Seminaire de Probabilites XXVI

All the papers contained in the volume are original, fully

refereed researchpapers. They represent a fairly broad

spectrum of the research activity in probability theory,

which was done internationally in 1990-1991, with particular

emphasis on Markov processes and stochastic calculus. The

latter subject keeps growing, and some important new

developments, included in the volume, concern anticipative

stochastic integrals, and new applications of the

enlargements of filtrations to the study of zeros of

martingales.

FROM THE CONTENTS: R. Bass, D. Khoshnevisan: Stochastic

calculus and the continuity of local times of Levy

processes.- M.T. Barlow, P. Imkeller: On some sample path

properties of Skorokhod integral processes.- T.S. Mountford:

A critical function for the planar Brownian convex hull.- L.

Dubins, M. Smorodinsky: The modified, discrete Levy

transformation is Bernoulli.- M. Baxter: Markov processes on

the boundary of the binary tree.- R. Abraham: Unarbre

aleatoire infini associe a l'excursion brownienne.- S.E.

Kuznetsov: On the existence of a dual semigroup.