Author : Catherine Donati-Martin
Publisher : Springer Science & Business Media
Page : 457 pages
File Size : 19,72 MB
Release : 2009-06-29
Category : Mathematics
ISBN : 3642017622
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, penalization, representation of Gaussian processes, filtrations and quantum probability.
Author : Catherine Donati Martin
Publisher : Springer
Page : 511 pages
File Size : 33,36 MB
Release : 2010-10-20
Category : Mathematics
ISBN : 3642152171
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.
Author : Catherine Donati-Martin
Publisher : Springer
Page : 511 pages
File Size : 23,18 MB
Release : 2014-12-29
Category : Mathematics
ISBN : 3319119702
Providing a broad overview of the current state of the art in probability theory and its applications, and featuring an article coauthored by Mark Yor, this volume contains contributions on branching processes, Lévy processes, random walks and martingales and their connection with, among other topics, rough paths, semi-groups, heat kernel asymptotics and mathematical finance.
Author : Catherine Donati-Martin
Publisher : Springer
Page : 466 pages
File Size : 45,10 MB
Release : 2012-05-12
Category : Mathematics
ISBN : 3642274617
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, such as stochastic calculus, local times and excursions, and martingales. Some subjects already touched on in the previous volumes are still here: free probability, rough paths, limit theorems for general processes (here fractional Brownian motion and polymers), and large deviations. Lastly, this volume explores new topics, including variable length Markov chains and peacocks. We hope that the whole volume is a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France.
Author : Catherine Donati-Martin
Publisher : Springer
Page : 459 pages
File Size : 31,6 MB
Release : 2008-08-30
Category : Mathematics
ISBN : 3540779132
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.
Author : Catherine Donati-Martin
Publisher : Springer
Page : 657 pages
File Size : 24,65 MB
Release : 2015-09-07
Category : Mathematics
ISBN : 3319185853
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.
Author :
Publisher :
Page : 484 pages
File Size : 42,94 MB
Release : 2008
Category : Probabilities
ISBN :
Contents of 1-14 (1966/67-1978/79) in v. 15 (1979/80)
Author :
Publisher :
Page : 782 pages
File Size : 28,87 MB
Release : 1980
Category : Mathematics
ISBN :
Author :
Publisher :
Page : pages
File Size : 23,78 MB
Release : 1956
Category : Union catalogs
ISBN :
Includes entries for maps and atlases.
Author : Library of Congress
Publisher :
Page : 646 pages
File Size : 26,66 MB
Release : 1965
Category : Catalogs, Subject
ISBN :
