Seminaire de Probabilites Xxi
Author : Jacques Azéma
Publisher :
Page : 0 pages
File Size : 38,1 MB
Release : 1987
Category :
ISBN :
Seminaire de Probabilites XXXI
Author : Jacques Azema
Publisher : Springer
Page : 342 pages
File Size : 30,30 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.
Séminaire de Probabilités L
Author : Catherine Donati-Martin
Publisher : Springer Nature
Page : 562 pages
File Size : 23,1 MB
Release : 2019-11-19
Category : Mathematics
ISBN : 3030285359
Book Description
This milestone 50th volume of the "Séminaire de Probabilités" pays tribute with a series of memorial texts to one of its former editors, Jacques Azéma, who passed away in January. The founders of the "Séminaire de Strasbourg", which included Jacques Azéma, probably had no idea of the possible longevity and success of the process they initiated in 1967. Continuing in this long tradition, this volume contains contributions on state-of-art research on Brownian filtrations, stochastic differential equations and their applications, regularity structures, quantum diffusion, interlacing diffusions, mod-Ø convergence, Markov soup, stochastic billiards and other current streams of research.
Séminaire de Probabilités XLI
Author : Catherine Donati-Martin
Publisher : Springer Science & Business Media
Page : 459 pages
File Size : 24,24 MB
Release : 2008-05-07
Category : Mathematics
ISBN : 3540779124
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.
Séminaire de Probabilités XLIX
Author : Catherine Donati-Martin
Publisher : Springer
Page : 544 pages
File Size : 36,46 MB
Release : 2018-08-07
Category : Mathematics
ISBN : 3319924206
Book Description
This 49th volume offers a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France. This includes articles on latest developments on diffusion processes, large deviations, martingale theory, quasi-stationary distribution, random matrices, and many more. All the contributions come from spontaneous submissions and their diversity illustrates the good health of this branch of mathematics. The featured contributors are E. Boissard, F. Bouguet, J. Brossard, M. Capitaine, P. Cattiaux, N. Champagnat, K. Abdoulaye Coulibaly-Pasquier, H. Elad Altman, A. Guillin, P. Kratz, A. Lejay, C. Leuridan, P. McGill, L. Miclo, G. Pagès, E. Pardoux, P. Petit, B. Rajeev, L. Serlet, H. Tsukada, D. Villeomannais and B. Wilbertz.
Séminaire de Probabilités XXXII
Author : Jacques Azema
Publisher : Springer
Page : 443 pages
File Size : 45,27 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.
Séminaire de Probabilités XLVIII
Author : Catherine Donati-Martin
Publisher : Springer
Page : 503 pages
File Size : 43,21 MB
Release : 2016-11-17
Category : Mathematics
ISBN : 3319444654
Book Description
In addition to its further exploration of the subject of peacocks, introduced in recent Séminaires de Probabilités, this volume continues the series’ focus on current research themes in traditional topics such as stochastic calculus, filtrations and random matrices. Also included are some particularly interesting articles involving harmonic measures, random fields and loop soups. The featured contributors are Mathias Beiglböck, Martin Huesmann and Florian Stebegg, Nicolas Juillet, Gilles Pags, Dai Taguchi, Alexis Devulder, Mátyás Barczy and Peter Kern, I. Bailleul, Jürgen Angst and Camille Tardif, Nicolas Privault, Anita Behme, Alexander Lindner and Makoto Maejima, Cédric Lecouvey and Kilian Raschel, Christophe Profeta and Thomas Simon, O. Khorunzhiy and Songzi Li, Franck Maunoury, Stéphane Laurent, Anna Aksamit and Libo Li, David Applebaum, and Wendelin Werner.
Seminaire de Probabilites XXXIII
Author : J. Azema
Publisher : Springer
Page : 432 pages
File Size : 31,81 MB
Release : 2006-11-14
Category : Mathematics
ISBN : 3540484078
Book Description
Besides topics traditionally found in the Sminaire de Probabilits (Martingale Theory, Stochastic Processes, questions of general interest in Probability Theory), this volume XXXIII presents nine contributions to the study of filtrations up to isomorphism. It also contains three graduate courses: Dynamics of stochastic algorithms, by M. Benaim; Simulated annealing algorithms and Markov chains with rare transitions, by O. Catoni; and Concentration of measure and logarithmic Sobolev inequalities, by M. Ledoux. These up to date courses present the state of the art in three matters of interest to students in theoretical or applied Probability Theory, and to researchers as well.
Séminaire de Probabilités XLIV
Author : Catherine Donati-Martin
Publisher : Springer
Page : 466 pages
File Size : 35,37 MB
Release : 2012-05-12
Category : Mathematics
ISBN : 3642274617
Book Description
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.
Seminaire de Probabilites XXIX
Author : Jacques Azema
Publisher : Springer
Page : 337 pages
File Size : 48,9 MB
Release : 2006-11-14
Category : Mathematics
ISBN : 354044744X
Book Description
All the papers included in this volume are original research papers. They represent an important part of the work of French probabilists and colleagues with whom they are in close contact throughout the world. The main topics of the papers are martingale and Markov processes studies.
