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Séminaire de Probabilités XLII

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

Part of the Lecture Notes in Mathematics book series (LNM, volume 1979)

Also part of the Séminaire de Probabilités book sub series (SEMPROBAB, volume 1979)

Table of contents

  1. Front Matter
    Pages 1-10
    PDF
  2. Yet another introduction to rough paths
    Antoine Lejay
    Pages 1-101
  3. Monotonicity of the extremal functions for one-dimensional inequalities of logarithmic Sobolev type
    Miclo Laurent
    Pages 103-130
  4. Non-monotone convergence in the quadratic Wasserstein distance
    Walter Schachermayer, Uwe Schmock, Josef Teichmann
    Pages 131-136
  5. On the equation μ = Stμ * μt
    Fangjun Xu*
    Pages 137-145
  6. Shabat polynomials and harmonic measure
    Philippe Biane
    Pages 147-151
  7. Radial Dunkl Processes Associated with Dihedral Systems
    Nizar Demni
    Pages 153-169
  8. Matrix Valued Brownian Motion and a Paper by Pólya
    Philippe Biane
    Pages 171-185
  9. On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes
    Kouji Yano, Yuko Yano, Marc Yor
    Pages 187-227
  10. Lévy Systems and Time Changes
    P.J. Fitzsimmons, R.K. Getoor
    Pages 229-259
  11. Self-Similar Branching Markov Chains
    Nathalie Krell
    Pages 261-280
  12. A Spine Approach to Branching Diffusions with Applications to Lp-Convergence of Martingales
    Robert Hardy, Simon C. Harris
    Pages 281-330
  13. Penalisation of the Standard Random Walk by a Function of the One-Sided Maximum, of the Local Time, or of the Duration of the Excursions
    Pierre Debs
    Pages 331-363
  14. Canonical Representation for Gaussian Processes
    M. Erraoui, E. H. Essaky
    Pages 365-381
  15. Recognising Whether a Filtration is Brownian: a Case Study
    Michel Émery
    Pages 383-396
  16. Markovian properties of the spin-boson model
    Ameur Dhahri
    Pages 397-432
  17. Statistical properties of Pauli matrices going through noisy channels
    Stéphane Attal, Nadine Guillotin‐Plantard
    Pages 433-448
  18. Erratum to: New methods in the arbitrage theory of financial markets with transaction costs, in Seminaire XLI
    MikÓs Rásonyi*
    Pages 449-449
  19. Back Matter
    Pages 1-6
    PDF

About this book

Introduction

The tradition of specialized courses in the Séminaires de Probabilités is continued with A. Lejay's Another introduction to rough paths. Other topics from this 42nd volume range from the interface between analysis and probability to special processes, Lévy processes and Lévy systems, branching, penalization, representation of Gaussian processes, filtrations and quantum probability.

Keywords

Measure STATISTICA best fit linear optimization probability stochastic processes stochastics

Editors and affiliations

  • Catherine Donati-Martin
    • 1
  • Michel Émery
    • 2
  • Alain Rouault
    • 3
  • Christophe Stricker
    • 4
  1. 1.Laboratoire de MathématiquesUniversité de Versailles-St-QuentinVersaillesFrance
  2. 2.Inst. Recherche, Mathématiques AvancéesUniversité Strasbourg IStrasbourg CXFrance
  3. 3.Laboratoire de MathematiquesUniversité de VersaillesVersailles CXFrance
  4. 4.CNRS UMR 6623, Lab. de MathématiquesUniversité BesanconBesancon CXFrance

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-01763-6
  • Copyright Information Springer-Verlag Berlin Heidelberg 2009
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-642-01762-9
  • Online ISBN 978-3-642-01763-6
  • Series Print ISSN 0075-8434
  • Series Online ISSN 1617-9692
  • Buy this book on publisher's site
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