Seminaire de Probabilites XXVIII
Author : Jacques Azema
Publisher :
Page : 344 pages
File Size : 42,81 MB
Release : 2014-01-15
Category :
ISBN : 9783662198681
Seminaire de Probabilites XXVII
Author : Jaques Azema
Publisher :
Page : 340 pages
File Size : 22,57 MB
Release : 2014-09-01
Category :
ISBN : 9783662198339
Book Description
Seminaire de Probabilites XXVI
Author : Jacques Azema
Publisher :
Page : 644 pages
File Size : 31,8 MB
Release : 2014-01-15
Category :
ISBN : 9783662180426
Book Description
Seminaire de Probabilites XXVIII
Author : Jacques Azema
Publisher : Springer
Page : 340 pages
File Size : 25,5 MB
Release : 2006-11-15
Category : Mathematics
ISBN : 3540486569
Book Description
In this volume of original research papers, the main topics discussed relate to the asymptotic windings of planar Brownian motion, structure equations, closure properties of stochastic integrals. The contents of the volume represent an important fraction of research undertaken by French probabilists and their collaborators from abroad during the academic year 1992-1993.
Seminaire de Probabilites XXXIV
Author : J. Azema
Publisher : Springer
Page : 441 pages
File Size : 10,13 MB
Release : 2007-05-06
Category : Mathematics
ISBN : 3540464131
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.
Seminaire de Probabilites XXXV
Author : J. Azema
Publisher : Springer
Page : 434 pages
File Size : 20,58 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 XLIII
Author : Catherine Donati Martin
Publisher : Springer
Page : 511 pages
File Size : 12,58 MB
Release : 2010-10-20
Category : Mathematics
ISBN : 3642152171
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 XXIX
Author : Jacques Azema
Publisher : Springer
Page : 337 pages
File Size : 28,23 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.
Séminaire de Probabilités XLV
Author : Catherine Donati-Martin
Publisher : Springer
Page : 556 pages
File Size : 42,18 MB
Release : 2013-07-19
Category : Mathematics
ISBN : 3319003216
Book Description
The series of advanced courses initiated in Séminaire de Probabilités XXXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus. The Séminaire also occasionally publishes a series of contributions on a unifying subject; in this spirit, selected participants to the September 2011 Conference on Stochastic Filtrations, held in Strasbourg and organized by Michel Émery, have also contributed to the present volume. The rest of the work covers a wide range of topics, such as stochastic calculus and Markov processes, random matrices and free probability, and combinatorial optimization.
Seminaire de Probabilites XXXI
Author : Jacques Azema
Publisher : Springer
Page : 342 pages
File Size : 43,95 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.
