SȨminaire de ProbabilitȨs XLII [electronic resource] / edited by Catherine Donati-Martin, Michel mery, Alain Rouault, Christophe Stricker.
Tipo de material: TextoSeries Lecture Notes in Mathematics ; 1979 | Lecture Notes in Mathematics ; 1979Editor: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2009Descripción: XIII, 449 p. online resourceTipo de contenido:- text
- computer
- online resource
- 9783642017636
- SpringerLink (Online service)
- 519.2 23
- QA273.A1-274.9
- QA274-274.9
Yet another introduction to rough paths -- Monotonicity of the extremal functions for one-dimensional inequalities of logarithmic Sobolev type -- Non-monotone convergence in the quadratic Wasserstein distance -- On the equation = * -- Shabat polynomials and harmonic measure -- Radial Dunkl Processes Associated with Dihedral Systems -- Matrix Valued Brownian Motion and a Paper by Plya -- On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable LȨvy Processes -- LȨvy Systems and Time Changes -- Self-Similar Branching Markov Chains -- A Spine Approach to Branching Diffusions with Applications to L-Convergence of Martingales -- 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 -- Canonical Representation for Gaussian Processes -- Recognising Whether a Filtration is Brownian: a Case Study -- Markovian properties of the spin-boson model -- Statistical properties of Pauli matrices going through noisy channels -- Erratum to: New methods in the arbitrage theory of financial markets with transaction costs, in Seminaire XLI.
The tradition of specialized courses in the SȨminaires de ProbabilitȨs 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, LȨvy processes and LȨvy systems, branching, penalization, representation of Gaussian processes, filtrations and quantum probability.
ZDB-2-SMA
ZDB-2-LNM
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