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 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 L written by Catherine Donati-Martin and published by Springer Nature. This book was released on 2019-11-19 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt: This milestone 50th volume of the "Séminaire de Probabilités" pays tribute with a series of memorial texts to one of its former editors, Jacques Azéma, who passed away in January. The founders of the "Séminaire de Strasbourg", which included Jacques Azéma, probably had no idea of the possible longevity and success of the process they initiated in 1967. Continuing in this long tradition, this volume contains contributions on state-of-art research on Brownian filtrations, stochastic differential equations and their applications, regularity structures, quantum diffusion, interlacing diffusions, mod-Ø convergence, Markov soup, stochastic billiards and other current streams of research.
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.
Download or read book S minaire de Probabilit s XLVI written by Catherine Donati-Martin and published by Springer. This book was released on 2014-12-29 with total page 511 pages. Available in PDF, EPUB and Kindle. Book excerpt: Providing a broad overview of the current state of the art in probability theory and its applications, and featuring an article coauthored by Mark Yor, this volume contains contributions on branching processes, Lévy processes, random walks and martingales and their connection with, among other topics, rough paths, semi-groups, heat kernel asymptotics and mathematical finance.
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 S minaire de Probabilit s XLVIII written by Catherine Donati-Martin and published by Springer. This book was released on 2016-11-17 with total page 503 pages. Available in PDF, EPUB and Kindle. Book excerpt: In addition to its further exploration of the subject of peacocks, introduced in recent Séminaires de Probabilités, this volume continues the series’ focus on current research themes in traditional topics such as stochastic calculus, filtrations and random matrices. Also included are some particularly interesting articles involving harmonic measures, random fields and loop soups. The featured contributors are Mathias Beiglböck, Martin Huesmann and Florian Stebegg, Nicolas Juillet, Gilles Pags, Dai Taguchi, Alexis Devulder, Mátyás Barczy and Peter Kern, I. Bailleul, Jürgen Angst and Camille Tardif, Nicolas Privault, Anita Behme, Alexander Lindner and Makoto Maejima, Cédric Lecouvey and Kilian Raschel, Christophe Profeta and Thomas Simon, O. Khorunzhiy and Songzi Li, Franck Maunoury, Stéphane Laurent, Anna Aksamit and Libo Li, David Applebaum, and Wendelin Werner.
Download or read book S minaire de Probabilit s XLI written by Catherine Donati-Martin and published by Springer. This book was released on 2008-08-30 with total page 459 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
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 S minaire de Probabilit s XLV written by Catherine Donati-Martin and published by Springer. This book was released on 2013-07-19 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt: The series of advanced courses initiated in Séminaire de Probabilités XXXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus. The Séminaire also occasionally publishes a series of contributions on a unifying subject; in this spirit, selected participants to the September 2011 Conference on Stochastic Filtrations, held in Strasbourg and organized by Michel Émery, have also contributed to the present volume. The rest of the work covers a wide range of topics, such as stochastic calculus and Markov processes, random matrices and free probability, and combinatorial optimization.
Download or read book S minaire de Probabilit s LI written by Catherine Donati-Martin and published by Springer Nature. This book was released on 2022-05-13 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents a selection of texts that reflects the current research streams in probability, with an interest toward topics such as filtrations, Markov processes and Markov chains as well as large deviations, Stochastic Partial Differential equations, rough paths theory, quantum probabilities and percolation on graphs. The featured contributors are R. L. Karandikar and B. V. Rao, C. Leuridan, M. Vidmar, L. Miclo and P. Patie, A. Bernou, M.-E. Caballero and A. Rouault, J. Dedecker, F. Merlevède and E. Rio, F. Brosset, T. Klein, A. Lagnoux and P. Petit, C. Marinelli and L. Scarpa, C. Castaing, N. Marie and P. Raynaud de Fitte, S. Attal, J. Deschamps and C. Pellegrini, and N. Eisenbaum.
Download or read book Seminaire de Probabilites XXX written by Jacques Azéma and published by . This book was released on 2014-09-01 with total page 396 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 Quantum Probability Communications Qp pq Volumes 12 written by J Martin Lindsay and published by World Scientific. This book was released on 2003-06-27 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lecture notes from a Summer School on Quantum Probability held at the University of Grenoble are collected in these two volumes of the QP-PQ series. The articles have been refereed and extensively revised for publication. It is hoped that both current and future students of quantum probability will be engaged, informed and inspired by the contents of these two volumes. An extensive bibliography containing the references from all the lectures is included in Volume 12.
Download or read book Seminaire de Probabilites XX 1984 85 written by Jacques Azema and published by . This book was released on 2014-09-01 with total page 648 pages. Available in PDF, EPUB and Kindle. Book excerpt:
