Séminaire de Probabilités XXVIII. (French, English) Zbl 0797.00020

Lecture Notes in Mathematics. 1583. Berlin: Springer-Verlag. vi, 334 p. (1994).

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The articles of this volume will be reviewed individually.
Indexed articles:
Schwartz, Laurent, Semi-martingales on Banach spaces: A three operator theorem, 1-20 [Zbl 0812.60007]
Jacod, J.; Skorohod, A. V., Jumping filtrations and martingales with finite variation, 21-35 [Zbl 0814.60039]
Millet, Annie; Sanz-Solé, Marta, A simple proof of the support theorem for diffusion processes, 36-48 [Zbl 0807.60073]
Rabeherimanana, T. J.; Smirnov, S. N., Small perturbations of dynamic systems and nilpotent Lie algebras. An improvement of estimations by Doss and Stroock, 49-72 [Zbl 0808.60033]
Vallois, Pierre, Orthogonality and uniform integrability of martingales. A study of a class of examples, 73-91 [Zbl 0809.60058]
Monat, P., Remarks on the Burkholder-Davis-Gundy inequalities, 92-97 [Zbl 0821.60053]
Meyer, P. A., On a transformation of Brownian motion by Jeulin and Yor, 98-101 [Zbl 0811.60064]
Marcus, Michael B.; Rosen, Jay, Exact rates of convergence to the local times of symmetric Lévy processes, 102-109 [Zbl 0809.60087]
Pratelli, Luca, Two counter examples for convergence of anticipative integrals, 110-112 [Zbl 0810.60049]
Bobadilla, Gladys; Rebolledo, Rolando; Saavedra, Eugenio, Corrections to: “On the convergence of anticipative integrals”, 113-115 [Zbl 0808.60050]
Bertoin, J.; Doney, R. A., On conditioning random walks in an exponential family to stay nonnegative, 116-121 [Zbl 0814.60079]
Shi, Z., Liminf behaviours of the windings and Lévy’s stochastic areas of planar Brownian motion, 122-137 [Zbl 0810.60076]
Bertoin, Jean; Werner, Wendelin, Asymptotic windings of planar Brownian motion revisited via the Ornstein- Uhlenbeck process, 138-152 [Zbl 0814.60080]
Werner, Wendelin, Rate of explosion of the Amperean area of the planar Brownian loop, 153-163 [Zbl 0814.60081]
Bertoin, Jean; Werner, Wendelin, Asymptotic behavior of the number of windings of the planar Brownian path, 164-171 [Zbl 0810.60077]
Le Gall, Jean-François, Exponential moments for the renormalized self-intersection local time of planar Brownian motion, 172-180 [Zbl 0810.60078]
Ansel, Jean-Pascal, Remarks on the price of options, 181-188 [Zbl 0821.60054]
Monat, P.; Stricker, C., The closure of \(G_ T(\Theta)\) and \(L^ 2({\mathcal F}_ 0)+G_ T(\Theta)\), 189-194 [Zbl 0807.60058]
Maille, Sophie, On the application of Markov processes to the Ising model: Attractivity and coupling, 195-235 [Zbl 0809.60097]
Azéma, Jacques; Rainer, Catherine, On the structure equation \(d[X,X]_ t=dt- X^ +_{t-}dX_ t\), 236-255 [Zbl 0824.60047]
Attal, S.; Émery, M., Structure equations for vector valued martingales, 256-278 [Zbl 0814.60040]
Coquet, François; Mémin, Jean, Rate of convergence in law for solutions of stochastic differential equations to a diffusion, 279-292 [Zbl 0808.60010]
Ben Arous, G.; Ledoux, M., Freidlin-Wentzell large deviations in Hölder norm, 293-299 [Zbl 0811.60019]
Arnaudon, Marc, Conditional expectations and \(C\)-martingales in manifolds, 300-311 [Zbl 0809.60059]
Ahn, Hyungsok; Protter, Philip, A remark on stochastic integration, 312-315 [Zbl 0811.60039]
Hu, Yaozhong, Some operator inequalities, 316-333 [Zbl 0820.47020]


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