Séminaire de Probabilités XXXVI
Author : Jacques Azéma
Publisher : Springer Science & Business Media
Page : 520 pages
File Size : 15,95 MB
Release : 2002-11-26
Category : Mathematics
ISBN : 9783540000723
Seminaire de Probabilites XXXI
Author : Jacques Azema
Publisher : Springer
Page : 342 pages
File Size : 19,3 MB
Release : 2008-05-01
Category : Mathematics
ISBN : 3540683526
Book Description
The 31 papers collected here present original research results obtained in 1995-96, on Brownian motion and, more generally, diffusion processes, martingales, Wiener spaces, polymer measures.
Seminaire de Probabilites XXXV
Author : J. Azema
Publisher : Springer
Page : 434 pages
File Size : 18,79 MB
Release : 2004-10-21
Category : Mathematics
ISBN : 3540446710
Book Description
Annotation. Researchers and graduate students in the theory of stochastic processes will find in this 35th volume some thirty articles on martingale theory, martingales and finance, analytical inequalities and semigroups, stochastic differential equations, functionals of Brownian motion and of Lévy processes. Ledoux's article contains a self-contained introduction to the use of semigroups in spectral gaps and logarithmic Sobolev inequalities; the contribution by Emery and Schachermayer includes an exposition for probabilists of Vershik's theory of backward discrete filtrations.
Séminaire de Probabilités XXXVII
Author : Jacques Azéma
Publisher : Springer
Page : 460 pages
File Size : 44,5 MB
Release : 2003-12-10
Category : Mathematics
ISBN : 3540400044
Book Description
Séminaire de Probabilités XXXII
Author : Jacques Azema
Publisher : Springer
Page : 443 pages
File Size : 31,47 MB
Release : 2007-01-05
Category : Mathematics
ISBN : 3540697624
Book Description
All the papers in the volume are original research papers, discussing fundamental properties of stochastic processes. The topics under study (martingales, filtrations, path properties, etc.) represent an important part of the current research performed in 1996-97 by various groups of probabilists in France and abroad.
In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX
Author : Marc Yor
Publisher : Springer
Page : 423 pages
File Size : 27,16 MB
Release : 2006-10-17
Category : Mathematics
ISBN : 3540355138
Book Description
The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements are recalled in this book, and tributes are paid by his friends and colleagues. This volume also contains mathematical contributions to classical and quantum stochastic calculus, the theory of processes, martingales and their applications to mathematical finance and Brownian motion. These contributions provide an overview on the current trends of stochastic calculus.
Séminaire de Probabilités XLIII
Author : Catherine Donati Martin
Publisher : Springer Science & Business Media
Page : 511 pages
File Size : 44,89 MB
Release : 2010-10-28
Category : Mathematics
ISBN : 3642152163
Book Description
This is a new volume of the Séminaire de Probabilités which is now in its 43rd year. Following the tradition, this volume contains about 20 original research and survey articles on topics related to stochastic analysis. It contains an advanced course of J. Picard on the representation formulae for fractional Brownian motion. The regular chapters cover a wide range of themes, such as stochastic calculus and stochastic differential equations, stochastic differential geometry, filtrations, analysis on Wiener space, random matrices and free probability, as well as mathematical finance. Some of the contributions were presented at the Journées de Probabilités held in Poitiers in June 2009.
Seminaire de Probabilites XXXIV
Author : J. Azema
Publisher : Springer Science & Business Media
Page : 458 pages
File Size : 21,92 MB
Release : 2000-05-06
Category : Mathematics
ISBN : 9783540673149
Book Description
This volume contains 19 contributions to various subjects in the theory of (commutative and non-commutative) stochastic processes. It also provides a 145-page graduate course on branching and interacting particle systems, with applications to non-linear filtering, by P. del Moral and L. Miclo.
Séminaire de Probabilités XLI
Author : Catherine Donati-Martin
Publisher : Springer
Page : 459 pages
File Size : 31,24 MB
Release : 2008-08-30
Category : Mathematics
ISBN : 3540779132
Book Description
Stochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or other), Lévy processes, martingales and probabilistic finance. Other probabilistic themes are also present: large random matrices, statistical mechanics. The contributions in this volume provide a sampling of recent results on these topics. All contributions with the exception of two are written in English language.
In Memoriam Marc Yor - Séminaire de Probabilités XLVII
Author : Catherine Donati-Martin
Publisher : Springer
Page : 657 pages
File Size : 36,67 MB
Release : 2015-09-07
Category : Mathematics
ISBN : 3319185853
Book Description
This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament to the value and diversity of his work and of his research focus, which covered broad areas of probability theory. The volume also provides personal recollections about him, and an article on his essential role concerning the Doeblin documents. With contributions by P. Salminen, J-Y. Yen & M. Yor; J. Warren; T. Funaki; J. Pitman& W. Tang; J-F. Le Gall; L. Alili, P. Graczyk & T. Zak; K. Yano & Y. Yano; D. Bakry & O. Zribi; A. Aksamit, T. Choulli & M. Jeanblanc; J. Pitman; J. Obloj, P. Spoida & N. Touzi; P. Biane; J. Najnudel; P. Fitzsimmons, Y. Le Jan & J. Rosen; L.C.G. Rogers & M. Duembgen; E. Azmoodeh, G. Peccati & G. Poly, timP-L Méliot, A. Nikeghbali; P. Baldi; N. Demni, A. Rouault & M. Zani; N. O'Connell; N. Ikeda & H. Matsumoto; A. Comtet & Y. Tourigny; P. Bougerol; L. Chaumont; L. Devroye & G. Letac; D. Stroock and M. Emery.
