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33rd Seminar on probability. (Séminaire de probabilités XXXIII.) (French) Zbl 0924.00016
Lecture Notes in Mathematics. 1709. Berlin: Springer. viii, 419 p. (1999).

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The articles of this volume will be reviewed individually. The preceding seminar (XXXII, 1998) has been reviewed (see Zbl 0893.00035).
Indexed articles:
Benaïm, Michel, Dynamics of stochastic approximation algorithms, 1-68 [Zbl 0955.62085]
Catoni, Olivier, Simulated annealing algorithms and Markov chains with rare transitions, 69-119 [Zbl 0944.90053]
Ledoux, Michel, Concentration of measure and logarithmic Sobolev inequalities, 120-216 [Zbl 0957.60016]
de Meyer, Bernard, A simplification of Tsirelson’s argument on the non-Brownian character of the Walsh processes, 217-220 [Zbl 0947.60052]
Schachermayer, W., On certain probabilities equivalent to Wiener measure, d’après Dubins, Feldman, Smorodinsky and Tsirelson, 221-239 [Zbl 0947.60079]
Beghdadi-Sakrani, S.; Émery, M., On certain probabilities equivalent to coin-tossing, d’après Schachermayer, 240-256 [Zbl 0947.60080]
Warren, J., On the joining of sticky Brownian motion, 257-266 [Zbl 0945.60086]
Émery, M.; Schachermayer, W., Brownian filtrations are not stable under equivalent time-changes, 267-276 [Zbl 0949.60087]
Watanabe, Shinzo, The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane, 277-290 [Zbl 0953.60069]
Émery, M.; Schachermayer, W., A remark on Tsirelson’s stochastic differential equation, 291-303 [Zbl 0957.60064]
Arnaudon, M., Appendix to the preceding article: The natural filtration of the Brownian motion indexed by \(\mathbb{R}\) on a compact manifold, 304-314 [Zbl 0949.60089]
Kallsen, Jan, A stochastic differential equation with a unique (up to indistinguishability) but not strong solution, 315-326 [Zbl 0954.60046]
Takaoka, Koichiro, Some remarks on the uniform integrability of continuous martingales, 327-333 [Zbl 0956.60042]
Pratelli, Maurizio, An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales, 334-338 [Zbl 0954.60037]
Morayne, Michał; Tabisz, Krzysztof, A short proof of decomposition of strongly reduced martingales, 339-341 [Zbl 0946.60034]
Grandits, Peter, Some remarks on \(L^\infty\), \(H^\infty\) and BMO, 340-348 [Zbl 0953.60023]
Brannath, W.; Schachermayer, W., A bipolar theorem for \(L_+^0(\Omega,{\mathcal F},\mathbb{P})\), 349-354 [Zbl 0957.46020]
Es-Sahib, Aziz; Heinich, Henri, Canonical barycenter for a negatively curved metric space, 355-370 [Zbl 0952.60010]
Belili, Nacereddine, Duality theorem for marginal problems and its applications, 371-387 [Zbl 0949.62011]
Pitman, Jim, The distribution of local times of a Brownian bridge, 388-394 [Zbl 0945.60081]
Dubins, Lester E., Paths of finitely additive Brownian motion need not be bizarre, 395-396 [Zbl 0945.60085]
Tsukahara, Hideatsu, A limit theorem for the prediction process under absolute continuity, 397-404 [Zbl 0948.60020]
Chretien, Karl; Kurtz, David; Maisonneuve, Bernard, Processes governed by kernels, 405-409 [Zbl 0953.60013]
Bentaleb, A., On the hypercontractivity of ultraspherical semigroups, 410-414 [Zbl 0953.60067]
Delbaen, Freddy, An addendum to “A remark on Slutsky’s theorem”, 415-416 [Zbl 0952.60006]
Eisenbaum, Nathalie, Limit theorem for the local times of a symmetric stable process, 417-418 [Zbl 0945.60018]

00B15 Collections of articles of miscellaneous specific interest
60-06 Proceedings, conferences, collections, etc. pertaining to probability theory
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