Creation or deletion of a drift on a Brownian trajectory
We show that a negative drift can be created on a Brownian trajectory by cutting excursions according to a certain Poisson measure. Conversely a negative drift can be annihilated by inserting independent excursions again according to a certain Poisson mea
- PDF / 3,113,497 Bytes
- 459 Pages / 439.37 x 666.142 pts Page_size
- 72 Downloads / 218 Views
Catherine Donati-Martin Michel Émery Alain Rouault Christophe Stricker (Eds.)
Séminaire de Probabilités XLI
1934
1 23
Lecture Notes in Mathematics Editors: J.-M. Morel, Cachan F. Takens, Groningen B. Teissier, Paris
1934
Catherine Donati-Martin · Michel Émery · Alain Rouault · Christophe Stricker (Eds.)
Séminaire de Probabilités XLI
ABC
Editors Catherine Donati-Martin
Alain Rouault
Laboratoire de Probabilités et Modèles Aléatoires Université Pierre et Marie Curie Boîte courrier 188 4, place Jussieu 75252 Paris cedex 05, France e-mail: [email protected]
Laboratoire de Mathématiques Bâtiment Fermat Université Versailles-Saint-Quentin 45, avenue des Etats-Unis 78035 Versailles cedex, France e-mail: [email protected]
Michel Émery
Christophe Stricker
Institut de Recherche Mathématique Avancée Université Louis Pasteur 7, rue René Descartes 67084 Strasbourg cedex, France e-mail: [email protected]
UFR Sciences et techniques Université de Besançon 16, route de Gray 25030 Besançon cedex, France e-mail: christophe.stricker@ univ-fcomte.fr
ISBN: 978-3-540-77912-4 DOI: 10.1007/978-3-540-77913-1
e-ISBN: 978-3-540-77913-1
Lecture Notes in Mathematics ISSN print edition: 0075-8434 ISSN electronic edition: 1617-9692 Library of Congress Control Number: 2008921482 Mathematics Subject Classification (2000): 15A52, 60Gxx, 60Hxx, 60Jxx, 82B20, 91B28 c 2008 Springer-Verlag Berlin Heidelberg
This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilm or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permission for use must always be obtained from Springer. Violations are liable for prosecution under the German Copyright Law. The use of general descriptive names, registered names, trademarks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. Typesetting by the editors and EDV-Beratung Frank Herweg using a Springer LATEX macro package Cover design: WMXDesign GmbH, Heidelberg Printed on acid-free paper 987654321 springer.com
Preface
As usual, some of the contributions to this 41st S´eminaire de Probabilit´es were exposed during the Journ´ees de Probabilit´es (held in Nancy in 2005 and in Luminy in 2006). The other ones come from spontaneous submissions or were solicited by the editors. We hope that the whole volume is a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France. The last two volumes of the S´eminaire (vol. XXXIX, LNM 1874 and vol. XL, LNM 1899) have sustained long delays, ascribable to the editors and to the publisher. W
Data Loading...
