37th seminar on probability. (Séminaire de probabilités XXXVII.) (English, French) Zbl 1027.00025

Lecture Notes in Mathematics. 1832. Berlin: Springer. xiv, 446 p. (2003).

Show indexed articles as search result.

The articles of this volume will be reviewed individually. The preceding seminar has been reviewed (see Zbl 1003.00010).
Indexed articles:
Lejay, Antoine, An introduction to rough paths, 1-59 [Zbl 1041.60051]
Bakry, Dominique; Mazet, Olivier, Characterization of Markov semigroups on \(\mathbb{R}\) associated to some families of orthogonal polynomials, 60-80 [Zbl 1060.33014]
Cheridito, Patrick, Representations of Gaussian measures that are equivalent to Wiener measure, 81-89 [Zbl 1044.60029]
Galtchouk, Leonid, On the reduction of a multidimensional continuous martingale to a Brownian motion, 90-93 [Zbl 1043.60035]
Meilijson, Isaac, The time to a given drawdown in Brownian motion, 94-108 [Zbl 1041.60065]
Lachal, Aimé, Application of the theory of excurrsions to integrated Brownian motion. I-III, 109-195 [Zbl 1045.60084]
Mountford, Thomas S., Brownian sheet local time and bubbles, 196-215 [Zbl 1053.60039]
Hirano, Katsuhiro, On the maximum of a diffusion process in a random Lévy environment, 216-235 [Zbl 1044.60068]
Khoshnevisan, Davar, The codimension of the zeros of a stable process in random scenery, 236-245 [Zbl 1040.60087]
Brossard, Jean, Two equivalent notions of uniqueness in law for stochastic differential equations, 246-250 [Zbl 1038.60044]
Brzeźniak, Zdizisław; Carroll, Andrew, Approximations of the Wong-Zakai type for stochastic differential equations in M-type 2 Banach spaces with applications to loop spaces, 251-289 [Zbl 1040.60047]
Delarue, François, Estimates of the solutions of a system of quasi-linear PDEs. A probabilistic scheme, 290-332 [Zbl 1055.35029]
Miermont, Grégory; Schweinsberg, Jason, Self-similar fragmentations and stable subordinators, 333-359 [Zbl 1038.60073]
Ledoux, Michel, A remark on hypercontractivity and tail inequalities for the largest eigenvalues of random matrices, 360-369 [Zbl 1045.15012]
Doumerc, Yan, A note on representations of eigenvalues of classical Gaussian matrices, 370-384 [Zbl 1042.60072]
Strasser, Eva, Necessary and sufficient conditions for the supermartingale property of a stochastic integral with respect to a local martingale, 385-393 [Zbl 1047.60053]
Rásonyi, Miklós, A remark on the superhedging theorem under transaction costs, 394-398 [Zbl 1062.91038]
Rosu, Ioanid; Stroock, Daniel W., On the derivation of the Black-Scholes formula, 399-414 [Zbl 1062.91039]
Del Moral, Pierre; Doucet, Arnaud, On a class of genealogical and interacting Metropolis models, 415-446 [Zbl 1055.65005]


00B25 Proceedings of conferences of miscellaneous specific interest
60-06 Proceedings, conferences, collections, etc. pertaining to probability theory




Zbl 1003.00010
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