Séminaire de Probabilités. XLII
The tradition of specialized courses in the Séminaires de Probabilités is continued with A. Lejay's Another introduction to rough paths. Other topics from this 42nd volume range from the interface between analysis and probability to special processes, Lévy processes and Lévy systems, branching,...
में बचाया:
| मुख्य लेखक: | |
|---|---|
| अन्य लेखक: | , , |
| स्वरूप: | Livre numérique |
| भाषा: | Anglais |
| प्रकाशित: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| संस्करण: | 1st ed. 2009. |
| श्रृंखला: | Séminaire de Probabilités
1979 |
| विषय: | |
| ऑनलाइन पहुंच: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| टिप्पणी: |
Description d'après consultation du 04 octobre 2011 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Séminaire de Probabilités XLII, Catherine Donati-Martin, Michel Émery, Alain Rouault [et al.](Eds), 2009, Berlin, Springer, 1 vol. (XIII-449 p.), Lecture Notes in Mathematics, 978-3-642-01762-9 |
विषय - सूची:
- Yet another introduction to rough paths Monotonicity of the extremal functions for one-dimensional inequalities of logarithmic Sobolev type Non-monotone convergence in the quadratic Wasserstein distance On the equation = #x002A; Shabat polynomials and harmonic measure Radial Dunkl Processes Associated with Dihedral Systems Matrix Valued Brownian Motion and a Paper by P#x00F3;lya On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable L#x00E9;vy Processes L#x00E9;vy Systems and Time Changes Self-Similar Branching Markov Chains A Spine Approach to Branching Diffusions with Applications to L-Convergence of Martingales Penalisation of the Standard Random Walk by a Function of the One-Sided Maximum, of the Local Time, or of the Duration of the Excursions Canonical Representation for Gaussian Processes Recognising Whether a Filtration is Brownian: a Case Study Markovian properties of the spin-boson model Statistical properties of Pauli matrices going through noisy channels Erratum to: New methods in the arbitrage theory of financial markets with transaction costs, in Seminaire XLI.
- Yet another introduction to rough paths / Antoine Lejay
- Monotonicity of the extremal functions for one-dimensional inequalities of logarithmic Sobolev type / Miclo Laurent
- Non-monotone convergence in the quadratic Wasserstein distance /Walter Schachermayer, Uwe Schmock, Josef Teichmann
- On the equation = S t * t / Fangjun Xu*
- Shabat polynomials and harmonic measure / Philippe Biane
- Radial Dunkl Processes Associated with Dihedral Systems / Nizar Demni
- Matrix Valued Brownian Motion and a Paper by Pólya / Philippe Biane
- On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes / Kouji Yano, Yuko Yano, Marc Yor
- Lévy Systems and Time Changes / P.J. Fitzsimmons, R.K. Getoor
- Self-Similar Branching Markov Chains / Nathalie Krell
- A Spine Approach to Branching Diffusions with Applications to L p -Convergence of Martingales / Robert Hardy, Simon C. Harris
- Penalisation of the Standard Random Walk by a Function of the One-Sided Maximum, of the Local Time, or of the Duration of the Excursions / Pierre Debs
- Canonical Representation for Gaussian Processes /M. Erraoui, E. H. Essaky
- Recognising Whether a Filtration is Brownian: a Case Study /Michel Émery
- Markovian properties of the spin-boson model / Ameur Dhahri
- Statistical properties of Pauli matrices going through noisy channels / Stéphane Attal, Nadine Guillotin Plantard
- Erratum to: New methods in the arbitrage theory of financial markets with transaction costs, in Seminaire XLI /MikÓs Rásonyi
- Pages 1-101
- Pages 103-130
- Pages 131-136
- Pages 137-145
- Pages 147-151
- Pages 153-169
- Pages 171-185
- Pages 187-227
- Pages 229-259
- Pages 261-280
- Pages 281-330
- Pages 331-363
- Pages 365-381
- Pages 383-396
- Pages 397-432
- Pages 433-448
- Pages 449-449