Seminaire de Probabilites XXVIII
Author: Jacques Azema
Publisher:
Published: 2014-01-15
Total Pages: 344
ISBN-13: 9783662198681
DOWNLOAD EBOOK →Author: Jacques Azema
Publisher:
Published: 2014-01-15
Total Pages: 344
ISBN-13: 9783662198681
DOWNLOAD EBOOK →Author: Jaques Azema
Publisher:
Published: 2014-09-01
Total Pages: 340
ISBN-13: 9783662198339
DOWNLOAD EBOOK →Author: Jacques Azema
Publisher:
Published: 2014-01-15
Total Pages: 644
ISBN-13: 9783662180426
DOWNLOAD EBOOK →Author: Jacques Azema
Publisher: Springer
Published: 2007-01-05
Total Pages: 447
ISBN-13: 3540384960
DOWNLOAD EBOOK →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.
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.
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.
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.
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.
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.