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Séminaire de Probabilités XLIII

Author : Catherine Donati Martin

Publisher : Springer Science & Business Media

Page : 511 pages

File Size : 44,64 MB

Release : 2010-10-28

Category : Mathematics

ISBN : 3642152163

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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.



Séminaire de Probabilités XLV

Author : Catherine Donati-Martin

Publisher : Springer

Page : 556 pages

File Size : 26,68 MB

Release : 2013-07-19

Category : Mathematics

ISBN : 3319003216

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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 XXXIV

Author : J. Azema

Publisher : Springer Science & Business Media

Page : 458 pages

File Size : 26,7 MB

Release : 2000-05-06

Category : Mathematics

ISBN : 9783540673149

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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 XLVIII

Author : Catherine Donati-Martin

Publisher : Springer

Page : 503 pages

File Size : 47,27 MB

Release : 2016-11-17

Category : Mathematics

ISBN : 3319444654

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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.



Séminaire de Probabilités XXXVII

Author : Jacques Azéma

Publisher : Springer Science & Business Media

Page : 468 pages

File Size : 21,31 MB

Release : 2003-11-26

Category : Mathematics

ISBN : 9783540205203

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Book Description

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.



Séminaire de Probabilités L

Author : Catherine Donati-Martin

Publisher : Springer Nature

Page : 562 pages

File Size : 24,74 MB

Release : 2019-11-19

Category : Mathematics

ISBN : 3030285359

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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 : 37,14 MB

Release : 2008-05-07

Category : Mathematics

ISBN : 3540779124

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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 XXXVIII

Author : Michel Émery

Publisher : Springer Science & Business Media

Page : 408 pages

File Size : 26,82 MB

Release : 2004-12-02

Category : Mathematics

ISBN : 9783540239734

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Book Description

Besides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions whose topics range from analysis of semi-groups to free probability, via martingale theory, Wiener space and Brownian motion, Gaussian processes and matrices, diffusions and their applications to PDEs. As do all previous volumes of this series, it provides an overview on the current state of the art in the research on stochastic processes.



Séminaire de Probabilités XLII

Author : Catherine Donati-Martin

Publisher : Springer Science & Business Media

Page : 457 pages

File Size : 50,74 MB

Release : 2009-06-29

Category : Mathematics

ISBN : 3642017622

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Book Description

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.



In Memoriam Marc Yor - Séminaire de Probabilités XLVII

Author : Catherine Donati-Martin

Publisher : Springer

Page : 657 pages

File Size : 19,53 MB

Release : 2015-09-07

Category : Mathematics

ISBN : 3319185853

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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.