Titlebook: Séminaire de Probabilités XXXVIII; Michel Émery,Michel Ledoux,Marc Yor Book 2005 Springer-Verlag Berlin Heidelberg 2005 Brownian motion.Ga

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,Generalised Ornstein-Uhlenbeck Processes and the Convergence of Lévy Integrals,the question of the convergence of the integral . arises in recent investigations such as those of Barndorff-Nielsen and Shephard [3] in financial econometrics, and in those of Carmona, Petit and Yor [9], and Yor [40, 41], where it is related among other things to the existence of an invariant measu

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Spectral Gap for log-Concave Probability Measures on the Real Line,measure on the real line. This parameter is the square of the mean value of the distance to the median. Bobkov recently derived a similar result in terms of the variance of the measure. His approach was based on the study of the Cheeger constant. Our viewpoint is quite different and makes use of the

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Exponential Decay Parameters Associated with Excessive Measures,eter . defined for an .-nest . in terms of the corresponding first exit times .. We discuss the impact of these parameters as well as their connection with other parameters of interest for the process.

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On Stochastic Integrals up to Infinity and Predictable Criteria for Integrability,. We consider two different definitions of (*): as a . and as an ...The second goal of the paper is to give necessary and sufficient conditions for the existence of the stochastic integral . and for the existence of the stochastic integral up to infinity (*). These conditions are expressed in predic

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