Seminaire de Probabilites XXX

Seminaire de Probabilites XXX PDF

Author: Jacques Azema

Publisher: Springer

Published: 2006-11-14

Total Pages: 390

ISBN-13: 3540684638

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The volume consists entirely of research papers, principally in stochastic calculus, martingales, and Brownian motion, and gathers an important part of the works done in the main probability groups in France (Paris, Strasbourg, Toulouse, Besançon, Grenoble,...) together with closely related works done by some probabilists elsewhere (Switzerland, India, Austria,...).

Seminaire de Probabilites XXXI

Seminaire de Probabilites XXXI PDF

Author: Jacques Azema

Publisher: Springer

Published: 2008-05-01

Total Pages: 342

ISBN-13: 3540683526

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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.

Seminaire de Probabilites XXXIV

Seminaire de Probabilites XXXIV PDF

Author: J. Azema

Publisher: Springer

Published: 2007-05-06

Total Pages: 441

ISBN-13: 3540464131

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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.

Séminaire de Probabilités L

Séminaire de Probabilités L PDF

Author: Catherine Donati-Martin

Publisher: Springer Nature

Published: 2019-11-19

Total Pages: 562

ISBN-13: 3030285359

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This milestone 50th volume of the "Séminaire de Probabilités" pays tribute with a series of memorial texts to one of its former editors, Jacques Azéma, who passed away in January. The founders of the "Séminaire de Strasbourg", which included Jacques Azéma, probably had no idea of the possible longevity and success of the process they initiated in 1967. Continuing in this long tradition, this volume contains contributions on state-of-art research on Brownian filtrations, stochastic differential equations and their applications, regularity structures, quantum diffusion, interlacing diffusions, mod-Ø convergence, Markov soup, stochastic billiards and other current streams of research.

Séminaire de Probabilités XXXII

Séminaire de Probabilités XXXII PDF

Author: Jacques Azema

Publisher: Springer

Published: 2007-01-05

Total Pages: 443

ISBN-13: 3540697624

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All the papers in the volume are original research papers, discussing fundamental properties of stochastic processes. The topics under study (martingales, filtrations, path properties, etc.) represent an important part of the current research performed in 1996-97 by various groups of probabilists in France and abroad.

Séminaire de Probabilités XXXVII

Séminaire de Probabilités XXXVII PDF

Author: Jacques Azéma

Publisher: Springer Science & Business Media

Published: 2003-11-26

Total Pages: 468

ISBN-13: 9783540205203

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The 37th Séminaire de Probabilités contains A. Lejay's advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths. The rest of the volume consists of various articles on topics familiar to regular readers of the Séminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes.

Seminaire de Probabilites XXXIII

Seminaire de Probabilites XXXIII PDF

Author: J. Azema

Publisher: Springer

Published: 1999-10-19

Total Pages: 418

ISBN-13: 9783540663423

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Besides topics traditionally found in the Séminaire de Probabilités (Martingale Theory, Stochastic Processes, questions of general interest in Probability Theory), this volume XXXIII presents nine contributions to the study of filtrations up to isomorphism. It also contains three graduate courses: Dynamics of stochastic algorithms, by M. Benaim; Simulated annealing algorithms and Markov chains with rare transitions, by O. Catoni; and Concentration of measure and logarithmic Sobolev inequalities, by M. Ledoux. These up to date courses present the state of the art in three matters of interest to students in theoretical or applied Probability Theory, and to researchers as well.