Browse by: Author name - Classification - Keywords - Nature

XXXVII: 01, 1-59, LNM 1832 (2003)
LEJAY, Antoine
An introduction to rough paths
Nature: Advanced course
XXXVII: 02, 60-80, LNM 1832 (2003)
BAKRY, Dominique; MAZET, Olivier
Characterization of Markov semigroups on $\bf R$ associated to some families of orthogonal polynomials

XXXVII: 03, 81-89, LNM 1832 (2003)
CHERIDITO, Patrick
Representations of Gaussian measures that are equivalent to Wiener measure

XXXVII: 04, 90-93, LNM 1832 (2003)
GALTCHOUK, Leonid
On the reduction of a multidimensional continuous martingale to a Brownian motion

XXXVII: 05, 94-108, LNM 1832 (2003)
MEILIJSON, Isaac
The time to a given drawdown in Brownian motion

XXXVII: 06, 109-195, LNM 1832 (2003)
LACHAL, Aimé
Application de la théorie des excursions à l'intégrale du mouvement brownien

XXXVII: 07, 196-215, LNM 1832 (2003)
MOUNTFORD, Thomas S.
Brownian sheet local time and bubbles

XXXVII: 08, 216-235, LNM 1832 (2003)
HIRANO, Katsuhiro
On the maximum of a diffusion process in a random Lévy environment

XXXVII: 09, 236-245, LNM 1832 (2003)
KHOSHNEVISAN, Davar
The codimension of the zeros of a stable process in random scenery

XXXVII: 10, 246-250, LNM 1832 (2003)
BROSSARD, Jean
Deux notions équivalentes d'unicité en loi pour les équations différentielles stochastiques

XXXVII: 11, 251-289, LNM 1832 (2003)
BRZEŹNIAK, Zdzisław; CARROLL, Andrew
Approximations of the Wong--Zakai type for stochastic differential equations in M-type 2 Banach spaces with applications to loop spaces

XXXVII: 12, 290-332, LNM 1832 (2003)
DELARUE, François
Estimates of the solutions of a system of quasilinear PDEs. A probabilistic scheme

XXXVII: 13, 333-359, LNM 1832 (2003)
MIERMONT, Grégory; SCHWEINSBERG, Jason
Self-similar fragmentations and stable subordinators

XXXVII: 14, 360-369, LNM 1832 (2003)
LEDOUX, Michel
A remark on hypercontractivity and tail inequalities for the largest eigenvalues of random matrices

XXXVII: 15, 370-384, LNM 1832 (2003)
DOUMERC, Yan
A note on representations of eigenvalues of classical Gaussian matrices

XXXVII: 16, 385-393, LNM 1832 (2003)
STRASSER, Eva
Necessary and sufficient conditions for the supermartingale property of a stochastic integral with respect to a local martingale

XXXVII: 17, 394-398, LNM 1832 (2003)
RÁSONYI, Miklós
A remark on the superhedging theorem under transaction costs

XXXVII: 18, 399-414, LNM 1832 (2003)
ROSU, Ioanid; STROOCK, Daniel W.
On the derivation of the Black--Scholes formula

XXXVII: 19, 415-446, LNM 1832 (2003)
DEL MORAL, Pierre; DOUCET, Arnaud
On a class of genealogical and interacting Metropolis models