Seminaire De Probabilites Xxxi

Author : Anonim
Publisher : Unknown
Page : 328 pages
File Size : 46,6 Mb
Release : 1997
Category : Probabilities
ISBN : OCLC:36965966

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Séminaire de probabilités XXXI by Anonim Pdf

Author : Jacques Azema,Michel Emery,Marc Yor
Publisher : Springer
Page : 390 pages
File Size : 48,8 Mb
Release : 2006-11-14
Category : Mathematics
ISBN : 9783540684633

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Seminaire de Probabilites XXX by Jacques Azema,Michel Emery,Marc Yor Pdf

The volume consists entirely of research papers, principally in stochastic calculus, martingales, and Brownian motion, and gathers an important part of the works done in the main probability groups in France (Paris, Strasbourg, Toulouse, Besançon, Grenoble,...) together with closely related works done by some probabilists elsewhere (Switzerland, India, Austria,...).

Author : Jacques Azema,Michel Emery,Marc Yor
Publisher : Springer
Page : 342 pages
File Size : 40,5 Mb
Release : 2008-05-01
Category : Mathematics
ISBN : 9783540683520

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Seminaire de Probabilites XXXI by Jacques Azema,Michel Emery,Marc Yor Pdf

The 31 papers collected here present original research results obtained in 1995-96, on Brownian motion and, more generally, diffusion processes, martingales, Wiener spaces, polymer measures.

Author : J. Azema,M. Emery,M. Ledoux,M. Yor
Publisher : Springer
Page : 432 pages
File Size : 55,6 Mb
Release : 2006-11-14
Category : Mathematics
ISBN : 9783540484073

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Seminaire de Probabilites XXXIII by J. Azema,M. Emery,M. Ledoux,M. Yor Pdf

Besides topics traditionally found in the Sminaire de Probabilits (Martingale Theory, Stochastic Processes, questions of general interest in Probability Theory), this volume XXXIII presents nine contributions to the study of filtrations up to isomorphism. It also contains three graduate courses: Dynamics of stochastic algorithms, by M. Benaim; Simulated annealing algorithms and Markov chains with rare transitions, by O. Catoni; and Concentration of measure and logarithmic Sobolev inequalities, by M. Ledoux. These up to date courses present the state of the art in three matters of interest to students in theoretical or applied Probability Theory, and to researchers as well.

Author : Jacques Azema,Michel Emery,Michel Ledoux,Marc Yor
Publisher : Springer
Page : 443 pages
File Size : 51,8 Mb
Release : 2007-01-05
Category : Mathematics
ISBN : 9783540697626

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Séminaire de Probabilités XXXII by Jacques Azema,Michel Emery,Michel Ledoux,Marc Yor Pdf

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.

Author : J. Azema,M. Emery,M. Ledoux,M. Yor
Publisher : Springer
Page : 441 pages
File Size : 42,9 Mb
Release : 2007-05-06
Category : Mathematics
ISBN : 9783540464136

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Seminaire de Probabilites XXXIV by J. Azema,M. Emery,M. Ledoux,M. Yor Pdf

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.

Author : Catherine Donati-Martin,Michel Émery,Alain Rouault,Christophe Stricker
Publisher : Springer Science & Business Media
Page : 459 pages
File Size : 48,6 Mb
Release : 2008-05-07
Category : Mathematics
ISBN : 9783540779124

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Séminaire de Probabilités XLI by Catherine Donati-Martin,Michel Émery,Alain Rouault,Christophe Stricker Pdf

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.

Author : Jacques Azema,Paul-André Meyer,Marc Yor
Publisher : Unknown
Page : 344 pages
File Size : 51,6 Mb
Release : 2014-01-15
Category : Electronic
ISBN : 3662198681

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Seminaire de Probabilites XXVIII by Jacques Azema,Paul-André Meyer,Marc Yor Pdf

Author : Catherine Donati-Martin,Antoine Lejay,Alain Rouault
Publisher : Springer
Page : 544 pages
File Size : 50,7 Mb
Release : 2018-08-07
Category : Mathematics
ISBN : 9783319924205

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Séminaire de Probabilités XLIX by Catherine Donati-Martin,Antoine Lejay,Alain Rouault Pdf

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.

