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Seminaire de Probabilites XXXIV

  • Book
  • © 2000

Overview

Editors:
  1. Jacques Azéma
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  2. Michel Ledoux
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  3. Michel Émery
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  4. Marc Yor
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  • Besides articles, this volume contains a 145-page graduate course on branching and interacting particle systems, with applications to non-linear filtering

Part of the book series: Lecture Notes in Mathematics (LNM, volume 1729)

Part of the book sub series: Séminaire de Probabilités (SEMPROBAB)

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Table of contents (20 chapters)

  1. Front Matter

    Pages N2-VI
    Download chapter PDF

  2. Branching and interacting particle systems approximations of feynman-kac formulae with applications to non-linear filtering

    • P. Del Moral, L. Miclo
    Pages 1-145

  3. Exponential inequalities for bessel processes

    • Nathalie Eisenbaum
    Pages 146-150

  4. On sums of iid random variables indexed by N parameters

    • D. Khoshnevisan
    Pages 151-156

  5. Series of iterated quantum stochastic integrals

    • Stéphane Attal, Robin L. Hudson
    Pages 157-170

  6. p-variation for families of local times on lines

    • Jay Rosen, Haya Kaspi
    Pages 171-184

  7. Large deviations for some poisson random integrals

    • Zbigniew J. Jurek, Liming Wu
    Pages 185-197

  8. Formes de Dirichlet sur un Espace de Wiener-Poisson. Application au grossissement de filtration

    • Laurent Denis, Axel Grorud, Monique Pontier
    Pages 198-217

  9. Saturations of gambling houses

    • A. Maitra, W. Sudderth
    Pages 218-238

  10. Convergence of a ‘gibbs-boltzmann’ random measure for a typed branching diffusion

    • Simon C. Harris
    Pages 239-256

  11. Time dependent subordination and markov processes with jumps

    • Masao Nagasawa, Hiroshi Tanaka
    Pages 257-288

  12. Marked excursions and random trees

    • David G. Hobson
    Pages 289-301

  13. Laws of the iterated logarithm for the Brownian snake

    • Laurent Serlet
    Pages 302-312

  14. On the Onsager-Machlup functional for elliptic diffusion processes

    • Mireille Capitaine
    Pages 313-328

  15. A unified approach to several inequalities for gaussian and diffusion measures

    • Yaozhong Hu
    Pages 329-335

  16. Trous spectraux pour certains algorithmes de Métropolis sur ℝ

    • Laurent Miclo, Cyril Roberto
    Pages 336-352

  17. Comportement asymptotique des fonctions harmoniques sur les arbres

    • Frédéric Mouton
    Pages 353-373

  18. Asymptotic estimates for the first hitting time of fluctuating additive functionals of Brownian motion

    • Y. Isozaki, S. Kotani
    Pages 374-387

  19. Monotonicity property for a class of semilinear partial differential equations

    • Siva Athreya
    Pages 388-392

  20. Fast sets and points for fractional Brownian motion

    • Davar Khoshnevisan, Zhan Shi
    Pages 393-416
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About this book

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.

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