Description
The volume consists entirely of research papers, principally in stochastic calculus, martingales, and Brownian motion, and gathers an important part of the works done in the main probability groups in France (Paris, Strasbourg, Toulouse, Besanon, Grenoble,…) together with closely related works done by some probabilists elsewhere (Switzerland, India, Austria,…). Remarques sur l’intgrale de Riemann gnralise.- Deux applications de la dcomposition de Galtchouk-Kunita-Watanabe.- Comparaison des lois stationnaire et quasi-stationnaire d’un processus de Markov et application la fiabilit.- The asymptotic composition of supercritical, multi-type branching populations.- Un lien entre rseaux de neurones et systmes de particules: Un modele de rtinotopie.- Cohomologie de Bismut-Nualart-Pardoux et cohomologie de Hochschild entiere.- Un contre-exemple touchant l’indpendance.- An asymptotic evaluation of heat kernel for short time.- Meyer’s Topology and Brownian motion in a composite medium.- Continuous Maassen kernels and the inverse oscillator.- Sur le modle d’Heisenberg.- Sur les ingalits GKS.- How long does it take a transient Bessel process to reach its future infimum?.- Strong and weak order of time discretization schemes of stochastic differential equations.- Projection d’une diffusion sur sa filtration lente.- Une proprit des martingales pures.- Une dmonstration lmentaire d’une identit de Biane et Yor.- First order calculus and last entrance times.- Minimization of the Kullback information for some Markov processes.- Sur les processus croissants de type injectif.- A characterisation of the closure of H ? in BMO.- On a conjecture of Kazamaki.- Hirsch’s integral test for the iterated Brownian motion.- Rectifications “Semi-martingales banachiques, le thorme des trois oprateurs” (Sminaire XXVIII, L.N.M. 1583, 1994, pages 1-20).
