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Séminaire de Probabilités XLII [electronic resource] /edited by Catherine Donati-Martin, Michel Émery, Alain Rouault, Christophe Stricker.

by Donati-Martin, Catherine [editor.]; Émery, Michel [editor.]; Rouault, Alain [editor.]; Stricker, Christophe [editor.]; SpringerLink (Online service).
Material type: materialTypeLabelBookSeries: Lecture Notes in Mathematics: 1979Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : 2009.Description: XIII, 449 p. online resource.ISBN: 9783642017636.Subject(s): Mathematics | Functional equations | Operator theory | Systems theory | Number theory | Distribution (Probability theory) | Mathematics | Probability Theory and Stochastic Processes | Number Theory | Difference and Functional Equations | Operator Theory | Systems Theory, ControlDDC classification: 519.2 Online resources: Click here to access online
Contents:
Antoine Lejay Yet another introduction to rough paths -- Laurent Miclo Monotonicity of the extremal functionsfor one-dimensional inequalities of log-Sobolev type -- Walter Schachermayer, Uwe Schmock, Josef Teichmann Non-monotone convergence in the quadratic Wasserstein distance -- Fangjun Xu On the equation µ = St µ*µt -- Philippe Biane Shabat polynomials and harmonic measure -- Nizar Demni Radial Dunkl processes associated with dihedral systems -- Philippe Biane Matrix valued Brownian motion and a paper by Pólya -- Kouji Yano, Yuko Yano, Marc Yor On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes.-Patrick J. Fitzsimmons, Ronald K. Getoor Lévy systems and time changes -- Nathalie Krell Self-similar branching Markov chains -- Robert Hardy, Simon C. Harris A spine approach to branching diffusions with applications to Lp-convergence of martingales -- Pierre Debs Penalisation of the standard random walk by a function of the one-sided maximum, of the local time, or of the duration of the excursions -- M. Erraoui, E.H. Essaky Canonical representation for Gaussian processes -- Michel Émery Recognising whether a filtration is Brownian: a case study -- Ameur Dhahri Markovian properties of the spin-boson model -- Stéphane Attal and Nadine Guillotin-Plantard Statistical properties of Pauli matrices going through noisy channels -- Miklos Rasonyi Erratum to: "New methods in the arbitrage theory of financial markets with transaction costs'', in Séminaire XLI.
In: Springer eBooksSummary: The tradition of specialized courses in the Séminaires de Probabilités is continued with A. Lejay's Another introduction to rough paths. Other topics from this 42nd volume range from the interface between analysis and probability to special processes, Lévy processes and Lévy systems, branching, penalization, representation of Gaussian processes, filtrations and quantum probability.
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Antoine Lejay Yet another introduction to rough paths -- Laurent Miclo Monotonicity of the extremal functionsfor one-dimensional inequalities of log-Sobolev type -- Walter Schachermayer, Uwe Schmock, Josef Teichmann Non-monotone convergence in the quadratic Wasserstein distance -- Fangjun Xu On the equation µ = St µ*µt -- Philippe Biane Shabat polynomials and harmonic measure -- Nizar Demni Radial Dunkl processes associated with dihedral systems -- Philippe Biane Matrix valued Brownian motion and a paper by Pólya -- Kouji Yano, Yuko Yano, Marc Yor On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes.-Patrick J. Fitzsimmons, Ronald K. Getoor Lévy systems and time changes -- Nathalie Krell Self-similar branching Markov chains -- Robert Hardy, Simon C. Harris A spine approach to branching diffusions with applications to Lp-convergence of martingales -- Pierre Debs Penalisation of the standard random walk by a function of the one-sided maximum, of the local time, or of the duration of the excursions -- M. Erraoui, E.H. Essaky Canonical representation for Gaussian processes -- Michel Émery Recognising whether a filtration is Brownian: a case study -- Ameur Dhahri Markovian properties of the spin-boson model -- Stéphane Attal and Nadine Guillotin-Plantard Statistical properties of Pauli matrices going through noisy channels -- Miklos Rasonyi Erratum to: "New methods in the arbitrage theory of financial markets with transaction costs'', in Séminaire XLI.

The tradition of specialized courses in the Séminaires de Probabilités is continued with A. Lejay's Another introduction to rough paths. Other topics from this 42nd volume range from the interface between analysis and probability to special processes, Lévy processes and Lévy systems, branching, penalization, representation of Gaussian processes, filtrations and quantum probability.

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