Seminar on probability XXXI (Q1355927)

The articles of this volume will be reviewed individually. The preceding seminar (30, 1996) has been reviewed (see Zbl 0840.00041). Indexed articles: \textit{Warren, Jonathan}, Branching processes, the Ray-Knight theorem, and sticky Brownian motion, 1-15 [Zbl 0884.60081] \textit{Léandre, R.; Norris, J. R.}, Integration by parts and Cameron-Martin formulas for the free path space of a compact Riemannian manifold, 16-23 [Zbl 0889.60058] \textit{Üstünel, Ali Süleyman; Zakai, Moshe}, The change of variables formula on Wiener space, 24-39 [Zbl 0889.60059] \textit{Mazet, Olivier}, Classification of diffusion semigroups on \(\mathbb{R}\) associated with a family of orthogonal polynomials, 40-53 [Zbl 0883.60072] \textit{Fang, Shizan; Franchi, Jacques}, A differentiable isomorphism between Wiener space and path group, 54-61 [Zbl 0889.58084] \textit{Jacod, Jean; Pérez-Abreu, Víctor}, On martingales which are finite sums of independent random variables with time dependent coefficients, 62-68 [Zbl 0882.60041] \textit{Azaïs, Jean-Marc; Wschebor, Mario}, Almost sure oscillation of continuous martingales, 69-76 [Zbl 0882.60018] \textit{Gao, Fuqing}, A note on Cramer's theorem, 77-79 [Zbl 0899.60023] \textit{He, Sheng-Wu; Wang, Jia-Gang}, The hypercontractivity of Ornstein-Uhlenbeck semigroups with drift, revisited, 80-84 [Zbl 0903.60066] \textit{Cadre, B.}, A standard proof of Stoll's invariance principle, 85-102 [Zbl 0889.60034] \textit{Le Gall, Jean-François}, Self-avoiding random walks and polymer measures, 103-112 [Zbl 0883.60066] \textit{Elworthy, K. D.; Li, X. M.; Yor, M.}, On the tails of the supremum and the quadratic variation of strictly local martingales, 113-125 [Zbl 0886.60035] \textit{Galtchouk, Leonid I.; Novikov, Alexandre A.}, On Wald's equation, discrete time case, 126-135 [Zbl 0882.60040] \textit{Miclo, Laurent}, Remarks on hypercontractivity and entropy evolution of finite Markov chains, 136-167 [Zbl 0882.60065] \textit{Deaconu, Mădălina; Wantz, Sophie}, Behaviour of the hitting times of a strongly recurrent diffusion process, 168-175 [Zbl 0882.60077] \textit{Émery, M.}, Closed sets supporting a continuous divergent martingale, 176-189 [Zbl 0884.60039] \textit{Khoshnevisan, Davar}, Some polar sets for the Brownian sheet, 190-197 [Zbl 0886.60039] \textit{Majer, Pietro; Mancino, Maria Elvira}, A counter-example concerning a condition of Ogawa integrability, 198-206 [Zbl 0883.60052] \textit{Chiu, Yukuang}, The multiplicity of stochastic processes, 207-215 [Zbl 0883.60029] \textit{Eisenbaum, Nathalie}, Limit theorems for local times of a symmetric stable process, 216-224 [Zbl 0882.60076] \textit{Gosselin, Pierre; Wurzbacher, Tilmann}, An Itô type isometry for loops in \(\mathbb{R}^ d\) via the Brownian bridge, 225-231 [Zbl 0884.60046] \textit{Jacod, Jean}, On continuous conditional Gaussian martingales and stable convergence in law, 232-246 [Zbl 0884.60038] \textit{Feldman, J.; Smorodinsky, M.}, Simple examples of non-generating Girsanov processes, 247-251 [Zbl 0883.60038] \textit{Meyer, P. A.}, Generalized Itô's formula for the linear Brownian motion, 252-255 [Zbl 0923.60062] \textit{Takaoka, Koichiro}, On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman's theorem, 256-265 [Zbl 0884.60075] \textit{Rauscher, Bernhard}, Some remarks on Pitman's theorem, 266-271 [Zbl 0884.60076] \textit{Pitman, Jim; Yor, Marc}, On the lengths of excursions of some Markov processes, 272-286 [Zbl 0884.60071] \textit{Pitman, Jim; Yor, Marc}, On the relative lengths of excursions derived from a stable subordinator, 287-305 [Zbl 0884.60072] \textit{Yor, Marc}, Some remarks about the joint law of Brownian motion and its supremum, 306-314 [Zbl 0885.60071] \textit{Estrade, Anne}, A characterization of Markov solutions for stochastic differential equations with jumps, 315-321 [Zbl 0889.60066] \textit{Léandre, R.}, Diffeomorphisms of the circle and the based stochastic loop space, 322-326 [Zbl 0884.60062]