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

Séminaire de Probabilités XXXVIII, edited by Michel Émery, Michel Ledoux, Marc Yor, (electronic resource)

Label
Séminaire de Probabilités XXXVIII
Title
Séminaire de Probabilités XXXVIII
Statement of responsibility
edited by Michel Émery, Michel Ledoux, Marc Yor
Contributor
Editor
Editor
Subject
Language
  • eng
  • eng
Summary
Besides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions whose topics range from analysis of semi-groups to free probability, via martingale theory, Wiener space and Brownian motion, Gaussian processes and matrices, diffusions and their applications to PDEs. As do all previous volumes of this series, it provides an overview on the current state of the art in the research on stochastic processes
Member of
Is Subseries of
Dewey number
519.2
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsedt
  • 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
  • Émery, Michel.
  • Ledoux, Michel.
  • Yor, Marc.
Series statement
Séminaire de Probabilités,
Series volume
1857
http://library.link/vocab/subjectName
  • Distribution (Probability theory
  • Probability Theory and Stochastic Processes
Label
Séminaire de Probabilités XXXVIII, edited by 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
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Processus de Lévy: R.A. Doney: Tanaka's construction for random walks and Lévy processes -- R.A. Doney: Some excursion calculations for spectrally one-sided Lévy processes -- A.E. Kyprianou, Z. Palmowski: A martingale review of some fluctuation theory for spectrally megative Lévy processes -- M.R. Pistorius: A potential-theoretical review of some exit problems of spectrally negative Lévy processes -- L. Nguyen-Ngoc, M. Yor: Some martingales associated to reflected Lévy processes -- K.B. Erickson, R.A. Maller: Generalised Ornstein-Uhlenbeck processes and the convergence of Lévy integrals -- Autres Exposés: P. Fougères: Spectral gap for log-concave probability measures on the real line -- L. Godefroy: Propriété de Choquet-Deny et fonctions harmoniques sur les hypergroupes commutatifs -- M. Buiculescu: Exponential decay parameters associated with excessive measures -- V. Grecca: Positive bilinear mappings associated with stochastic processes -- A. Jakubowski: An almost sure approximation for the predictable process in the Doob-Meyer decomposition theorem -- A. Cherny, A. Shiryaev: On stochastic integrals up to infinity and predictable criteria for integrability -- Y. Kabanov, C. Stricker: Remarks on the true no-arbitrage property -- H. Bühler: Information-equivalence: On filtrations created by independent increments -- M. Zakai: Rotations and tangent processes on Wiener space -- I. Shigekawa: Lp multiplier theorem for the Hodge-Kodaira operator -- G. Peccati, C.A. Tudor: Gaussian limits for vector-valued multiple stochastic integrals -- J. Rosen: Derivatives of self-intersection local times -- N. Eisenbaum, C. A. Tudor: On squared fractional Brownian motions -- A. Ayache et al: Regularity and identification of generalised miltifractional Gaussian processes -- F. Benaych-Georges: Failure of the Raikov theorem for free random variables -- G. Aubrun: Aharp small deviation inequality for the largest eigenvalue of a randommatrix -- F. Baudoin: The tangent space to a hypoelliptic diffusion and applications -- A. Benchérif-Madani, É. Pardoux: Homogenization of a diffusion with locally periodic coefficients
Dimensions
unknown
Edition
1st ed. 2005.
Extent
1 online resource (IX, 394 p. Also available online.)
File format
multiple file formats
Form of item
online
Isbn
9783540314493
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/b104072
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)1000000000231822
  • (DE-He213)978-3-540-31449-3
  • (SSID)ssj0000320008
  • (PQKBManifestationID)11258704
  • (PQKBTitleCode)TC0000320008
  • (PQKBWorkID)10343264
  • (PQKB)11092744
  • (EXLCZ)991000000000231822
Label
Séminaire de Probabilités XXXVIII, edited by 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
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Processus de Lévy: R.A. Doney: Tanaka's construction for random walks and Lévy processes -- R.A. Doney: Some excursion calculations for spectrally one-sided Lévy processes -- A.E. Kyprianou, Z. Palmowski: A martingale review of some fluctuation theory for spectrally megative Lévy processes -- M.R. Pistorius: A potential-theoretical review of some exit problems of spectrally negative Lévy processes -- L. Nguyen-Ngoc, M. Yor: Some martingales associated to reflected Lévy processes -- K.B. Erickson, R.A. Maller: Generalised Ornstein-Uhlenbeck processes and the convergence of Lévy integrals -- Autres Exposés: P. Fougères: Spectral gap for log-concave probability measures on the real line -- L. Godefroy: Propriété de Choquet-Deny et fonctions harmoniques sur les hypergroupes commutatifs -- M. Buiculescu: Exponential decay parameters associated with excessive measures -- V. Grecca: Positive bilinear mappings associated with stochastic processes -- A. Jakubowski: An almost sure approximation for the predictable process in the Doob-Meyer decomposition theorem -- A. Cherny, A. Shiryaev: On stochastic integrals up to infinity and predictable criteria for integrability -- Y. Kabanov, C. Stricker: Remarks on the true no-arbitrage property -- H. Bühler: Information-equivalence: On filtrations created by independent increments -- M. Zakai: Rotations and tangent processes on Wiener space -- I. Shigekawa: Lp multiplier theorem for the Hodge-Kodaira operator -- G. Peccati, C.A. Tudor: Gaussian limits for vector-valued multiple stochastic integrals -- J. Rosen: Derivatives of self-intersection local times -- N. Eisenbaum, C. A. Tudor: On squared fractional Brownian motions -- A. Ayache et al: Regularity and identification of generalised miltifractional Gaussian processes -- F. Benaych-Georges: Failure of the Raikov theorem for free random variables -- G. Aubrun: Aharp small deviation inequality for the largest eigenvalue of a randommatrix -- F. Baudoin: The tangent space to a hypoelliptic diffusion and applications -- A. Benchérif-Madani, É. Pardoux: Homogenization of a diffusion with locally periodic coefficients
Dimensions
unknown
Edition
1st ed. 2005.
Extent
1 online resource (IX, 394 p. Also available online.)
File format
multiple file formats
Form of item
online
Isbn
9783540314493
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/b104072
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)1000000000231822
  • (DE-He213)978-3-540-31449-3
  • (SSID)ssj0000320008
  • (PQKBManifestationID)11258704
  • (PQKBTitleCode)TC0000320008
  • (PQKBWorkID)10343264
  • (PQKB)11092744
  • (EXLCZ)991000000000231822

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