Séminaire de probabilités XLII
Author(s)
Bibliographic Information
Séminaire de probabilités XLII
(Lecture notes in mathematics, 1979)
Springer, c2009
- Other Title
-
Séminaire de probabilités 42
Available at / 55 libraries
-
Library, Research Institute for Mathematical Sciences, Kyoto University数研
L/N||LNM||1979200010707080
-
No Libraries matched.
- Remove all filters.
Note
Other editors: Michel Émery, Alain Rouault, Christophe Stricker
Includes bibliographical references
Description and Table of Contents
Description
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...
Table of Contents
- 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.
by "Nielsen BookData"