作者: Yves Le Jan

Filtering is the science of nding the law of a process given a partial observation of it. The main objects we study here are di usion processes. These are naturally associated with second-order …

This volume presents original research articles and extended surveys related to the mathematical interest and work of Jean-Michel Bismut. His outstanding contributions to probability theory and globa …

The ideas and principles of stochastic analysis have managed to penetrate into various fields of pure and applied mathematics in the last 15 years; it is particularly true for mathematical physics. …

Hyperbolic Dynamics and Brownian Motion illustrates the interplay between distinct domains of mathematics. There is no assumption that the reader is a specialist in any of these domains: only basic …

The purpose of these notes is to explore some simple relations between Markovian path and loop measures, the Poissonian ensembles of loops they determine, their occupation fields, uniform spanning …

Several stochastic processes related to transient Levy processes with potential densities $u(x, y)=u(y-x)$, that need not be symmetric nor bounded on the diagonal, are defined and studied. They are …