Seminaire de Probabilites XXXIV (Lecture Notes in Mathematics)
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Branching and interacting particle systems approximations of feynman-kac formulae with applications to non-linear filtering.- Exponential inequalities for bessel processes.- On sums of iid random variables indexed by N parameters.- Series of iterated quantum stochastic integrals.- p-variation for families of local times on lines.- Large deviations for some poisson random integrals.- Formes de Dirichlet sur un Espace de Wiener-Poisson. Application au grossissement de filtration.- Saturations of gambling houses.- Convergence of a ‘gibbs-boltzmann’ random measure for a typed branching diffusion.- Time dependent subordination and markov processes with jumps.- Marked excursions and random trees.- Laws of the iterated logarithm for the Brownian snake.- On the Onsager-Machlup functional for elliptic diffusion processes.- A unified approach to several inequalities for gaussian and diffusion measures.- Trous spectraux pour certains algorithmes de Métropolis sur ?.- Comportement asymptotique des fonctions harmoniques sur les arbres.- Asymptotic estimates for the first hitting time of fluctuating additive functionals of Brownian motion.- Monotonicity property for a class of semilinear partial differential equations.- Fast sets and points for fractional Brownian motion.- Some invariance properties (of the laws) of Ocone’s martingales.

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