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Séminaire de Probabilités XXXI (Record no. 10509)

MARC details
000 -LEADER
fixed length control field	04458nam a22005055i 4500
001 - CONTROL NUMBER
control field	978-3-540-68352-0
003 - CONTROL NUMBER IDENTIFIER
control field	DE-He213
005 - DATE AND TIME OF LATEST TRANSACTION
control field	20190213151405.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field	cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field	121227s1997 gw \| s \|\|\|\| 0\|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number	9783540683520
--	978-3-540-68352-0
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code	10.1007/BFb0119286
Source of number or code	doi
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number	QA273.A1-274.9
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number	QA274-274.9
072 #7 - SUBJECT CATEGORY CODE
Subject category code	PBT
Source	bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code	MAT029000
Source	bisacsh
072 #7 - SUBJECT CATEGORY CODE
Subject category code	PBT
Source	thema
072 #7 - SUBJECT CATEGORY CODE
Subject category code	PBWL
Source	thema
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number	519.2
Edition number	23
245 10 - TITLE STATEMENT
Title	Séminaire de Probabilités XXXI
Medium	[electronic resource] /
Statement of responsibility, etc	edited by Jacques Azéma, Marc Yor, Michel Emery.
264 #1 -
--	Berlin, Heidelberg :
--	Springer Berlin Heidelberg :
--	Imprint: Springer,
--	1997.
300 ## - PHYSICAL DESCRIPTION
Extent	X, 334 p.
Other physical details	online resource.
336 ## -
--	text
--	txt
--	rdacontent
337 ## -
--	computer
--	c
--	rdamedia
338 ## -
--	online resource
--	cr
--	rdacarrier
347 ## -
--	text file
--	PDF
--	rda
490 1# - SERIES STATEMENT
Series statement	Séminaire de Probabilités,
International Standard Serial Number	0720-8766 ;
Volume number/sequential designation	1655
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note	Branching processes, the Ray-Knight theorem, and sticky Brownian motion -- Integration by parts and Cameron-Martin formulas for the free path space of a compact Riemannian manifold -- The change of variables formula on Wiener space -- Classification des Semi-Groupes de diffusion sur IR associés à une famille de polynômes orthogonaux -- A differentiable isomorphism between Wiener space and path group -- On martingales which are finite sums of independent random variables with time dependent coefficients -- Oscillation presque sûre de martingales continues -- A note on Cramer’s theorem -- The hypercontractivity of Ornstein-Uhlenbeck semigroups with drift, revisited -- Une preuve standard du principe d’invariance de stoll -- Marches aléatoires auto-évitantes et mesures de polymère -- On the tails of the supremum and the quadratic variation of strictly local martingales -- On Wald’s equation. Discrete time case -- Remarques sur l’hypercontractivité et l’évolution de l’entropie pour des chaînes de Markov finies -- Comportement des temps d’atteinte d’une diffusion fortement rentrante -- Closed sets supporting a continuous divergent martingale -- Some polar sets for the Brownian sheet -- A counter-example concerning a condition of Ogawa integrability -- The multiplicity of stochastic processes -- Theoremes limites pour les temps locaux d’un processus stable symetrique -- An Itô type isometry for loops in Rd via the Brownian bridge -- On continuous conditional Gaussian martingales and stable convergence in law -- Simple examples of non-generating Girsanov processes -- Formule d’Ito généralisée pour le mouvement brownien linéaire -- On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman’s theorem -- Some remarks on Pitman’s theorem -- On the lengths of excursions of some Markov processes -- On the relative lengths of excursions derived from a stable subordinator -- Some remarks about the joint law of Brownian motion and its supremum -- A characterization of Markov solutions for stochastic differential equations with jumps -- Diffeomorphisms of the circle and the based stochastic loop space -- Vitesse de convergence en loi pour des solutions d’équations différentielles stochastiques vers une diffusion -- Projection d’une diffusion réelle sur sa filtration lente.
520 ## - SUMMARY, ETC.
Summary, etc	The 31 papers collected here present original research results obtained in 1995-96, on Brownian motion and, more generally, diffusion processes, martingales, Wiener spaces, polymer measures.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element	Distribution (Probability theory.
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element	Probability Theory and Stochastic Processes.
--	http://scigraph.springernature.com/things/product-market-codes/M27004
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name	Azéma, Jacques.
Relator term	editor.
Relator code	edt
--	http://id.loc.gov/vocabulary/relators/edt
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name	Yor, Marc.
Relator term	editor.
Relator code	edt
--	http://id.loc.gov/vocabulary/relators/edt
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name	Emery, Michel.
Relator term	editor.
Relator code	edt
--	http://id.loc.gov/vocabulary/relators/edt
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element	SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title	Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text	Printed edition:
International Standard Book Number	9783662209202
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text	Printed edition:
International Standard Book Number	9783540626343
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title	Séminaire de Probabilités,
--	0720-8766 ;
Volume number/sequential designation	1655
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier	https://doi.org/10.1007/BFb0119286
912 ## -
--	ZDB-2-SMA
912 ## -
--	ZDB-2-LNM
912 ## -
--	ZDB-2-BAE

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