The Resource Séminaire de Probabilités XXXVII, edited by Jacques Azéma, Michel Émery, Michel Ledoux, Marc Yor, (electronic resource)

Séminaire de Probabilités XXXVII, edited by Jacques Azéma, Michel Émery, Michel Ledoux, Marc Yor, (electronic resource)

Label
Séminaire de Probabilités XXXVII
Title
Séminaire de Probabilités XXXVII
Statement of responsibility
edited by Jacques Azéma, Michel Émery, Michel Ledoux, Marc Yor
Contributor
Editor
Editor
Subject
Language
  • eng
  • eng
Summary
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
Member of
Dewey number
519.2
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsedt
  • DnAdYw6jApY
  • o0S6LeUY2oc
  • QjijVa1ATFY
  • g9cJKIerhgU
Image bit depth
0
Language note
English
LC call number
  • QA273.A1-274.9
  • QA274-274.9
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
  • Azéma, Jacques.
  • Émery, Michel.
  • Ledoux, Michel.
  • Yor, Marc.
Series statement
Séminaire de Probabilités,
Series volume
1832
http://library.link/vocab/subjectName
  • Distribution (Probability theory
  • Probability Theory and Stochastic Processes
Label
Séminaire de Probabilités XXXVII, edited by Jacques Azéma, Michel Émery, Michel Ledoux, Marc Yor, (electronic resource)
Instantiates
Publication
Note
Bibliographic Level Mode of Issuance: Monograph
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Color
not applicable
Content category
text
Content type code
  • txt
Contents
Preface -- F.B. Knight: An Impression of P.A. Meyer as Deus Ex Machina -- Advanced course: A. Lejay: An introduction to rough paths -- Talks: D. Bakry, O. Mazet : Characterization of Markov semigroups on R associated to some families of orthogonal polynomials -- P. Cheridito: Representations of Gaussian measures that are equivalent to Wiener measure -- L. Galtchouk: On the reduction of a multidimensional continuous martingale to a Brownian motion -- I. Meilijson: The time to a given drawdown in Brownian motion -- A. Lachal: Application de la théorie des excursions à l'intégrale du mouvement Brownien -- T. Mountford: Brownian sheet local time and bubbles -- K. Hirano: On the maximum of a diffusion process in a random Lévy environment -- D. Khoshnevisan: The codimension of the zeros of a stable process in random scenery -- J. Brossard: Deux notions équivalentes d'unicité en loi pour les équations différentielles stochastiques -- Z. Brzezniak, A. Carroll : Approximation of the Wong-Zakai type for stochastic differential equations in M-type 2 Banach spaces with applications to loop spaces -- F. Delarue: Estimates of the solutions of a system of quasi-linear PDEs. A probabilistic scheme -- G. Miermont, J. Schweinsberg: Self-similar fragmentations and stable subordinators -- M. Ledoux: A remark on hypercontractivity and tail inequalities for the largest eigenvalues of random matrices -- Ya. Doumerc: A note on representations of eigenvalues of classical Gaussian matrices -- E. Strasser: Necessary and sufficient conditions for the supermartingale property of a stochastic integral with respect to a local martingale -- M. Rasonyi: A remark on the superhedging theorem under transaction costs -- I. Rosu, D. Stroock: On the derivation of the Black-Scholes formula -- P. del Moral, A. Doucet: On a class of genealogical and interacting Metropolis models
Dimensions
unknown
Edition
1st ed. 2003.
Extent
1 online resource (XIV, 454 p.)
File format
multiple file formats
Form of item
online
Isbn
9783540400042
Level of compression
uncompressed
Media category
computer
Media type code
  • c
Other control number
10.1007/b94376
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)1000000000230892
  • (SSID)ssj0000326581
  • (PQKBManifestationID)11268668
  • (PQKBTitleCode)TC0000326581
  • (PQKBWorkID)10296707
  • (PQKB)11387023
  • (DE-He213)978-3-540-40004-2
  • (EXLCZ)991000000000230892
Label
Séminaire de Probabilités XXXVII, edited by Jacques Azéma, Michel Émery, Michel Ledoux, Marc Yor, (electronic resource)
Publication
Note
Bibliographic Level Mode of Issuance: Monograph
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Color
not applicable
Content category
text
Content type code
  • txt
Contents
Preface -- F.B. Knight: An Impression of P.A. Meyer as Deus Ex Machina -- Advanced course: A. Lejay: An introduction to rough paths -- Talks: D. Bakry, O. Mazet : Characterization of Markov semigroups on R associated to some families of orthogonal polynomials -- P. Cheridito: Representations of Gaussian measures that are equivalent to Wiener measure -- L. Galtchouk: On the reduction of a multidimensional continuous martingale to a Brownian motion -- I. Meilijson: The time to a given drawdown in Brownian motion -- A. Lachal: Application de la théorie des excursions à l'intégrale du mouvement Brownien -- T. Mountford: Brownian sheet local time and bubbles -- K. Hirano: On the maximum of a diffusion process in a random Lévy environment -- D. Khoshnevisan: The codimension of the zeros of a stable process in random scenery -- J. Brossard: Deux notions équivalentes d'unicité en loi pour les équations différentielles stochastiques -- Z. Brzezniak, A. Carroll : Approximation of the Wong-Zakai type for stochastic differential equations in M-type 2 Banach spaces with applications to loop spaces -- F. Delarue: Estimates of the solutions of a system of quasi-linear PDEs. A probabilistic scheme -- G. Miermont, J. Schweinsberg: Self-similar fragmentations and stable subordinators -- M. Ledoux: A remark on hypercontractivity and tail inequalities for the largest eigenvalues of random matrices -- Ya. Doumerc: A note on representations of eigenvalues of classical Gaussian matrices -- E. Strasser: Necessary and sufficient conditions for the supermartingale property of a stochastic integral with respect to a local martingale -- M. Rasonyi: A remark on the superhedging theorem under transaction costs -- I. Rosu, D. Stroock: On the derivation of the Black-Scholes formula -- P. del Moral, A. Doucet: On a class of genealogical and interacting Metropolis models
Dimensions
unknown
Edition
1st ed. 2003.
Extent
1 online resource (XIV, 454 p.)
File format
multiple file formats
Form of item
online
Isbn
9783540400042
Level of compression
uncompressed
Media category
computer
Media type code
  • c
Other control number
10.1007/b94376
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)1000000000230892
  • (SSID)ssj0000326581
  • (PQKBManifestationID)11268668
  • (PQKBTitleCode)TC0000326581
  • (PQKBWorkID)10296707
  • (PQKB)11387023
  • (DE-He213)978-3-540-40004-2
  • (EXLCZ)991000000000230892

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