Seminaire de Probabilites XXX
Author : Jacques Azéma
Publisher :
Page : 396 pages
File Size : 38,75 MB
Release : 2014-09-01
Category :
ISBN : 9783662185391
Author : Jacques Azéma
Publisher :
Page : 396 pages
File Size : 38,75 MB
Release : 2014-09-01
Category :
ISBN : 9783662185391
Author : Jacques Azema
Publisher : Springer
Page : 342 pages
File Size : 19,3 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 Azema
Publisher : Springer
Page : 390 pages
File Size : 19,29 MB
Release : 2006-11-14
Category : Mathematics
ISBN : 3540684638
The volume consists entirely of research papers, principally in stochastic calculus, martingales, and Brownian motion, and gathers an important part of the works done in the main probability groups in France (Paris, Strasbourg, Toulouse, Besançon, Grenoble,...) together with closely related works done by some probabilists elsewhere (Switzerland, India, Austria,...).
Author : J. Azema
Publisher : Springer
Page : 441 pages
File Size : 19,27 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 : 10,1 MB
Release : 1996
Category :
ISBN : 9780387613369
Author : Jacques Azema
Publisher : Springer
Page : 443 pages
File Size : 20,70 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 : Catherine Donati-Martin
Publisher : Springer Nature
Page : 562 pages
File Size : 31,42 MB
Release : 2019-11-19
Category : Mathematics
ISBN : 3030285359
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.
Author : J. Azema
Publisher :
Page : 440 pages
File Size : 35,50 MB
Release : 2014-01-15
Category :
ISBN : 9783662207284
Author : J. Azema
Publisher : Springer
Page : 418 pages
File Size : 26,50 MB
Release : 1999-10-19
Category : Mathematics
ISBN : 9783540663423
Besides topics traditionally found in the Séminaire de Probabilités (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 : Jacques Azéma
Publisher : Springer Science & Business Media
Page : 468 pages
File Size : 15,47 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.