Séminaire de Probabilités LI
Séminaire de Probabilités LI

Author: Catherine Donati-Martin

Publisher: Springer Nature

Published: 2022-05-13

Total Pages: 399

ISBN-13: 3030964094

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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. Merlevède 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.

Séminaire de Probabilités XLIX
Séminaire de Probabilités XLIX

Author: Catherine Donati-Martin

Publisher: Springer

Published: 2018-08-07

Total Pages: 544

ISBN-13: 3319924206

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This 49th volume offers a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France. This includes articles on latest developments on diffusion processes, large deviations, martingale theory, quasi-stationary distribution, random matrices, and many more. All the contributions come from spontaneous submissions and their diversity illustrates the good health of this branch of mathematics. The featured contributors are E. Boissard, F. Bouguet, J. Brossard, M. Capitaine, P. Cattiaux, N. Champagnat, K. Abdoulaye Coulibaly-Pasquier, H. Elad Altman, A. Guillin, P. Kratz, A. Lejay, C. Leuridan, P. McGill, L. Miclo, G. Pagès, E. Pardoux, P. Petit, B. Rajeev, L. Serlet, H. Tsukada, D. Villeomannais and B. Wilbertz.

Séminaire de Probabilités XLVIII
Séminaire de Probabilités XLVIII

Author: Catherine Donati-Martin

Publisher: Springer

Published: 2016-11-17

Total Pages: 503

ISBN-13: 3319444654

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In addition to its further exploration of the subject of peacocks, introduced in recent Séminaires de Probabilités, this volume continues the series’ focus on current research themes in traditional topics such as stochastic calculus, filtrations and random matrices. Also included are some particularly interesting articles involving harmonic measures, random fields and loop soups. The featured contributors are Mathias Beiglböck, Martin Huesmann and Florian Stebegg, Nicolas Juillet, Gilles Pags, Dai Taguchi, Alexis Devulder, Mátyás Barczy and Peter Kern, I. Bailleul, Jürgen Angst and Camille Tardif, Nicolas Privault, Anita Behme, Alexander Lindner and Makoto Maejima, Cédric Lecouvey and Kilian Raschel, Christophe Profeta and Thomas Simon, O. Khorunzhiy and Songzi Li, Franck Maunoury, Stéphane Laurent, Anna Aksamit and Libo Li, David Applebaum, and Wendelin Werner.

Séminaire de Probabilités XXXII
Séminaire de Probabilités XXXII

Author: Jacques Azema

Publisher: Springer

Published: 2007-01-05

Total Pages: 443

ISBN-13: 3540697624

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All the papers in the volume are original research papers, discussing fundamental properties of stochastic processes. The topics under study (martingales, filtrations, path properties, etc.) represent an important part of the current research performed in 1996-97 by various groups of probabilists in France and abroad.

Seminaire de Probabilites XXXIV
Seminaire de Probabilites XXXIV

Author: J. Azema

Publisher: Springer

Published: 2007-05-06

Total Pages: 441

ISBN-13: 3540464131

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This volume contains 19 contributions to various subjects in the theory of (commutative and non-commutative) stochastic processes. It also provides a 145-page graduate course on branching and interacting particle systems, with applications to non-linear filtering, by P. del Moral and L. Miclo.

Séminaire de Probabilités XLII
Séminaire de Probabilités XLII

Author: Catherine Donati-Martin

Publisher: Springer

Published: 2009-06-29

Total Pages: 457

ISBN-13: 3642017630

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This book offers an introduction to rough paths. Coverage also includes the interface between analysis and probability to special processes, Lévy processes and Lévy systems, representation of Gaussian processes, filtrations and quantum probability.

Seminaire de Probabilites XXXI
Seminaire de Probabilites XXXI

Author: Jacques Azema

Publisher: Springer

Published: 2008-05-01

Total Pages: 342

ISBN-13: 3540683526

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The 31 papers collected here present original research results obtained in 1995-96, on Brownian motion and, more generally, diffusion processes, martingales, Wiener spaces, polymer measures.

Séminaire de Probabilités XLIII
Séminaire de Probabilités XLIII

Author: Catherine Donati Martin

Publisher: Springer Science & Business Media

Published: 2010-10-28

Total Pages: 511

ISBN-13: 3642152163

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This is a new volume of the Séminaire de Probabilités which is now in its 43rd year. Following the tradition, this volume contains about 20 original research and survey articles on topics related to stochastic analysis. It contains an advanced course of J. Picard on the representation formulae for fractional Brownian motion. The regular chapters cover a wide range of themes, such as stochastic calculus and stochastic differential equations, stochastic differential geometry, filtrations, analysis on Wiener space, random matrices and free probability, as well as mathematical finance. Some of the contributions were presented at the Journées de Probabilités held in Poitiers in June 2009.

In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX
In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX

Author: Marc Yor

Publisher: Springer

Published: 2006-10-17

Total Pages: 423

ISBN-13: 3540355138

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The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements are recalled in this book, and tributes are paid by his friends and colleagues. This volume also contains mathematical contributions to classical and quantum stochastic calculus, the theory of processes, martingales and their applications to mathematical finance and Brownian motion. These contributions provide an overview on the current trends of stochastic calculus.

Séminaire de Probabilités XXXVI
Séminaire de Probabilités XXXVI

Author: Jacques Azéma

Publisher: Springer

Published: 2004-10-21

Total Pages: 507

ISBN-13: 3540361073

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The 36th Sminaire de Probabilits contains an advanced course on Logarithmic Sobolev Inequalities by A. Guionnet and B. Zegarlinski, as well as two shorter surveys by L. Pastur and N. O'Connell on the theory of random matrices and their links with stochastic processes. The main themes of the other contributions are Logarithmic Sobolev Inequalities, Stochastic Calculus, Martingale Theory and Filtrations. Besides the traditional readership of the Sminaires, this volume will be useful to researchers in statistical mechanics and mathematical finance.