Séminaire de probabilités. XLV
The series of advanced courses initiated in Séminaire de Probabilités XXXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus. The Séminaire also occasionally publishes a series of contributions on a unifying subject; in this spirit, selected participants t...
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| Autres auteurs: | , , |
| Format: | Livre numérique |
| Langue: | Multiple |
| Publié: |
Cham :
Springer International Publishing
[20..].
Cham : Springer Nature |
| Édition: | 1st ed. 2013. |
| Collection: | Séminaire de Probabilités
2078 |
| Sujets: | |
| Accès en ligne: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
Textes et résumés en anglais L'impression du document génère 556 p. 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 XLV, Catherine Donati-Martin, Antoine Lejay, Alain Rouault, editors, 2013, Cham, Springer, 1 vol. (VIII-558 p.), Lecture notes in mathematics, 978-3-319-00320-7 • Séminaire de probabilités XLV, Catherine Donati-Martin, Antoine Lejay, Alain Rouault, editors, 2013, Cham, Springer, 1 vol. (VIII-558 p.), Lecture notes in mathematics, 978-3-319-00320-7 • Séminaire de Probabilités XLV, Texte imprimé, 9783319003221 • Séminaire de probabilités XLV, Catherine Donati-Martin, Antoine Lejay, Alain Rouault, editors, 2013, Cham, Springer, 1 vol. (VIII-558 p.), Lecture notes in mathematics, 978-3-319-00320-7 • Séminaire de Probabilités XLV, Texte imprimé, 9783319003221 |
Table des matières:
- Special Course: I. Nourdin: Lectures on Gaussian approximations with Malliavin calculus Other Contributions: V. Prokaj: Some sufficient conditions for the ergodicity of the Lévy-transformation S. Laurent: Vershik's intermediate level standardness criterion and the scale of an automorphism C. Dellacherie and M. Émery: Filtrations indexed by ordinals; application to a conjecture of S. Laurent M. Émery: A planar Borel set which divides every Borel product J. Brossard et C. Leuridan: Characterising Ocone local martingales with reflections H. Hashimoto: Approximation and stability of solutions of SDEs driven by a symmetric a stable process with non-Lipschitz coefficients C. Cuchiero and Josef Teichman: Path properties and regularity of affine processes on general state spaces E. Jacob: Langevin process reflected on a partially elastic boundary II R. Doney and S. Vakeroudis: Windings of planar stable processes A. Sokol: Elementary proof that the first hitting time of an open set by a jump process is a stopping time L. Döring and M. Roberts: Catalytic branching processes via spine techniques and renewal theory S. Bourguin and C. Tudor: Malliavin calculus and self normalized sums P. Catuogno, D. Ledesma and P. Ruffino: A note on stochastic calculus in vector bundles G. Pagès: Functional co-monotony of processes with an application to peacocks S. Noreddine: Fluctuations of the traces of complex-valued iid random matrices J. Ortmann: Functionals of the Free Brownian motion L. Miclo and P. Monmarche : Étude de processus moins indécis que les autres F. Barthe and C. Bordenave: Combinatorial optimization over two random point sets I. Kortchemski: A simple proof of Duquesne's theorem on contour processes of conditioned Galton-Watson trees.
- Lectures on Gaussian approximations with Malliavin calculus / Ivan Nourdin
- Some sufficient conditions for the ergodicity of the Lévy transformation / Vilmos Prokaj
- Vershik's intermediate level standardness criterion and the scale of an automorphism / Stéphane Laurent
- Filtrations indexed by ordinals; application to a conjecture of S. Laurent / Claude Dellacherie and Michel Émery
- A planar Borel set which divides every non-negligible Borel product / Michel Émery
- Characterising ocone local martingales with reflections / Jean Brossard and Christophe Leuridan
- Approximation and stability of solutions of SDEs driven by a symmetric [alpha] stable process with non-Lipschitz coefficients / Hiroya Hashimoto
- Path properties and regularity of affine processes on general state spaces / Christa Cuchiero and Josef Teichmann
- Langevin process reflected on a partially elastic boundary II / Emmanuel Jacob
- Windings of planar stable processes / R.A. Doney and S. Vakeroudis
- An elementary proof that the first hitting time of an open set by a jump process is a stopping time / Alexander Sokol
- Catalytic branching processes via spine techniques and renewal theory / Leif Döring and Matthew I. Roberts
- Malliavin calculus and self normalized sums / Solesne Bourguin and Ciprian A. Tudor
- A note on stochastic calculus in vector bundles / Pedro J. Catuogno, Diego S. Ledesma, and Paulo R. Ruffino
- Functional co-monotony of processes with applications to peacocks and barrier options / Gilles Pagés
- Fluctuations of the traces of complex-valued random matrices / Salim Noreddine
- Functionals of the Brownian bridge / Janosch Ortmann
- Étude spectrale minutieuse de processus moins indécis que les autres / Laurent Miclo et Pierre Monmarché
- Combinatorial optimization over two random point sets / Franck Barthe and Charles Bordenave
- A simple proof of Duquesne's theorem on contour processes of conditioned Galton-Watson trees / Igor Kortchemski