The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off

References

  1. C. Ané and M. Ledoux. On logarithmic Sobolev inequalities for continuous time random walks on graphs.Probab. Theory Related Fields 116 (2000), 573--602.Math. Review 2001i:60094
  2. V. Bentkus. On Hoeffding's inequalities. Ann. Probab. 32 (2004), 1650--1673. Math. Review 2005e:60041
  3. D.L. Burkholder. Strong differential subordination and stochastic integration. Ann. Probab. 22 (1994), 995--1025. Math. Review 95h:60085
  4. M. Capitaine, E.P. Hsu, and M. Ledoux. Martingale representation and a simple proof of logarithmic Sobolev inequalities on path spaces. Electron. Comm. Probab. 2 (1997), 71--81. Math. Review 99b:60136
  5. C. Dellacherie, B. Maisonneuve, and P.A. Meyer. Probabilités et Potentiel, volume 5. 5 (1992) Hermann. Math. Review number not available.
  6. M. Émery. On the Azéma martingales. Séminaire de Probabilités XXIII, Lecture Notes in Mathematics 1372 (1990), 66-87, Springer Verlag. Math. Review 91e:60140
  7. J. Jacod. Calcul stochastique et problèmes de martingales. Lecture Notes in Mathematics 714 (1979), Springer Verlag. Math. Review 81e:60053
  8. J. Jacod and J. Mémin. Caractéristiques locales et conditions de continuité absolue pour les semi-martingales. Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 35 (1976), 1--37. Math. Review 0418223
  9. O. Kallenberg. Foundations of modern probability. Probability and its Applications (2002), Springer Verlag. Math. Review 2002m:60002
  10. Th. Klein. Inégalités de concentration, martingales et arbres aléatoires. Thèse, Université de Versailles-Saint-Quentin (2003). Math. Review number not available.
  11. J. Ma, Ph. Protter, and J. San Martin. Anticipating integrals for a class of martingales. Bernoulli 4 (1998), 81--114. Math. Review 99j:60071
  12. D. Nualart and J. Vives. Anticipative calculus for the Poisson process based on the Fock space. Séminaire de Probabilités XXIV, Lecture Notes in Mathematics 1426 (1990), 154--165, Springer Verlag. Math. Review 92i:60109
  13. B. Øksendal and F. Proske. White noise of Poisson random measures. Potential Anal. 21 (2004), 375--403. Math. Review 2005i:60134
  14. J. Picard. Formules de dualité sur l'espace de Poisson. Ann. Inst. H. Poincaré Probab. Statist. 32 (1996), 509--548. Math. Review 98c:60055
  15. I. Pinelis. Optimal tail comparison based on comparison of moments. High dimensional probability (Oberwolfach, 1996), Progr. Probab. 43 (1998), 297--314, Birkhäuser. Math. Review 2000a:60026
  16. N. Privault. An extension of stochastic calculus to certain non-Markovian processes. Prépublication 49 (1997), , Université d'Evry. Math. Review number not available.
  17. N. Privault. Equivalence of gradients on configuration spaces. Random Operators and Stochastic Equations 7 (1999), 241--262. Math. Review 2000c:60087
  18. Ph. Protter. Stochastic integration and differential equations. A new approach. Applications of Mathematics 21 (1990), Springer Verlag. Math. Review 91i:60148
  19. L. Wu. A new modified logarithmic Sobolev inequality for Poisson point processes and several applications. Probab. Theory Related Fields 118 (2000), 427-438. Math. Review 2002f:60109
Bookmark and Share


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.