ISBN: 3-540-66342-8
TITLE: Seminaire de Probabilites XXXIII
AUTHOR: Azema, J.; Emery, M.; Ledoux, M.; Yor, M. (Eds.)
TOC:

COURS SPCIALISS
M. Benam: Dynamics of stochastic algorithms 1
O. Catoni: Simulated annealing algorithms and Markov chains with rare transitions 69
M. Ledoux: Concentration of measure and logarithmic Sobolev inequalities 120
QUESTIONS DE FILTRATIONS
B. De Meyer: Une simplification de l'argument de Tsirelson sur le caractre non-brownien des processus de Walsh 217
W. Schachermayer: On certain probabilities equivalent to Wiener measure, d'aprs Dubins, Feldman, Smorodinsky and Tsirelson 221
S. Beghdadi-Sakrani, M. mery: On certain probabilities equivalent to coin-ossing, d'aprs Schachermayer 240
J. Warren: On the joining of sticky Brownian motion 257
M. mery, W. Schachermayer: Brownian filtrations are not stable under equivalent time-changes 267
S. Watanabe: The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane 277
M. mery, W. Schachermayer: A remark on Tsirelson's stochastic differential equation 291
M. Arnaudon: Appendice a l'expos prcdent: La filtration naturelle du mouvement brownien index par dans une varit compacte 304
R.J. Kallsen: A stochastic differential equation with a unique (up to indistinguishability) but not strong solution 315
THORIE DES MARTINGALES
K. Takaoka: Some remarks on the uniform integrability of continuous martingales 327
M. Pratelli: An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales 334
M. Morayne, K. Tabisz: A short proof of decomposition of strongly reduced martingales 339
P. Grandits: Some remarks on L^infinity , H^infinity , and BMO 342
AUTRES EXPOSS
W. Brannath, W. Schachermayer: A bipolar theorem for L^0_+(Omega, F,P) 349
P. A. Es-Sahib, H. Heinich: Barycentres canoniques pour un espace mtrique a courbure ngative 355
N. Belili: Dualit du problme des marges et ses applications 371
J. Pitman: The distribution of local times of a Brownian bridge 388
L. Dubins: Paths of finitely additive Brownian Motion need not be bizarre 395
H. Tsukahara: A limit theorem for the prediction process under absolute continuity 397
K. Chrtien, D. Kurtz, B. Maisonneuve: Processus gouverns par des noyaux 405
A. Bentaleb: Sur l'hypercontractivit des semi-groupes ultrasphriques 410
CORRECTIONS ET ADDENDA A DES VOLUMES ANTRIEURS
F. Delbaen: An addendum to a remark on Slutsky's theorem 415
N. Eisenbaum: Quelques prcisions sur "Thormes limites pour les temps locaux d'un processus stable symtrique" (Volume XXXI, LNM 417 1655, 1997)
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