Author : Jacques Azema
Publisher : Springer
Page : 340 pages
File Size : 42,97 MB
Release : 2006-11-15
Category : Mathematics
ISBN : 3540486569
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.
Author : J. Azema
Publisher : Springer
Page : 434 pages
File Size : 20,23 MB
Release : 2004-10-21
Category : Mathematics
ISBN : 3540446710
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.
Author : Jacques Azema
Publisher : Springer
Page : 337 pages
File Size : 31,92 MB
Release : 2006-11-14
Category : Mathematics
ISBN : 354044744X
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.
Author : J. Azema
Publisher : Springer
Page : 441 pages
File Size : 17,38 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 : Catherine Donati Martin
Publisher : Springer
Page : 511 pages
File Size : 45,23 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 : Jacques Azema
Publisher : Springer
Page : 342 pages
File Size : 13,44 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 : Springer
Page : 507 pages
File Size : 15,61 MB
Release : 2004-10-21
Category : Mathematics
ISBN : 3540361073
The 36th Sminaire de Probabilits contains an advanced course on Logarithmic Sobolev Inequalities by A. Guionnet and B. Zegarlinski, as well as two shorter surveys by L. Pastur and N. O'Connell on the theory of random matrices and their links with stochastic processes. The main themes of the other contributions are Logarithmic Sobolev Inequalities, Stochastic Calculus, Martingale Theory and Filtrations. Besides the traditional readership of the Sminaires, this volume will be useful to researchers in statistical mechanics and mathematical finance.
Author : Jacques Azema
Publisher :
Page : 344 pages
File Size : 27,99 MB
Release : 2014-01-15
Category :
ISBN : 9783662198681
Author : Catherine Donati-Martin
Publisher : Springer
Page : 556 pages
File Size : 44,92 MB
Release : 2013-07-19
Category : Mathematics
ISBN : 3319003216
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.
Author : Catherine Donati-Martin
Publisher : Springer Nature
Page : 399 pages
File Size : 27,80 MB
Release : 2022-05-13
Category : Mathematics
ISBN : 3030964094
This volume presents a selection of texts that reflects the current research streams in probability, with an interest toward topics such as filtrations, Markov processes and Markov chains as well as large deviations, Stochastic Partial Differential equations, rough paths theory, quantum probabilities and percolation on graphs. The featured contributors are R. L. Karandikar and B. V. Rao, C. Leuridan, M. Vidmar, L. Miclo and P. Patie, A. Bernou, M.-E. Caballero and A. Rouault, J. Dedecker, F. Merlevède and E. Rio, F. Brosset, T. Klein, A. Lagnoux and P. Petit, C. Marinelli and L. Scarpa, C. Castaing, N. Marie and P. Raynaud de Fitte, S. Attal, J. Deschamps and C. Pellegrini, and N. Eisenbaum.
