Séminaire de probabilités XXXVIII
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Bibliographic Information
Séminaire de probabilités XXXVIII
（Lecture notes in mathematics, 1857）
Springer, c2005
Available at / 68 libraries
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Library, Research Institute for Mathematical Sciences, Kyoto University数研
L/N||LNM||185704063382
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INTERNATIONAL CHRISTIAN UNIVERSITY LIBRARY図
V.1857410.8/L507/v.185706258783,
410.8/L507/v.185706258783 -
Hokkaido University, Library, Graduate School of Science, Faculty of Science and School of Science図書
DC22:519.2/EM362080021757
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Note
Text in English and French
Includes bibliographical references
Description and Table of Contents
Description
Besides a series of six articles on Levy processes, Volume 38 of the Seminaire de Probabilites 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.
Table of Contents
Processus de Levy: R.A. Doney: Tanaka's construction for random walks and Levy processes.- R.A. Doney: Some excursion calculations for spectrally one-sided Levy processes.- A.E. Kyprianou, Z. Palmowski: A martingale review of some fluctuation theory for spectrally megative Levy processes.- M.R. Pistorius: A potential-theoretical review of some exit problems of spectrally negative Levy processes.- L. Nguyen-Ngoc, M. Yor: Some martingales associated to reflected Levy processes.- K.B. Erickson, R.A. Maller: Generalised Ornstein-Uhlenbeck processes and the convergence of Levy integrals.- Autres Exposes: P. Fougeres: Spectral gap for log-concave probability measures on the real line.- L. Godefroy: Propriete 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. Buhler: 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. Bencherif-Madani, E. Pardoux: Homogenization of a diffusion with locally periodic coefficients.
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