In this volume of original research papers, the main topics discussed relate to the asymptotic windings of planar Brownian motion, structure equations, closure properties of stochastic integrals. The contents of the volume represent an important fraction of research undertaken by French probabilists and their collaborators from abroad during the academic year 1992-1993.
From M.B. Marcus, J. Rosen, Exact rates of convergence to the local times of symmetric Levy processes. J. Bertoin, W. Werner, Asymptotic windings of planar Brownian motion, revisited via the Ornstein-Uhlenbeck process.- W. Werner, Rate of explosion of the Amperean area of the planar Brownian loop.- G. Benarous, M. Ledoux, Grandes d6viations de Freidlin-wentzell en norme h6ld6rienne.- J.F. Le Gall, Exponential moments for the renormalized self-intersection local time of planar Brownian motion.- S. Attal, M. Emery, Equations de structure pour des martingales vectorielles.
Series: Lecture Notes in Mathematics
Number Of Pages: 338
Published: 26th August 1994
Publisher: Springer-Verlag Berlin and Heidelberg Gmbh & Co. Kg
Country of Publication: DE
Dimensions (cm): 23.39 x 15.6
Weight (kg): 0.48