書誌事項

Séminaire de probabilités LI

Catherine Donati-Martin, Antoine Lejay, Alain Rouault, editors

(Lecture notes in mathematics, 2301 . Séminaire de probabilités)

Springer, 2022

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注記

Includes bibliographical references

内容説明・目次

内容説明

This volume presents a selection of texts that reflects the current research streams in probability, with an interest toward topics such as filtrations, Markov processes and Markov chains as well as large deviations, Stochastic Partial Differential equations, rough paths theory, quantum probabilities and percolation on graphs. The featured contributors are R. L. Karandikar and B. V. Rao, C. Leuridan, M. Vidmar, L. Miclo and P. Patie, A. Bernou, M.-E. Caballero and A. Rouault, J. Dedecker, F. Merlevede and E. Rio, F. Brosset, T. Klein, A. Lagnoux and P. Petit, C. Marinelli and L. Scarpa, C. Castaing, N. Marie and P. Raynaud de Fitte, S. Attal, J. Deschamps and C. Pellegrini, and N. Eisenbaum.

目次

- 1. Stochastic Integrals and Two Filtrations. - 2. Filtrations Associated to Some Two-to-One Transformations. - 3. Exit Problems for Positive Self-Similar Markov Processes with One-Sided Jumps. - 4. On Intertwining Relations Between Ehrenfest, Yule and Ornstein-Uhlenbeck Processes. - 5. On Subexponential Convergence to Equilibrium of Markov Processes. - 6. Invariance Principles for Clocks. - 7. Criteria for Borel-Cantelli Lemmas with Applications to Markov Chains and Dynamical Systems. - 8. Large Deviations at the Transition for Sums of Weibull-Like Random Variables. - 9. Well-Posedness of Monotone Semilinear SPDEs with Semimartingale Noise. - 10. Sweeping Processes Perturbed by Rough Signals. - 11. Classical Noises Emerging from Quantum Environments. - 12. Percolation of Repulsive Particles on Graphs.

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詳細情報

  • NII書誌ID(NCID)
    BC14648430
  • ISBN
    • 9783030964085
  • 出版国コード
    sz
  • タイトル言語コード
    fre
  • 本文言語コード
    eng
  • 出版地
    Cham
  • ページ数/冊数
    viii, 396 p.
  • 大きさ
    24 cm
  • 分類
  • 件名
  • 親書誌ID
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