Seminaire De Probabilites XXVI. Séminaire De Probabilités

All the papers contained in the volume are original, fully
refereed researchpapers. They represent a fairly broad
spectrum of the research activity in probability theory,
which was done internationally in 1990-1991, with particular
emphasis on Markov processes and stochastic calculus. The
latter subject keeps growing, and some important new
developments, included in the volume, concern anticipative
stochastic integrals, and new applications of the
enlargements of filtrations to the study of zeros of
martingales.
FROM THE CONTENTS: R. Bass, D. Khoshnevisan: Stochastic
calculus and the continuity of local times of Levy
processes.- M.T. Barlow, P. Imkeller: On some sample path
properties of Skorokhod integral processes.- T.S. Mountford:
A critical function for the planar Brownian convex hull.- L.Dubins, M. Smorodinsky: The modified, discrete Levy
transformation is Bernoulli.- M. Baxter: Markov processes on
the boundary of the binary tree.- R. Abraham: Unarbre
aleatoire infini associe a l'excursion brownienne.- S.E.
Kuznetsov: On the existence of a dual semigroup.