書誌事項

Séminaire de probabilités XLII

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

(Lecture notes in mathematics, 1979)

Springer, c2009

タイトル別名

Séminaire de probabilités 42

大学図書館所蔵 件 / 57

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注記

Other editors: Michel Émery, Alain Rouault, Christophe Stricker

Includes bibliographical references

内容説明・目次

内容説明

Nine volumes ago, in S' eminaire de Probabilit' es XXXIII, a series of advanced courses was started; nine such courses have appeared since. Two of them are due to Antoine Lejay, including his Introduction to rough paths in v- umeXXXVII. Thisunrepentantrecidivistnowstrikesagain,withYetanother introduction to rough paths, which sheds a more algebraic light on the same matter. The various contributions which constitute the rest of the volume ex- plify the r ole the S' eminaire intends to play on the probabilistic stage: junior authors go side by side with older contributors, with a predominance from French or francophile ones; short notes mix with real research articles; and the themes are well in the traditional spirit of the S' eminaire, ranging over the broad spectrum of interest of the readership of the S' eminaire. ' Catherine Donati-Martin, Michel Emery, Alain Rouault, Christophe Stricker vii Contents Yet Another Introduction to Rough Paths Antoine Lejay...1 Monotonicity of the Extremal Functions for One-dimensional Inequalities of Logarithmic Sobolev Type Laurent Miclo...1 03 Non-monotone Convergence in the Quadratic Wasserstein Distance Walter Schachermayer, Uwe Schmock, and Josef Teichmann...131 On the Equation ? =S ??? t t Fangjun Xu...137 Shabat Polynomials and Harmonic Measure Philippe Biane...147 Radial Dunkl Processes Associated with Dihedral Systems Nizar Demni...153 Matrix Valued Brownian Motion and a Paper by P' olya Philippe Biane...171 On the Laws of First Hitting Times of Points for One-dimensional Symmetric Stable L' evy Processes Kouji Yano, Yuko Yano, and Marc Yor...

目次

  • Yet another introduction to rough paths.- Monotonicity of the extremal functions for one-dimensional inequalities of logarithmic Sobolev type.- Non-monotone convergence in the quadratic Wasserstein distance.- On the equation = #x002A
  • .- Shabat polynomials and harmonic measure.- Radial Dunkl Processes Associated with Dihedral Systems.- Matrix Valued Brownian Motion and a Paper by P#x00F3
  • lya.- On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable L#x00E9
  • vy Processes.- L#x00E9
  • vy Systems and Time Changes.- Self-Similar Branching Markov Chains.- A Spine Approach to Branching Diffusions with Applications to L-Convergence of Martingales.- Penalisation of the Standard Random Walk by a Function of the One-Sided Maximum, of the Local Time, or of the Duration of the Excursions.- Canonical Representation for Gaussian Processes.- Recognising Whether a Filtration is Brownian: a Case Study.- Markovian properties of the spin-boson model.- Statistical properties of Pauli matrices going through noisy channels.- Erratum to: New methods in the arbitrage theory of financial markets with transaction costs, in Seminaire XLI.

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詳細情報

  • NII書誌ID(NCID)
    BA90599806
  • ISBN
    • 9783642017629
  • LCCN
    2009286035
  • 出版国コード
    gw
  • タイトル言語コード
    fre
  • 本文言語コード
    eng
  • 出版地
    Berlin
  • ページ数/冊数
    xiii, 449 p.
  • 大きさ
    24 cm
  • 分類
  • 件名
  • 親書誌ID
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