Séminaire de Probabilités XXXVIII

Processus de Levy: R.A. Doney: Tanaka's construction for random walks and Levy processes.- R.A. Doney: Some excursion calculations for spectrally one-sided Levy processes.- A.E. Kyprianou, Z. Palmowski: A martingale review of some fluctuation theory for spectrally megative Levy processes.- M.R. Pistorius: A potential-theoretical review of some exit problems of spectrally negative Levy processes.- L. Nguyen-Ngoc, M. Yor: Some martingales associated to reflected Levy processes.- K.B. Erickson, R.A. Maller: Generalised Ornstein-Uhlenbeck processes and the convergence of Levy integrals.- Autres Exposes: P. Fougeres: Spectral gap for log-concave probability measures on the real line.- L. Godefroy: Propriete de Choquet-Deny et fonctions harmoniques sur les hypergroupes commutatifs.- M. Buiculescu: Exponential decay parameters associated with excessive measures.- V. Grecca: Positive bilinear mappings associated with stochastic processes.- A. Jakubowski: An almost sure approximation for the predictable process in the Doob-Meyer decomposition theorem.- A. Cherny, A. Shiryaev: On stochastic integrals up to infinity and predictable criteria for integrability.- Y. Kabanov, C. Stricker: Remarks on the true no-arbitrage property.- H. Buhler: Information-equivalence: On filtrations created by independent increments.- M. Zakai: Rotations and tangent processes on Wiener space.- I. Shigekawa: Lp multiplier theorem for the Hodge-Kodaira operator.- G. Peccati, C.A. Tudor: Gaussian limits for vector-valued multiple stochastic integrals.- J. Rosen: Derivatives of self-intersection local times.- N. Eisenbaum, C. A. Tudor: On squared fractional Brownian motions.- A. Ayache et al: Regularity and identification of generalised miltifractional Gaussian processes.- F. Benaych-Georges: Failure of the Raikov theorem for free random variables.- G. Aubrun: Aharp small deviation inequality for the largest eigenvalue of a randommatrix.- F. Baudoin: The tangent space to a hypoelliptic diffusion and applications.- A. Bencherif-Madani, E. Pardoux: Homogenization of a diffusion with locally periodic coefficients.