999)
CHRÉTIEN, Karl;
KURTZ, David;
MAISONNEUVE, Bernard
Processus gouvernés par des noyaux Retrieve article from Numdam
XXXIII: 24, 410-414, LNM 1709 (1999)
BENTALEB, Abdellatif
Sur l'hypercontractivité des semi-groupes ultrasphériques Retrieve article from Numdam
XXXIII: 25, 415-416, LNM 1709 (1999)
DELBAEN, Freddy
An addendum to a remark on Slutsky's theorem Retrieve article from Numdam
XXXIII: 26, 417-418, LNM 1709 (1999)
EISENBAUM, Nathalie
Quelques précisions sur ``Théorèmes limites pour les temps locaux d'un processus stable symétrique'' (Volume XXXI, LNM. 1655, 1997) Retrieve article from Numdam
