Séminaire de probabilités XLVI
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Bibliographic Information
Séminaire de probabilités XLVI
（Lecture notes in mathematics, 2123 . Séminaire de probabilités）
Springer, c2014
Available at / 44 libraries
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Library, Research Institute for Mathematical Sciences, Kyoto University数研
L/N||LNM||2123200032344827
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Includes bibliographical references
Description and Table of Contents
Description
Providing a broad overview of the current state of the art in probability theory and its applications, and featuring an article coauthored by Mark Yor, this volume contains contributions on branching processes, Levy processes, random walks and martingales and their connection with, among other topics, rough paths, semi-groups, heat kernel asymptotics and mathematical finance.
Table of Contents
- Sergey Bocharov, Simon C. Harris: Branching random walk in an homogeneous breeding potential.- A.E. Kyprianou, J.-L. Perez and Y.X. Ren: The backbone decomposition for spatially dependent supercritical superprocesses.- Lucian Beznea, Iulian Cimpean:On Bochner-Kolmogorov theorem.-Jacques Franchi: Small Time Asymptotics for an Example of Strictly Hypoelliptic Heat Kernel.-Kolehe A. Coulibaly-Pasquier:Onsager-Machlupn functional for uniformly elliptic time-inhomogeneous diffusion.- Xi Geng, Zhongmin Qian and Danyu Yang: G-Brownian Motion as Rough Paths and Differential Equations Driven by G-Brownian Motion.- Ismael Bailleul: Flows driven by Banach space-valued rough paths.- Christian Leonard: Some properties of path measures.- Patrick Cattiaux, Arnaud Guillin: Semi Log-Concave Markov Diffusions.- Carlo Marinelli,Michael Roeckner: On maximal inequalities for purely discontinuous martingales in infinite dimensions.- Walter Schachermayer: Admissible Trading Strategies under Transaction Costs.- A.E. Kyprianou, A.R. Watson: Potentials of stable processes.- Julien Letemplier,Thomas Simon: Unimodality of hitting times for stable processes.- Mathieu Rosenbaum and Marc Yor: On the law of a triplet associated with the pseudo-Brownian bridge.- Jean Brossard, Michel Emery and Christophe Leuridan:Skew-product decomposition of planar Brownian motion and complementability.- Vilmos Prokaj
- On the exactness of the Levy-transformation.- Yinshan Chang: Multi-occupation field generates the Borel-sigma-field of loops.- Ramon van Handel: Ergodicity, Decisions, and Partial Information.- Laurent Serlet: Invariance principle for the random walk conditioned to have a few zeroes.- Dario Trevisian: A short proof of Stein's universal multiplier theorem.- Joseph Najnudel, Ashkan Nikeghbali: On a flow of operators associated to virtual permutations.
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