書誌事項

Séminaire de probabilités XLI

Catherine Donati-Martin ... [et al.] (eds.)

(Lecture notes in mathematics, 1934)

Springer, c2008

タイトル別名

Séminaire de probabilités 41

大学図書館所蔵 件 / 57

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注記

Two contributions in French

Other editors: Michel Émery, Alain Rouault, Christophe Stricker

Includes bibliographical references

内容説明・目次

内容説明

Stochastic processes are as usual the main subject of the Seminaire, with contributions on Brownian motion (fractional or other), Levy processes, martingales and probabilistic finance. Other probabilistic themes are also present: large random matrices, statistical mechanics. The contributions in this volume provide a sampling of recent results on these topics. All contributions with the exception of two are written in English language.

目次

A. Dermoune, Ph. Heinrich : Spectral gap for a colored disordered lattice gas.-D. Feral : On large deviations for the spectral measure of discrete Coulomb gas.- O. Khorunzhiy : Estimates for moments of random matrices with Gaussian elements.- M. Capitaine, M. Casalis : Geometric interpretation of the cumulants for random matrices previously defined as convolutions on the symmetric group.- A. Kyprianou, Z. Palmowski : Fluctuations of spectrally negative Markov additive processes.- J. Bertoin, A. Lindner, R. Maller : On continuity properties of the law of integrals of Levy processes.- D. Baraka, T. S. Mountford : A law of the iterated logarithm for fractional Brownian motions.- I. Nourdin : A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimensio local time in R1.- I. Bailleul : Une preuve simple d'un resultat de Dufresne.- L. Serlet : Creation or deletion of a drift on a Brownian trajectory.- A. M. G. Cox : Extending Chacon-Walsh: minimality and generalised starting distributions.- J. Brossard, C. Leuridan : Transformations browniennes et complements independants : resultats et problemes ouverts.- J.-C. Gruet : Hyperbolic random walks.- D. Bakry, N. Huet : The hypergroup property and representation of Markov kernels.- D. Williams : A new look at 'Markovian' Wiener-Hopf theory.- F. Bolley : Separability and completeness for the Wasserstein distance.- N. Privault : A probabilistic interpretation to the symmetries of a discrete heat equation.- S. Kaji : On tail distributions of supremum and quadratic variation of cadlag local martingales.- P. Friz, N. Victoir : The Burkholder-Davis-Gundy inequality for enhanced martingales.- Yu. Kabanov, C. Stricker : On martingale selectors of conevalued processes.- I. Klein : No asymptotic freelunch reviewed in the light of Orlicz spaces.- M. Rasonyi : New methods in the arbitrage theory of financial markets with transaction costs.

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