Author : Jacques Azéma,Michel Émery,Michel Ledoux,Marc Yor
Publisher : Springer
Page : 454 pages
File Size : 47,8 Mb
Release : 2003-12-15
Category : Mathematics
ISBN : 9783540400042

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Séminaire de Probabilités XXXVII by Jacques Azéma,Michel Émery,Michel Ledoux,Marc Yor Pdf

Author : Catherine Donati-Martin,Antoine Lejay,Alain Rouault
Publisher : Springer
Page : 558 pages
File Size : 40,5 Mb
Release : 2013-07-19
Category : Mathematics
ISBN : 9783319003214

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Séminaire de Probabilités XLV by Catherine Donati-Martin,Antoine Lejay,Alain Rouault Pdf

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.

Author : Jacques Azema,Paul A. Meyer,Marc Yor
Publisher : Springer
Page : 447 pages
File Size : 41,9 Mb
Release : 2007-01-05
Category : Mathematics
ISBN : 9783540384960

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Seminaire de Probabilites XXV by Jacques Azema,Paul A. Meyer,Marc Yor Pdf

Author : Jacques Azéma,Michel Émery,Michel Ledoux,Marc Yor
Publisher : Springer
Page : 506 pages
File Size : 53,7 Mb
Release : 2004-10-21
Category : Mathematics
ISBN : 9783540361077

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Séminaire de Probabilités XXXVI by Jacques Azéma,Michel Émery,Michel Ledoux,Marc Yor Pdf

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.

Author : Catherine Donati-Martin,Antoine Lejay,Alain Rouault
Publisher : Springer
Page : 619 pages
File Size : 51,8 Mb
Release : 2015-09-07
Category : Mathematics
ISBN : 9783319185859

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In Memoriam Marc Yor - Séminaire de Probabilités XLVII by Catherine Donati-Martin,Antoine Lejay,Alain Rouault Pdf

This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament to the value and diversity of his work and of his research focus, which covered broad areas of probability theory. The volume also provides personal recollections about him, and an article on his essential role concerning the Doeblin documents. With contributions by P. Salminen, J-Y. Yen & M. Yor; J. Warren; T. Funaki; J. Pitman& W. Tang; J-F. Le Gall; L. Alili, P. Graczyk & T. Zak; K. Yano & Y. Yano; D. Bakry & O. Zribi; A. Aksamit, T. Choulli & M. Jeanblanc; J. Pitman; J. Obloj, P. Spoida & N. Touzi; P. Biane; J. Najnudel; P. Fitzsimmons, Y. Le Jan & J. Rosen; L.C.G. Rogers & M. Duembgen; E. Azmoodeh, G. Peccati & G. Poly, timP-L Méliot, A. Nikeghbali; P. Baldi; N. Demni, A. Rouault & M. Zani; N. O'Connell; N. Ikeda & H. Matsumoto; A. Comtet & Y. Tourigny; P. Bougerol; L. Chaumont; L. Devroye & G. Letac; D. Stroock and M. Emery.

Author : Marc Yor,Michel Émery
Publisher : Springer
Page : 423 pages
File Size : 51,7 Mb
Release : 2006-10-17
Category : Mathematics
ISBN : 9783540355137

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In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX by Marc Yor,Michel Émery Pdf

The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements are recalled in this book, and tributes are paid by his friends and colleagues. This volume also contains mathematical contributions to classical and quantum stochastic calculus, the theory of processes, martingales and their applications to mathematical finance and Brownian motion. These contributions provide an overview on the current trends of stochastic calculus.