Seminaire de Probabilites XXXV

Seminaire de Probabilites XXXV PDF

Author: J. Azema

Publisher: Springer Science & Business Media

Published: 2001-04-10

Total Pages: 444

ISBN-13: 9783540416593

DOWNLOAD EBOOK →

Researchers and graduate students in the theory of stochastic processes will find in this 35th volume some thirty articles on martingale theory, martingales and finance, analytical inequalities and semigroups, stochastic differential equations, functionals of Brownian motion and of Lévy processes. Ledoux's article contains a self-contained introduction to the use of semigroups in spectral gaps and logarithmic Sobolev inequalities; the contribution by Emery and Schachermayer includes an exposition for probabilists of Vershik's theory of backward discrete filtrations.

Seminaire de Probabilites XXIX

Seminaire de Probabilites XXIX PDF

Author: Jacques Azema

Publisher: Springer

Published: 2006-11-14

Total Pages: 337

ISBN-13: 354044744X

DOWNLOAD EBOOK →

All the papers included in this volume are original research papers. They represent an important part of the work of French probabilists and colleagues with whom they are in close contact throughout the world. The main topics of the papers are martingale and Markov processes studies.

Séminaire de Probabilités XXXVI

Séminaire de Probabilités XXXVI PDF

Author: Jacques Azéma

Publisher: Springer

Published: 2004-10-21

Total Pages: 506

ISBN-13: 3540361073

DOWNLOAD EBOOK →

The 36th Sminaire de Probabilits contains an advanced course on Logarithmic Sobolev Inequalities by A. Guionnet and B. Zegarlinski, as well as two shorter surveys by L. Pastur and N. O'Connell on the theory of random matrices and their links with stochastic processes. The main themes of the other contributions are Logarithmic Sobolev Inequalities, Stochastic Calculus, Martingale Theory and Filtrations. Besides the traditional readership of the Sminaires, this volume will be useful to researchers in statistical mechanics and mathematical finance.

Seminaire de Probabilites XXXIV

Seminaire de Probabilites XXXIV PDF

Author: J. Azema

Publisher: Springer

Published: 2007-05-06

Total Pages: 441

ISBN-13: 3540464131

DOWNLOAD EBOOK →

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.

Seminaire de Probabilites XXXI

Seminaire de Probabilites XXXI PDF

Author: Jacques Azema

Publisher: Springer

Published: 2008-05-01

Total Pages: 342

ISBN-13: 3540683526

DOWNLOAD EBOOK →

The 31 papers collected here present original research results obtained in 1995-96, on Brownian motion and, more generally, diffusion processes, martingales, Wiener spaces, polymer measures.

Séminaire de Probabilités XLIV

Séminaire de Probabilités XLIV PDF

Author: Catherine Donati-Martin

Publisher: Springer

Published: 2012-05-12

Total Pages: 466

ISBN-13: 3642274617

DOWNLOAD EBOOK →

As usual, some of the contributions to this 44th Séminaire de Probabilités were presented during the Journées de Probabilités held in Dijon in June 2010. The remainder were spontaneous submissions or were solicited by the editors. The traditional and historical themes of the Séminaire are covered, such as stochastic calculus, local times and excursions, and martingales. Some subjects already touched on in the previous volumes are still here: free probability, rough paths, limit theorems for general processes (here fractional Brownian motion and polymers), and large deviations. Lastly, this volume explores new topics, including variable length Markov chains and peacocks. We hope that the whole volume is a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France.