Séminaire de Probabilités XXXVIII
Besides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions whose topics range from analysis of semi-groups to free probability, via martingale theory, Wiener space and Brownian motion, Gaussian processes and matrices, diffusions and their ap...
محفوظ في:
| المؤلف الرئيسي: | |
|---|---|
| مؤلفون آخرون: | , |
| التنسيق: | Livre numérique |
| اللغة: | Anglais |
| منشور في: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| الطبعة: | 1st ed. 2005. |
| سلاسل: | Séminaire de Probabilités
1857 |
| الموضوعات: | |
| الوصول للمادة أونلاين: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| ملاحظة: |
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 XXXVIII, Texte imprimé, 9783540239734 |
جدول المحتويات:
- Processus de Lévy: R.A. Doney: Tanaka's construction for random walks and Lévy processes R.A. Doney: Some excursion calculations for spectrally one-sided Lévy processes A.E. Kyprianou, Z. Palmowski: A martingale review of some fluctuation theory for spectrally megative Lévy processes M.R. Pistorius: A potential-theoretical review of some exit problems of spectrally negative Lévy processes L. Nguyen-Ngoc, M. Yor: Some martingales associated to reflected Lévy processes K.B. Erickson, R.A. Maller: Generalised Ornstein-Uhlenbeck processes and the convergence of Lévy integrals Autres Exposés: P. Fougères: Spectral gap for log-concave probability measures on the real line L. Godefroy: Propriété de Choquet-Deny et fonctions harmoniques sur les hypergroupes commutatifs M. Buiculescu: Exponential decay parameters associated with excessive measures V. Grecca: Positive bilinear mappings associated with stochastic processes A. Jakubowski: An almost sure approximation for the predictable process in the Doob-Meyer decomposition theorem A. Cherny, A. Shiryaev: On stochastic integrals up to infinity and predictable criteria for integrability Y. Kabanov, C. Stricker: Remarks on the true no-arbitrage property H. Bühler: Information-equivalence: On filtrations created by independent increments M. Zakai: Rotations and tangent processes on Wiener space I. Shigekawa: Lp multiplier theorem for the Hodge-Kodaira operator G. Peccati, C.A. Tudor: Gaussian limits for vector-valued multiple stochastic integrals J. Rosen: Derivatives of self-intersection local times N. Eisenbaum, C. A. Tudor: On squared fractional Brownian motions A. Ayache et al: Regularity and identification of generalised miltifractional Gaussian processes F. Benaych-Georges: Failure of the Raikov theorem for free random variables G. Aubrun: Aharp small deviation inequality for the largest eigenvalue of a randommatrix F. Baudoin: The tangent space to a hypoelliptic diffusion and applications A. Benchérif-Madani, É. Pardoux: Homogenization of a diffusion with locally periodic coefficients