Séminaire de probabilités XXXVI
Author(s)
Bibliographic Information
Séminaire de probabilités XXXVI
(Lecture notes in mathematics, 1801)
Springer-Verlag, c2003
- : pbk
Available at 78 libraries
  Aomori
  Iwate
  Miyagi
  Akita
  Yamagata
  Fukushima
  Ibaraki
  Tochigi
  Gunma
  Saitama
  Chiba
  Tokyo
  Kanagawa
  Niigata
  Toyama
  Ishikawa
  Fukui
  Yamanashi
  Nagano
  Gifu
  Shizuoka
  Aichi
  Mie
  Shiga
  Kyoto
  Osaka
  Hyogo
  Nara
  Wakayama
  Tottori
  Shimane
  Okayama
  Hiroshima
  Yamaguchi
  Tokushima
  Kagawa
  Ehime
  Kochi
  Fukuoka
  Saga
  Nagasaki
  Kumamoto
  Oita
  Miyazaki
  Kagoshima
  Okinawa
  Korea
  China
  Thailand
  United Kingdom
  Germany
  Switzerland
  France
  Belgium
  Netherlands
  Sweden
  Norway
  United States of America
Note
Text in English and French
Other eds.: M. Émery, M. Ledoux, M. Yor
Includes bibliographical references
Description and Table of Contents
Description
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.
Table of Contents
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.
by "Nielsen BookData"