Séminaire de Probabilités: volume XLIII

Jean Picard. Representation formulae for the fractional Brownian motion, Vol. 43, 3–70, LNM 2006 (2011).
Marc Arnaudon, Koléhè Abdoulaye Coulibaly and Anton Thalmaier. Horizontal diffusion in $C^1$ path space, Vol. 43, 73–94, LNM 2006 (2011).
Jay Rosen. A stochastic calculus proof of the CLT for the $L^{2}$ modulus of continuity of local time, Vol. 43, 95–104, LNM 2006 (2011).
Ayako Matsumoto and Kouji Yano. On a zero-one law for the norm process of transient random walk, Vol. 43, 105–126, LNM 2006 (2011).
Stéphane Laurent. On standardness and I-cosiness, Vol. 43, 127–186, LNM 2006 (2011).
Claude Dellacherie. On isomorphic probability spaces, Vol. 43, 187–189, LNM 2006 (2011).
Markus Riedle. Cylindrical Wiener Processes, Vol. 43, 191–214, LNM 2006 (2011).
Maurizio Pratelli. A Remark on the $1/H$-variation of the Fractional Brownian Motion, Vol. 43, 215–219, LNM 2006 (2011).
Matthieu Marouby. Simulation of a Local Time Fractional Stable Motion, Vol. 43, 221–239, LNM 2006 (2011).
Blandine Bérard Bergery and Pierre Vallois. Convergence at first and second order of some approximations of stochastic integrals, Vol. 43, 241–268, LNM 2006 (2011).
Gilles Pagès and Afef Sellami. Convergence of multi-dimensional quantized SDE's, Vol. 43, 269–307, LNM 2006 (2011).
Ciprian A. Tudor. Asymptotic Cramér's theorem and analysis on Wiener space, Vol. 43, 309–325, LNM 2006 (2011).
Joseph Lehec. Moments of the Gaussian Chaos, Vol. 43, 327–340, LNM 2006 (2011).
Nicolas Bouleau. The Lent Particle Method for Marked Point Processes, Vol. 43, 341–349, LNM 2006 (2011).
Paul Bourgade, Ashkan Nikeghbali and Alain Rouault. Ewens measures on compact groups and hypergeometric kernels, Vol. 43, 351–377, LNM 2006 (2011).
Stéphane Attal and Ion Nechita. Discrete approximation of the free Fock space, Vol. 43, 379–394, LNM 2006 (2011).
Christoph Czichowsky, Nicholas Westray and Harry Zheng. Convergence in the semimartingale topology and constrained portfolios, Vol. 43, 395–412, LNM 2006 (2011).
Christoph Czichowsky and Martin Schweizer. Closedness in the semimartingale topology for spaces of stochastic integrals with constrained integrands, Vol. 43, 413–436, LNM 2006 (2011).
David Baker and Marc Yor. On martingales with given marginals and the scaling property, Vol. 43, 437–439, LNM 2006 (2011).
David Baker, Catherine Donati-Martin and Marc Yor. A sequence of Albin type continuous martingales with Brownian marginals and scaling, Vol. 43, 441–449, LNM 2006 (2011).
Francis Hirsch, Christophe Profeta, Bernard Roynette and Marc Yor. Constructing self-similar martingales via two Skorokhod embeddings, Vol. 43, 451–503, LNM 2006 (2011).

Last update of this web page: 19 September 2011