Branching processes, the Ray-Knight theorem, and sticky Brownian motion |
Jonathan Warren |
Integration by parts and Cameron-Martin formulas for the free path space of a compact Riemannian manifold |
R. Léandre and J.R. Norris |
The change of variables formula on Wiener space |
A.S. Üstünel and M. Zakai |
Classification des Semi-Groupes de diffusion sur IR associés à une famille de polynômes orthogonaux |
Olivier Mazet |
A differentiable isomorphism between Wiener space and path group |
Shizan Fang and Jacques Franchi |
On martingales which are finite sums of independent random variables with time dependent coefficients |
Jean Jacod and Víctor Pérez-Abreu |
Oscillation presque sûre de martingales continues |
Jean-Marc Azaïs, Mario Wschebor |
A note on Cramer's theorem |
Gao Fuqing |
The hypercontractivity of Ornstein-Uhlenbeck semigroup with drift, revisited |
Sheng-Wu He and Jia-Gang Wang |
Une preuve standard du principe d'invariance de stoll |
B. Cadre |
Marches aléatoires auto-évitantes et mesures de polymère |
Jean-François Le Gall |
On the tails of the supremum and the quadratic variation of strictly local martingales |
K.D. Elworthy, X.M. Li, M. Yor |
On Wald's equation : discrete time case |
Leonid I. Galtchouk and Alexandre A. Novikov |
Remarques sur l'hypercontractivité et l'évolution de l'entropie pour des chaînes de Markov finies |
Laurent Miclo |
Comportement des temps d'atteinte d'une diffusion fortement rentrante |
Mǎdǎlina Deaconu, Sophie Wantz |
Closed sets supporting a continuous divergent martingale |
by M. Émery |
Some polar sets for the Brownian sheet |
by Davar Khoshnevisan |
A counter-example concerning a condition of Ogawa integrability |
Pietro Majer, Maria Elvira Mancino |
The multiplicity of stochastic processes |
Yukuang Chiu |
Theoremes limites pour les temps locaux d'un processus stable symetrique |
Nathalie Eisenbaum |
An Itô type isometry for loops in R[d] via the Brownian bridge |
Pierre Gosselin and Tilmann Wurzbacher |
On continuous conditional Gaussian martingales and stable convergence in law |
Jean Jacod |
Simple examples of non-generating Girsanov processes |
J. Feldman and M. Smorodinsky |
Formule d'Ito généralisée pour le mouvement brownien linéaire : d'après Föllmer, Protter et Shiryaev |
par P.A. Meyer |
On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman's theorem |
Koichiro Takaoka |
Some remarks on Pitman's theorem |
Bernhard Rauscher |
On the lengths of excursions of some Markov processes |
Jim Pitman and Marc Yor |
On the relative lengths of excursions derived from a stable subordinator |
Jim Pitman and Marc Yor |
Some remarks about the joint Law of Brownian motion and its supremum |
Marc Yor |
A characterization of Markov solutions for stochastic differential equations with jumps |
Anne Estrade |
Diffeomorphisms of the circle and the based stochastic loop space |
R. Léandre |