The volume consists entirely of research papers, principally in stochastic calculus, martingales,...

Grossissement de filtrations et absolue continuite de noyaux.- Grossissement initial, hypothese (...

Penalising a process is to modify its distribution with a limiting procedure, thus defining a new...

Besides a number of papers on classical areas of research in probability such as martingale theor...

This volume represents a part of the main result obtained bya group of French probabilists, toget...

From the reviews: 'This is a magnificent book! Its purpose is to describe in considerable detail ...

Stochastic calculus and the continuity of local times of Lévy processes.- Large deviations for mu...

Geometrie differentielle du 2ème ordre, semi-martingales et equations differentielles stochastiqu...

All the papers in the volume are original research papers, discussing fundamental properties of s...

Unlike other texts available in the field, this book is written to be accessible to both mathemat...

Théorie non linéaire du potentiel: Un principe unifié de domination et du maximum et quelques app...

Critical diffusions.- Construction de processus de Nelson reversibles.- On the unboundedness of m...