Seminaire de Probabilites XXVIII

Seminaire de Probabilites XXVIII
Author: Jacques Azema
Publisher:
Total Pages: 344
Release: 2014-01-15
Genre:
ISBN: 9783662198681

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Seminaire de Probabilites XXVII

Seminaire de Probabilites XXVII
Author: Jaques Azema
Publisher:
Total Pages: 340
Release: 2014-09-01
Genre:
ISBN: 9783662198339

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Seminaire de Probabilites XXVI

Seminaire de Probabilites XXVI
Author: Jacques Azema
Publisher:
Total Pages: 644
Release: 2014-01-15
Genre:
ISBN: 9783662180426

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Seminaire de Probabilites XXVIII

Seminaire de Probabilites XXVIII
Author: Jacques Azema
Publisher: Springer
Total Pages: 340
Release: 2006-11-15
Genre: Mathematics
ISBN: 3540486569

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In this volume of original research papers, the main topics discussed relate to the asymptotic windings of planar Brownian motion, structure equations, closure properties of stochastic integrals. The contents of the volume represent an important fraction of research undertaken by French probabilists and their collaborators from abroad during the academic year 1992-1993.

Seminaire de Probabilites XXXV

Seminaire de Probabilites XXXV
Author: J. Azema
Publisher: Springer
Total Pages: 434
Release: 2004-10-21
Genre: Mathematics
ISBN: 3540446710

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Annotation. 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 XXXIV

Seminaire de Probabilites XXXIV
Author: J. Azema
Publisher: Springer
Total Pages: 441
Release: 2007-05-06
Genre: Mathematics
ISBN: 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.

Seminaire de Probabilites XXIX

Seminaire de Probabilites XXIX
Author: Jacques Azema
Publisher: Springer
Total Pages: 337
Release: 2006-11-14
Genre: Mathematics
ISBN: 354044744X

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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.

Seminaire de Probabilites XXXI

Seminaire de Probabilites XXXI
Author: Jacques Azema
Publisher: Springer
Total Pages: 342
Release: 2008-05-01
Genre: Mathematics
ISBN: 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.

Séminaire de Probabilités XLIII

Séminaire de Probabilités XLIII
Author: Catherine Donati Martin
Publisher: Springer
Total Pages: 511
Release: 2010-10-20
Genre: Mathematics
ISBN: 3642152171

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This is a new volume of the Séminaire de Probabilités which is now in its 43rd year. Following the tradition, this volume contains about 20 original research and survey articles on topics related to stochastic analysis. It contains an advanced course of J. Picard on the representation formulae for fractional Brownian motion. The regular chapters cover a wide range of themes, such as stochastic calculus and stochastic differential equations, stochastic differential geometry, filtrations, analysis on Wiener space, random matrices and free probability, as well as mathematical finance. Some of the contributions were presented at the Journées de Probabilités held in Poitiers in June 2009.

Séminaire de Probabilités XXXVI

Séminaire de Probabilités XXXVI
Author: Jacques Azéma
Publisher: Springer
Total Pages: 507
Release: 2004-10-21
Genre: Mathematics
ISBN: 3540361073

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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.