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Séminaire de Probabilités XXXVIII de Michel Émery

Séminaire de Probabilités XXXVIII: Lecture Notes in Mathematics, cartea 1857

Editat de Michel Émery, Michel Ledoux, Marc Yor
en Limba Engleză Paperback – 2 dec 2004
Besides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions whose topics range from analysis of semi-groups to free probability, via martingale theory, Wiener space and Brownian motion, Gaussian processes and matrices, diffusions and their applications to PDEs.
As do all previous volumes of this series, it provides an overview on the current state of the art in the research on stochastic processes.
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Specificații

ISBN-13: 9783540239734
ISBN-10: 3540239731
Pagini: 408
Ilustrații: IX, 394 p.
Dimensiuni: 155 x 235 x 24 mm
Greutate: 0.59 kg
Ediția:2005
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seriile Lecture Notes in Mathematics, Séminaire de Probabilités

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

Processus de Lévy: R.A. Doney: Tanaka's construction for random walks and Lévy processes.- R.A. Doney: Some excursion calculations for spectrally one-sided Lévy processes.- A.E. Kyprianou, Z. Palmowski: A martingale review of some fluctuation theory for spectrally megative Lévy processes.- M.R. Pistorius: A potential-theoretical review of some exit problems of spectrally negative Lévy processes.- L. Nguyen-Ngoc, M. Yor: Some martingales associated to reflected Lévy processes.- K.B. Erickson, R.A. Maller: Generalised Ornstein-Uhlenbeck processes and the convergence of Lévy integrals.- Autres Exposés: P. Fougères: Spectral gap for log-concave probability measures on the real line.- L. Godefroy: Propriété de Choquet-Deny et fonctions harmoniques sur les hypergroupes commutatifs.- M. Buiculescu: Exponential decay parameters associated with excessive measures.- V. Grecca: Positive bilinear mappings associated with stochastic processes.- A. Jakubowski: An almost sure approximation for the predictable process in the Doob-Meyer decomposition theorem.- A. Cherny, A. Shiryaev: On stochastic integrals up to infinity and predictable criteria for integrability.- Y. Kabanov, C. Stricker: Remarks on the true no-arbitrage property.- H. Bühler: Information-equivalence: On filtrations created by independent increments.- M. Zakai: Rotations and tangent processes on Wiener space.- I. Shigekawa: Lp multiplier theorem for the Hodge-Kodaira operator.- G. Peccati, C.A. Tudor: Gaussian limits for vector-valued multiple stochastic integrals.- J. Rosen: Derivatives of self-intersection local times.- N. Eisenbaum, C. A. Tudor: On squared fractional Brownian motions.- A. Ayache et al: Regularity and identification of generalised miltifractional Gaussian processes.- F. Benaych-Georges:Failure of the Raikov theorem for free random variables.- G. Aubrun: Aharp small deviation inequality for the largest eigenvalue of a randommatrix.- F. Baudoin: The tangent space to a hypoelliptic diffusion and applications.- A. Benchérif-Madani, É. Pardoux: Homogenization of a diffusion with locally periodic coefficients.

Textul de pe ultima copertă

Besides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions whose topics range from analysis of semi-groups to free probability, via martingale theory, Wiener space and Brownian motion, Gaussian processes and matrices, diffusions and their applications to PDEs.
As do all previous volumes of this series, it provides an overview on the current state of the art in the research on stochastic processes.

Caracteristici

Includes supplementary material: sn.pub/extras