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Séminaire de Probabilités XLV de Catherine Donati-Martin

Séminaire de Probabilités XLV: Lecture Notes in Mathematics, cartea 2078

Editat de Catherine Donati-Martin, Antoine Lejay, Alain Rouault
en Limba Engleză Paperback – 29 iul 2013
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.
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Specificații

ISBN-13: 9783319003207
ISBN-10: 3319003208
Pagini: 568
Ilustrații: VIII, 558 p. 16 illus., 12 illus. in color.
Dimensiuni: 155 x 235 x 30 mm
Greutate: 0.79 kg
Ediția:2013
Editura: Springer International Publishing
Colecția Springer
Seriile Lecture Notes in Mathematics, Séminaire de Probabilités

Locul publicării:Cham, Switzerland

Public țintă

Research

Cuprins

Special Course: I. Nourdin: Lectures on Gaussian approximations with Malliavin calculus.- Other Contributions: V. Prokaj: Some sufficient conditions for the ergodicity of the Lévy-transformation.- S. Laurent: Vershik’s intermediate level standardness criterion and the scale of an automorphism.- C. Dellacherie and M. Émery: Filtrations indexed by ordinals; application to a conjecture of S. Laurent.- M. Émery: A planar Borel set which divides every Borel product.- J. Brossard et C. Leuridan: Characterising Ocone local martingales with reflections.- H. Hashimoto: Approximation and stability of solutions of SDEs driven by a symmetric a stable process with non-Lipschitz coefficients.- C. Cuchiero and Josef Teichman: Path properties and regularity of affine processes on general state spaces.- E. Jacob: Langevin process reflected on a partially elastic boundary II.- R. Doney and S. Vakeroudis: Windings of planar stable processes.- A. Sokol: Elementary proof that the first hitting time of an open set by a jump process is a stopping time.- L. Döring and M. Roberts: Catalytic branching processes via spine techniques and renewal theory.- S. Bourguin and C. Tudor: Malliavin calculus and self normalized sums.- P. Catuogno, D. Ledesma and P. Ruffino: A note on stochastic calculus in vector bundles.- G. Pagès: Functional co-monotony of processes with an application to peacocks.- S. Noreddine: Fluctuations of the traces of complex-valued iid random matrices.- J. Ortmann: Functionals of the Free Brownian motion.- L. Miclo and P. Monmarche´: Étude de processus moins indécis que les autres.- F. Barthe and C. Bordenave:  Combinatorial optimization over two random point sets.- I. Kortchemski: A simple proof of Duquesne’s theorem on contour processes of conditioned Galton-Watson trees.

Textul de pe ultima copertă

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.

Caracteristici

This volume provides a broad insights on current, high level researches in probability theory Includes supplementary material: sn.pub/extras