Séminaire De Probabilités Xlv

Author : Catherine Donati-Martin,Antoine Lejay,Alain Rouault
Publisher : Springer
Page : 558 pages
File Size : 52,7 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 : Catherine Donati-Martin,Antoine Lejay,Alain Rouault
Publisher : Springer
Page : 466 pages
File Size : 53,6 Mb
Release : 2012-05-12
Category : Mathematics
ISBN : 9783642274619

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

As usual, some of the contributions to this 44th Séminaire de Probabilités were presented during the Journées de Probabilités held in Dijon in June 2010. The remainder were spontaneous submissions or were solicited by the editors. The traditional and historical themes of the Séminaire are covered, such as stochastic calculus, local times and excursions, and martingales. Some subjects already touched on in the previous volumes are still here: free probability, rough paths, limit theorems for general processes (here fractional Brownian motion and polymers), and large deviations. Lastly, this volume explores new topics, including variable length Markov chains and peacocks. We hope that the whole volume is a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France.

Author : Catherine Donati-Martin,Antoine Lejay,Alain Rouault
Publisher : Springer
Page : 511 pages
File Size : 46,6 Mb
Release : 2014-12-29
Category : Mathematics
ISBN : 9783319119700

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

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.

Author : Catherine Donati-Martin,Antoine Lejay,Alain Rouault
Publisher : Springer Nature
Page : 562 pages
File Size : 43,7 Mb
Release : 2019-11-19
Category : Mathematics
ISBN : 9783030285357

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

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.

Author : Catherine Donati-Martin,Antoine Lejay,Alain Rouault
Publisher : Springer Nature
Page : 399 pages
File Size : 43,9 Mb
Release : 2022-05-13
Category : Mathematics
ISBN : 9783030964092

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

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.

Author : Catherine Donati-Martin,Antoine Lejay,Alain Rouault
Publisher : Springer
Page : 503 pages
File Size : 55,6 Mb
Release : 2016-11-17
Category : Mathematics
ISBN : 9783319444659

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

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.

Author : Catherine Donati-Martin,Antoine Lejay,Alain Rouault
Publisher : Springer
Page : 619 pages
File Size : 54,6 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 : Catherine Donati-Martin,Antoine Lejay,Alain Rouault
Publisher : Springer
Page : 544 pages
File Size : 54,5 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 : Anonim
Publisher : Unknown
Page : 481 pages
File Size : 55,5 Mb
Release : 2007
Category : Probabilities
ISBN : 1280960248

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Séminaire de Probabilités XL: Other contributions by Anonim Pdf

Annotation Two noteworthy features of the 40th volume of Séminaire de Probabilités are L. Coutins advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance include three contributions by A.S. Cherny on general approaches to arbitrage pricing.

Author : Jacques Azema,Paul-André Meyer,Marc Yor
Publisher : Unknown
Page : 344 pages
File Size : 44,7 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 : Jaques Azema,Paul A. Meyer,Marc Yor
Publisher : Unknown
Page : 340 pages
File Size : 48,5 Mb
Release : 2014-09-01
Category : Electronic
ISBN : 3662198339

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Seminaire de Probabilites XXVII by Jaques Azema,Paul A. Meyer,Marc Yor Pdf

Author : Jacques Azema,Paul A. Meyer,Marc Yor
Publisher : Séminaire de Probabilités
Page : 484 pages
File Size : 55,7 Mb
Release : 1991-10-23
Category : Mathematics
ISBN : UCSD:31822003184454

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25. Séminaire de Probabilité by Jacques Azema,Paul A. Meyer,Marc Yor Pdf

Author : Iosif Pinelis,Victor H. de la Peña,Rustam Ibragimov,Adam Osȩkowski,Irina Shevtsova
Publisher : Academic Press
Page : 198 pages
File Size : 45,7 Mb
Release : 2017-05-10
Category : Mathematics
ISBN : 9780128098929

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Inequalities and Extremal Problems in Probability and Statistics by Iosif Pinelis,Victor H. de la Peña,Rustam Ibragimov,Adam Osȩkowski,Irina Shevtsova Pdf

Inequalities and Extremal Problems in Probability and Statistics: Selected Topics presents various kinds of useful inequalities that are applicable in many areas of mathematics, the sciences, and engineering. The book enables the reader to grasp the importance of inequalities and how they relate to probability and statistics. This will be an extremely useful book for researchers and graduate students in probability, statistics, and econometrics, as well as specialists working across sciences, engineering, financial mathematics, insurance, and mathematical modeling of large risks. Teaches users how to understand useful inequalities Applicable across mathematics, sciences, and engineering Presented by a team of leading experts

Author : Jacques Azema,Michel Emery,Marc Yor
Publisher : Springer
Page : 390 pages
File Size : 43,8 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 : J. Azema,M. Emery,M. Ledoux,M. Yor
Publisher : Springer
Page : 418 pages
File Size : 52,7 Mb
Release : 1999-10-19
Category : Mathematics
ISBN : 3540663428

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

Besides topics traditionally found in the Séminaire de Probabilités (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.