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, t...

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

All the papers contained in the volume are original, fullyrefereed researchpapers. They represent...

Geometrie differentielle du 2¿ ordre, semi-martingales et equations differentielles stochastiques...

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...

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