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Seminaire de Probabilites XXX de Jacques Azema

Seminaire de Probabilites XXX: Lecture Notes in Mathematics, cartea 1626

Editat de Jacques Azema, Michel Emery, Marc Yor
en Limba Engleză Paperback – 18 iun 1996
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,...).
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Specificații

ISBN-13: 9783540613367
ISBN-10: 3540613366
Pagini: 396
Ilustrații: VIII, 388 p.
Dimensiuni: 155 x 235 x 21 mm
Greutate: 0.55 kg
Ediția:1996
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seriile Lecture Notes in Mathematics, Séminaire de Probabilités

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

Remarques sur l’intégrale de Riemann généralisée.- Deux applications de la décomposition de Galtchouk-Kunita-Watanabe.- Comparaison des lois stationnaire et quasi-stationnaire d’un processus de Markov et application à la fiabilité.- The asymptotic composition of supercritical, multi-type branching populations.- Un lien entre réseaux de neurones et systèmes de particules: Un modele de rétinotopie.- Cohomologie de Bismut-Nualart-Pardoux et cohomologie de Hochschild entiere.- Un contre-exemple touchant à l’indépendance.- An asymptotic evaluation of heat kernel for short time.- Meyer’s Topology and Brownian motion in a composite medium.- Continuous Maassen kernels and the inverse oscillator.- Sur le modèle d’Heisenberg.- Sur les inégalités GKS.- How long does it take a transient Bessel process to reach its future infimum?.- Strong and weak order of time discretization schemes of stochastic differential equations.- Projection d’une diffusion sur sa filtration lente.- Une propriété des martingales pures.- Une démonstration élémentaire d’une identité de Biane et Yor.- First order calculus and last entrance times.- Minimization of the Kullback information for some Markov processes.- Sur les processus croissants de type injectif.- A characterisation of the closure of H ? in BMO.- On a conjecture of Kazamaki.- Hirsch’s integral test for the iterated Brownian motion.- Rectifications à “Semi-martingales banachiques, le théorème des trois opérateurs” (Séminaire XXVIII, L.N.M. 1583, 1994, pages 1–20).