Seminaire De Probabilites XXXVIII

Tanaka’s Construction for Random Walks and Lévy Processes....Pages 1-4
Some Excursion Calculations for Spectrally One-sided Lévy Processes....Pages 5-15
A Martingale Review of some Fluctuation Theory for Spectrally Negative Lévy Processes....Pages 16-29
A Potential-theoretical Review of some Exit Problems of Spectrally Negative Lévy Processes....Pages 30-41
Some Martingales Associated to Reflected Lévy Processes....Pages 42-69
Generalised Ornstein-Uhlenbeck Processes and the Convergence of Lévy Integrals....Pages 70-94
Spectral Gap for log-Concave Probability Measures on the Real Line....Pages 95-123
Propriété de Choquet-Deny et fonctions harmoniques sur les hypergroupes commutatifs....Pages 124-134
Exponential Decay Parameters Associated with Excessive Measures....Pages 135-144
Positive Bilinear Mappings Associated with Stochastic Processes....Pages 145-157
An Almost Sure Approximation for the Predictable Process in the Doob-Meyer Decomposition Theorem....Pages 158-164
On Stochastic Integrals up to Infinity and Predictable Criteria for Integrability....Pages 165-185
Remarks on the true No-arbitrage Property....Pages 186-194
Information-equivalence: On Filtrations Created by Independent Increments....Pages 195-204
Rotations and Tangent Processes on Wiener Space....Pages 205-225
 L p Multiplier Theorem for the Hodge-Kodaira Operator....Pages 226-246
Gaussian Limits for Vector-valued Multiple Stochastic Integrals....Pages 247-262
Derivatives of Self-intersection Local Times....Pages 263-281
On Squared Fractional Brownian Motions....Pages 282-289
Regularity and Identification of Generalized Multifractional Gaussian Processes....Pages 290-312
Failure of the Raikov Theorem for Free Random Variables....Pages 313-319
A Sharp Small Deviation Inequality for the Largest Eigenvalue of a Random Matrix....Pages 320-337
The Tangent Space to a Hypoelliptic Diffusion and Applications....Pages 338-362
Homogenization of a Diffusion with Locally Periodic Coefficients....Pages 363-392