Séminaire de Probabilités XLI

  • Catherine Donati-Martin
  • Michel Émery
  • Alain Rouault
  • Christophe Stricker

Part of the Lecture Notes in Mathematics book series (LNM, volume 1934)

Table of contents

  1. Front Matter
    Pages I-IX
  2. Azzouz Dermoune, Philippe Heinrich
    Pages 1-18
  3. Andreas E. Kyprianou, Zbigniew Palmowski
    Pages 121-135
  4. Jean Bertoin, Alexander Lindner, Ross Maller
    Pages 137-159
  5. Driss Baraka, Thomas Mountford
    Pages 161-179
  6. Ismael Bailleul
    Pages 203-213
  7. Jean-Claude Gruet
    Pages 279-294
  8. Peter Friz, Nicolas Victoir
    Pages 421-438
  9. Yuri Kabanov, Christophe Stricker
    Pages 439-442

About this book


Stochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or other), Lévy processes, martingales and probabilistic finance. Other probabilistic themes are also present: large random matrices, statistical mechanics. The contributions in this volume provide a sampling of recent results on these topics. All contributions with the exception of two are written in English language.


Brownian motion Càdlàg Lévy process Markov additive process Markov kernel Martingale financial probability fractional Brownian motion law of the iterated logarithm local martingale local time quadratic variation random walk stochastic process

Editors and affiliations

  • Catherine Donati-Martin
    • 1
  • Michel Émery
    • 2
  • Alain Rouault
    • 3
  • Christophe Stricker
    • 4
  1. 1.Laboratoire de Probabilités et Modèles AléatoiresUniversité Pierre et Marie CurieParis cedex 05France
  2. 2.Institut de Recherche Mathématique AvancéeUniversité Louis PasteurStrasbourg cedexFrance
  3. 3.Laboratoire de Mathématiques Bâtiment FermatUniversité Versailles-Saint-QuentinVersailles cedexFrance
  4. 4.UFR Sciences et techniquesUniversité de BesançonBesançon cedexFrance

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