Séminaire de probabilités. XLIV
As usual, some of the contributions to this 44th Séminaire de Probabilités were presented during the Journées de Probabilités held in Dijon in June 2010. The remainder were spontaneous submissions or were solicited by the editors. The traditional and historical themes of the Séminaire are covered, s...
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| Συγγραφή απο Οργανισμό/Αρχή: | |
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| Άλλοι συγγραφείς: | , , |
| Μορφή: | Livre numérique |
| Γλώσσα: | Anglais |
| Έκδοση: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Έκδοση: | 1st ed. 2012. |
| Σειρά: | Séminaire de Probabilités
2046 |
| Θέματα: | |
| Διαθέσιμο Online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Σημείωση: |
L'impression du document génère 465 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 XLIV, [held in Dijon, June 2010], Catherine Donati-Martin, Antoine Lejay, Alain Rouault (eds.), 2012, Heidelberg, Springer, 1 vol. (VIII-469 p.), Lecture notes in mathematics, 978-3-642-27460-2 • Séminaire de Probabilités XLIV, 9783642274626 |
Πίνακας περιεχομένων:
- Context trees, variable length Markov chains and dynamical sources Martingale property of generalized stochastic exponentials Some classes of proper integrals and generalized Ornstein-Uhlenbeck processes Martingale representations for diffusion processes and backward stochastic differential equations Quadratic Semimartingale BSDEs Under an Exponential Moments Condition The derivative of the intersection local time of Brownian motion through Wiener chaos On the occupation times of Brownian excursions and Brownian loops Discrete approximation to solution flows of Tanaka s SDE related to Walsh Brownian motion Spectral Distribution of the Free unitary Brownian motion: another approach Another failure in the analogy between Gaussian and semicircle laws Global solutions to rough differential equations with unbounded vector fields Asymptotic behavior of oscillatory fractional processes Time inversion property for rotation invariant self-similar diffusion processes On Peacocks: a general introduction to two articles Some examples of peacocks in a Markovian set-up Peacocks obtained by normalisation; strong and very strong peacocks Branching Brownian motion: Almost sure growth along scaled paths On the delocalized phase of the random pinning model Large deviations for Gaussian stationary processes and semi-classical analysis Girsanov theory under a finite entropy condition