Download or read book Seminaire de Probabilites XXVIII written by Jacques Azema and published by . This book was released on 2014-01-15 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Seminaire de Probabilites XXVI written by Jacques Azema and published by . This book was released on 2014-01-15 with total page 644 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Seminaire de Probabilites XXVII written by Jaques Azema and published by . This book was released on 2014-09-01 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Seminaire de Probabilites XXXV written by J. Azema and published by Springer. This book was released on 2004-10-21 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book S minaire de Probabilit s XXXVI written by Jacques Azéma and published by Springer. This book was released on 2004-10-21 with total page 507 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book 25 S minaire de Probabilit written by Jacques Azema and published by Séminaire de Probabilités. This book was released on 1991-10-23 with total page 484 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Seminaire de Probabilites XXIX written by Jacques Azema and published by Springer. This book was released on 2006-11-14 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book S minaire de Probabilit s XLIX written by Catherine Donati-Martin and published by Springer. This book was released on 2018-08-07 with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 49th volume offers a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France. This includes articles on latest developments on diffusion processes, large deviations, martingale theory, quasi-stationary distribution, random matrices, and many more. All the contributions come from spontaneous submissions and their diversity illustrates the good health of this branch of mathematics. The featured contributors are E. Boissard, F. Bouguet, J. Brossard, M. Capitaine, P. Cattiaux, N. Champagnat, K. Abdoulaye Coulibaly-Pasquier, H. Elad Altman, A. Guillin, P. Kratz, A. Lejay, C. Leuridan, P. McGill, L. Miclo, G. Pagès, E. Pardoux, P. Petit, B. Rajeev, L. Serlet, H. Tsukada, D. Villeomannais and B. Wilbertz.

Download or read book Seminaire de Probabilites X written by Paul André Meyer and published by . This book was released on 1976 with total page 594 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Seminaire de Probabilites XXVII written by J. Azéma and published by Springer. This book was released on 1993 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume represents a part of the main result obtained by a group of French probabilists, together with the contributions of a number of colleagues, mainly from the USA and Japan. All the papers present new results obtained during the academic year 1991-1992. The main themes of the papers are: quantum probability (P.A. Meyer and S. Attal), stochastic calculus (M. Nagasawa, J.B. Walsh, F. Knight, to name a few authors), fine properties of Brownian motion (Bertoin, Burdzy, Mountford), stochastic differential geometry (Arnaudon, Elworthy), quasi-sure analysis (Lescot, Song, Hirsch). Taken all together, the papers contained in this volume reflect the main directions of the most up-to-date research in probability theory. FROM THE CONTENTS: J.P. Ansal, C. Stricker: Unicite et existence de la loi minimale.- K. Kawazu, H. Tanaka: On the maximum of a diffusion process in a drifted Brownian environment.- P.A. Meyer: Representation de martingales d'operateurs, d'apres Parthasarathy-Sinha.- K. Burdzy: Excursion laws and exceptional points on Brownian paths.- X. Fernique: Convergence en loi de variables aleatoires et de fonctions aleatoires, proprietes de compacite des lois, II.- M. Nagasawa: Principle ofsuperposition and interference of diffusion processes.- F. Knight: Some remarks on mutual windings.- S. Song: Inegalites relatives aux processus d'Ornstein-Ulhenbeck a n-parametres et capacite gaussienne c (n,2).- S. Attal, P.A. Meyer: Interpretation probabiliste et extension des integrales stochastiques non commutatives.- J. Azema, Th. Jeulin, F. Knight, M. Yor: Le theoreme d'arret en une fin d'ensemble previsible.

Download or read book Seminaire de Probabilites 7 written by and published by . This book was released on 1974 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Seminaire de Probabilites XXXIV written by J. Azema and published by Springer. This book was released on 2007-05-06 with total page 441 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book S minaire de Probabilit s XXXVII written by Jacques Azéma and published by Springer Science & Business Media. This book was released on 2003-11-26 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 37th Séminaire de Probabilités contains A. Lejay's advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths. The rest of the volume consists of various articles on topics familiar to regular readers of the Séminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes.

Download or read book S minaire de Probabilit s written by Jacques Azéma and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book S minaire de Probabilit s XXXII written by Jacques Azema and published by Springer. This book was released on 2007-01-05 with total page 443 pages. Available in PDF, EPUB and Kindle. Book excerpt: All the papers in the volume are original research papers, discussing fundamental properties of stochastic processes. The topics under study (martingales, filtrations, path properties, etc.) represent an important part of the current research performed in 1996-97 by various groups of probabilists in France and abroad.

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Download or read book S minaire de Probabilit s XLIII written by Catherine Donati Martin and published by Springer Science & Business Media. This book was released on 2010-10-28 with total page 511 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.