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Seminaire De Probabilites Xxvi - Lecture Notes in Mathematics Vol 1526 (Paperback)
  • Seminaire De Probabilites Xxvi - Lecture Notes in Mathematics Vol 1526 (Paperback)
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Seminaire De Probabilites Xxvi - Lecture Notes in Mathematics Vol 1526 (Paperback)

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£51.00
Paperback 634 Pages / Published: 10/11/1992
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All the papers contained in the volume are original, fully refereed researchpapers. They represent a fairly broad spectrum of the research activity in probability theory, which was done internationally in 1990-1991, with particular emphasis on Markov processes and stochastic calculus. The latter subject keeps growing, and some important new developments, included in the volume, concern anticipative stochastic integrals, and new applications of the enlargements of filtrations to the study of zeros of martingales. FROM THE CONTENTS: R. Bass, D. Khoshnevisan: Stochastic calculus and the continuity of local times of Levy processes.- M.T. Barlow, P. Imkeller: On some sample path properties of Skorokhod integral processes.- T.S. Mountford: A critical function for the planar Brownian convex hull.- L. Dubins, M. Smorodinsky: The modified, discrete Levy transformation is Bernoulli.- M. Baxter: Markov processes on the boundary of the binary tree.- R. Abraham: Unarbre aleatoire infini associe a l'excursion brownienne.- S.E. Kuznetsov: On the existence of a dual semigroup.

Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN: 9783540560210
Number of pages: 634
Weight: 889 g
Dimensions: 235 x 155 x 32 mm
Edition: 1992 ed.

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