Séminaire de probabilités XXXVI
著者
書誌事項
Séminaire de probabilités XXXVI
（Lecture notes in mathematics, 1801）
Springer-Verlag, c2003
- : pbk
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注記
Text in English and French
Other eds.: M. Émery, M. Ledoux, M. Yor
Includes bibliographical references
内容説明・目次
内容説明
The 36th Seminaire de Probabilites 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 Seminaires, this volume will be useful to researchers in statistical mechanics and mathematical finance.
目次
Cours specialises et exposes thematiques: A. Guionnet, B. Zegarlinski: Lectures on Logarithmic Sobolev inequalities.- A. Lejay, L. Pastur: Matrices aleatoires : statistique asymptotique des valeurs propres.- N. O'Connell: Random matrices, non-colliding particle systems and queues.- Exposes: A. Dermoune, O. Moutsinga: Generalized variational principles.- D. Chafai: Gaussian maximum of entropy and reversed log-Sobolev inequality.- L. Miclo: About projections of logarithmic Sobolev inequalities.- L. Miclo: Sur l'inegalite de Sobolev logarithmique des operateurs de Laguerre a petit parametre.- A. Bentaleb: Sur les fonctions extremales des inegalites de Sobolev des operateurs de diffusion.- C. Donati-Martin, Y. Hu: Penalization of the Wiener measure and principal values.- C. Leuridan: Theoreme de Ray-Knight dans un arbre : Une approche algebrique.- R. Bass: Stochastic differential equations driven by symmetric stable processes.- T. Simon: Support d'une equation d' Ito avec sauts en dimension 1.- N. Eisenbaum: A Gaussian sheet connected to symmetric Markov chains.- C. Leuridan: Filtration d'une marche aleatoire stationnaire sur le cercle.- S. Beghdadi-Sakrani: Une martingale non pure, dont la filtration est brownienne.- J. Hannig: On filtrations related to purely discontinuous martingales.- S. Beghdadi-Sakrani: Calcul stochastique pour des mesures signees.- J. Jacod: On processes with conditional independent increments and stable convergence in law.- V. Grecea: Duality and quasi-continuity for supermartingales.- Y. Kabanov, C. Stricker: On the true submartingale property, d'apres Schachermayer.- C. Stricker: Simple strategies in exponential utility maximization.- M. Arnaudon, A. Thalmaier: Horizontal martingales in vector bundles.- D. Kurtz: Representation nucleaire des martingales d'Azema.- S. Attal: Approximating the Fock space with the toy Fock space.- Corrections auxvolumes anterieurs.
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