Seminaire de Probabilites XXIX [Paperback]

All the papers included in this volume are original research papers. They represent an important part of the work of French probabilists and colleagues with whom they are in close contact throughout the world. The main topics of the papers are martingale and Markov processes studies.All the papers included in this volume are original research papers. They represent an important part of the work of French probabilists and colleagues with whom they are in close contact throughout the world. The main topics of the papers are martingale and Markov processes studies.On quantum extensions of the Az?ma martingale semigroup.- An inequality for the predictable projection of an adapted process.- A martingale proof of the Khinchin iterated logarithm Law for Wiener processes.- Intertwining of Markov semi-groups, some examples.- Some remarks on perturbed reflecting Brownian motion.- Onsager-Machlup functionals for solutions of stochastic boundary value problems.- Sur quelques filtrations et transformations browniennes.- Barycentres convexes et approximations des martingales continues dans les vari?t?s.- ?quations diff?rentielles stochastiques multivoques.- On the predictable representation property for superprocesses.- Chaoticity on a stochastic interval [0, T].- On the rate of growth of subordinators with slowly varying Laplace exponent.- Une propri?t? de Markov pour les processus index?s par ?.- Non-linear Wiener-Hopf theory, 1: an appetizer.- From an example of L?vys.- A horizontal levy process on the bundle of orthonormal frames over a complete Reimannian manifold.- Some Markov properties of stochastic differential equations with jumps.- Chaos multiplicatif: un traitement simple et complet de la fonction de partition.- On the hypercontractivity of Ornstein-Uhlenbeck semigroups with drift.- On the differentiability of functions of an operator.- The gap between the past supremum and the future infimum of a transient bessel process.- The level sets of iterated Brownian motion.lĮ