Author : Jacques Azema
Publisher : Springer
Page : 342 pages
File Size : 42,38 MB
Release : 2008-05-01
Category : Mathematics
ISBN : 3540683526
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.
Author : Jacques Azéma
Publisher :
Page : 396 pages
File Size : 17,83 MB
Release : 2014-09-01
Category :
ISBN : 9783662185391
Author : J. Azema
Publisher : Springer
Page : 432 pages
File Size : 34,13 MB
Release : 2006-11-14
Category : Mathematics
ISBN : 3540484078
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.
Author : J. Azema
Publisher : Springer
Page : 441 pages
File Size : 46,77 MB
Release : 2007-05-06
Category : Mathematics
ISBN : 3540464131
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.
Author : Andreas Kirsch
Publisher :
Page : 0 pages
File Size : 42,18 MB
Release : 1996
Category :
ISBN : 9780387613369
Author : Jacques Azéma
Publisher : Springer Science & Business Media
Page : 468 pages
File Size : 42,96 MB
Release : 2003-11-26
Category : Mathematics
ISBN : 9783540205203
The 37th Séminaire de Probabilités contains A. Lejay's advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths. The rest of the volume consists of various articles on topics familiar to regular readers of the Séminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes.
Author : Catherine Donati-Martin
Publisher : Springer
Page : 657 pages
File Size : 14,31 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 : Marc Yor
Publisher : Springer
Page : 423 pages
File Size : 39,40 MB
Release : 2006-10-17
Category : Mathematics
ISBN : 3540355138
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.
Author : Jacques Azema
Publisher : Springer
Page : 443 pages
File Size : 19,5 MB
Release : 2007-01-05
Category : Mathematics
ISBN : 3540697624
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.
Author : Jacques Azema
Publisher :
Page : 344 pages
File Size : 48,34 MB
Release : 2014-01-15
Category :
ISBN : 9783662198681
