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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).

Show indexed articles as search result.

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]

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