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Synopsis
Researchers and graduate students in the theory of stochastic processes will find in this 35th volume some thirty articles on martingale theory, martingales and finance, analytical inequalities and semigroups, stochastic differential equations, functionals of Brownian motion and of Levy processes. Ledoux's article contains a self-contained introduction to the use of semigroups in spectral gaps and logarithmic Sobolev inequalities; the contribution by Emery and Schachermayer includes an exposition for probabilists of Vershik's theory of backward discrete filtrations.
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Seminaire de Probabilites XXXV
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Berlin, Heidelberg: Springer, 2001
ISBN 10: 3540416595
ISBN 13: 9783540416593
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Seminaire de Probabilites XXXV
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