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Seminaire de Probabilites XXXIV de J. Azema

Seminaire de Probabilites XXXIV: Lecture Notes in Mathematics, cartea 1729

Editat de J. Azema, M. Emery, M. Ledoux, M. Yor
en Limba Engleză Paperback – 6 mai 2000
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.
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Specificații

ISBN-13: 9783540673149
ISBN-10: 3540673148
Pagini: 446
Ilustrații: VIII, 440 p.
Dimensiuni: 152 x 229 x 23 mm
Greutate: 0.62 kg
Ediția:2000
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seriile Lecture Notes in Mathematics, Séminaire de Probabilités

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

Branching and interacting particle systems approximations of feynman-kac formulae with applications to non-linear filtering.- Exponential inequalities for bessel processes.- On sums of iid random variables indexed by N parameters.- Series of iterated quantum stochastic integrals.- p-variation for families of local times on lines.- Large deviations for some poisson random integrals.- Formes de Dirichlet sur un Espace de Wiener-Poisson. Application au grossissement de filtration.- Saturations of gambling houses.- Convergence of a ‘gibbs-boltzmann’ random measure for a typed branching diffusion.- Time dependent subordination and markov processes with jumps.- Marked excursions and random trees.- Laws of the iterated logarithm for the Brownian snake.- On the Onsager-Machlup functional for elliptic diffusion processes.- A unified approach to several inequalities for gaussian and diffusion measures.- Trous spectraux pour certains algorithmes de Métropolis sur ?.- Comportement asymptotique des fonctions harmoniques sur les arbres.- Asymptotic estimates for the first hitting time of fluctuating additive functionals of Brownian motion.- Monotonicity property for a class of semilinear partial differential equations.- Fast sets and points for fractional Brownian motion.- Some invariance properties (of the laws) of Ocone’s martingales.

Caracteristici

Besides articles, this volume contains a 145-page graduate course on branching and interacting particle systems, with applications to non-linear filtering