From the reviews: 'This is a magnificent book! Its purpose is to describe in considerable detail ...

All the papers in the volume are original research papers, discussing fundamental properties of s...

Derived from extensive teaching experience in Paris, this second edition now includes over 100 ex...

Homogeneous chaos revisited.- A propos des distributions sur l'espace de wiener.- Developpement d...

Besides a number of papers on classical areas of research in probability such as martingale theor...

All the papers contained in the volume are original, fully refereed researchpapers. They represen...

Considering the stupendous gain in importance, in the banking and insurance industries since the ...

This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes...

Discovered in the seventies, Black-Scholes formula continues to play a central role in Mathematic...

Seminaire de Probabilites XXV

The different papers contained in this volume are all research papers. The main directions of res...

Grossissement de filtrations et absolue continuite de noyaux.- Grossissement initial, hypothese (...

El Karoui: Les aspects probabilistes du contrôle stochastique.- Pardoux, Etienne: Filtrage non li...

Considering the stupendous gain in importance, in the banking and insurance industries since the ...

The volume consists entirely of research papers, principally in stochastic calculus, martingales,...

Poisson representation of strict regular step filtrations.- Sur la representation integrale des m...

We call peacock an integrable process which is increasing in the convex order; such a notion play...

We call peacock an integrable process which is increasing in the convex order; such a notion play...

Penalising a process is to modify its distribution with a limiting procedure, thus defining a new...

Mathematical finance has grown into a huge area of research which requires a large number of soph...

Table des matières: D. Bakry: La propriété de sous-harmonicité des diffusions dans les variétés.-...

The following notes represent approximately the second half of the lectures I gave in the Nachdip...

The 36th Séminaire de Probabilités contains an advanced course on Logarithmic Sobolev Inequalitie...

The 37th Séminaire de Probabilités contains A. Lejay's advanced course which is a pedagogical int...

In this volume of original research papers, the main topics discussed relate to the asymptotic wi...

The 31 papers collected here present original research results obtained in 1995-96, on Brownian m...

Mathematical finance has grown into a huge area of research which requires a large number of soph...

This monograph contains: - ten papers written by the author, and co-authors, between December 198...

This monograph discusses the existence and regularity properties of local times associated to a c...

In November 2004, M. Yor and R. Mansuy jointly gave six lectures at Columbia University, New York...

Twenty-five articles have been selected from the first 14 volumes of the 'Séminaire de Probabilit...

From the reviews: 'This is a magnificent book! Its purpose is to describe in considerable detail ...

Geometrie differentielle du 2¿ ordre, semi-martingales et equations differentielles stochastiques...

All the papers included in this volume are original research papers. They represent an important ...

The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His ...

Critical diffusions.- Construction de processus de Nelson reversibles.- On the unboundedness of m...

Stochastic calculus and excursion theory are very efficient tools to obtain either exact or asymp...

This volume represents a part of the main result obtained bya group of French probabilists, toget...

This book contains all of Wolfgang Doeblin's publications. In addition, it includes a reproductio...

Besides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités co...