Browse by: Author name - Classification - Keywords - Nature

XXXIX: 01, 47-60, LNM 1874 (2006)
PAUTRAT, Yan
Kernel and integral representations of operators on infinite dimensional toy Fock space

XXXIX: 02, 61-79, LNM 1874 (2006)
BIANE, Philippe
Le théorème de Pitman, le groupe quantique $SU_q(2)$ et une question de P. A. Meyer

XXXIX: 03, 81-116, LNM 1874 (2006)
COQUET, François; JAKUBOWSKI, Adam; MÉMIN, Jean; SŁOMIŃSKI, Leszek
Natural decomposition of processes and weak Dirichlet processes

XXXIX: 04, 117-118, LNM 1874 (2006)
WALSH, John B.
A lost scroll

XXXIX: 05, 119-135, LNM 1874 (2006)
DE DONNO, Marzia; PRATELLI, Maurizio
Stochastic integration with respect to a sequence of semimartingales

XXXIX: 06, 137-147, LNM 1874 (2006)
KARANDIKAR, Rajeeva L.
On almost sure convergence results in stochastic calculus

XXXIX: 07, 149-156, LNM 1874 (2006)
KOTANI, Shinichi
On a condition that one-dimensional diffusion processes are martingales

XXXIX: 08, 157-170, LNM 1874 (2006)
MADAN, Dilip B.; YOR, Marc
Ito's integrated formula for strict local martingales

XXXIX: 09, 171-196, LNM 1874 (2006)
APPLEBAUM, David
Martingale-valued measures, Ornstein-Uhlenbeck processes with jumps and operator self-decomposability in Hilbert space

XXXIX: 10, 197-208, LNM 1874 (2006)
ÉMERY, Michel
Sandwiched filtrations and Lévy processes

XXXIX: 11, 209-213, LNM 1874 (2006)
KABANOV, Yuri; STRICKER, Christophe
The Dalang--Morton--Willinger theorem under delayed and restricted information

XXXIX: 12, 215-258, LNM 1874 (2006)
DELBAEN, Freddy
The structure of $m$-stable sets and in particular of the set of risk neutral measures

XXXIX: 13, 259-267, LNM 1874 (2006)
RAJEEV, Bhaskaran
A path transformation of Brownian motion

XXXIX: 14, 269-303, LNM 1874 (2006)
ALDOUS, David; PITMAN, James W.
Two recursive decompositions of Brownian bridge related to the asymptotics of random mappings

XXXIX: 15, 305-336, LNM 1874 (2006)
ROYNETTE, Bernard; VALLOIS, Pierre; YOR, Marc
Pénalisations et quelques extensions du théorème de Pitman, relatives au mouvement brownien et à son maximum unilatère

XXXIX: 16, 337-356, LNM 1874 (2006)
GALLARDO, Léonard; YOR, Marc
Some remarkable properties of the Dunkl martingales

XXXIX: 17, 357-380, LNM 1874 (2006)
ENRIQUEZ, Nathanaël; FRANCHI, Jacques; LE JAN, Yves
Enroulements browniens et subordination dans les groupes de Lie

XXXIX: 18, 381-417, LNM 1874 (2006)
MAILLARD-TEYSSIER, Laurence
Stochastic covariant calculus with jumps and stochastic calculus with covariant jumps