Séminaire de Probabilités XL
Séminaire de Probabilités XL

Author: Catherine Donati-Martin

Publisher: Springer

Published: 2007-07-25

Total Pages: 485

ISBN-13: 3540711899

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Who could have predicted that the S ́ eminaire de Probabilit ́ es would reach the age of 40? This long life is ?rst due to the vitality of the French probabil- tic school, for which the S ́ eminaire remains one of the most speci?c media of exchange. Another factor is the amount of enthusiasm, energy and time invested year after year by the R ́ edacteurs: Michel Ledoux dedicated himself tothistaskuptoVolumeXXXVIII,andMarcYormadehisnameinseparable from the S ́ eminaire by devoting himself to it during a quarter of a century. Browsing among the past volumes can only give a faint glimpse of how much is owed to them; keeping up with the standard they have set is a challenge to the new R ́ edaction. In a changing world where the status of paper and ink is questioned and where, alas, pressure for publishing is increasing, in particular among young mathematicians, we shall try and keep the same direction. Although most contributions are anonymously refereed, the S ́ eminaire is not a mathema- cal journal; our ?rst criterion is not mathematical depth, but usefulness to the French and international probabilistic community. We do not insist that everything published in these volumes should have reached its ?nal form or be original, and acceptance–rejection may not be decided on purely scienti?c grounds.

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.

Séminaire de Probabilités XLI
Séminaire de Probabilités XLI

Author: Catherine Donati-Martin

Publisher: Springer Science & Business Media

Published: 2008-05-07

Total Pages: 459

ISBN-13: 3540779124

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Stochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or other), Lévy processes, martingales and probabilistic finance. Other probabilistic themes are also present: large random matrices, statistical mechanics. The contributions in this volume provide a sampling of recent results on these topics. All contributions with the exception of two are written in English language.

Séminaire de Probabilités XLII
Séminaire de Probabilités XLII

Author: Catherine Donati-Martin

Publisher: Springer Science & Business Media

Published: 2009-06-29

Total Pages: 457

ISBN-13: 3642017622

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The tradition of specialized courses in the Séminaires de Probabilités is continued with A. Lejay's Another introduction to rough paths. Other topics from this 42nd volume range from the interface between analysis and probability to special processes, Lévy processes and Lévy systems, branching, penalization, representation of Gaussian processes, filtrations and quantum probability.

Séminaire de Probabilités XXXVIII
Séminaire de Probabilités XXXVIII

Author: Michel Émery

Publisher: Springer Science & Business Media

Published: 2004-12-02

Total Pages: 408

ISBN-13: 9783540239734

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Besides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions whose topics range from analysis of semi-groups to free probability, via martingale theory, Wiener space and Brownian motion, Gaussian processes and matrices, diffusions and their applications to PDEs. As do all previous volumes of this series, it provides an overview on the current state of the art in the research on stochastic processes.

New Trends in Stochastic Analysis and Related Topics
New Trends in Stochastic Analysis and Related Topics

Author: Huaizhong Zhao

Publisher: World Scientific

Published: 2012

Total Pages: 458

ISBN-13: 9814360910

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The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area in mathematics in recent decades. It has been discovered to have intrinsic connections with many other areas of mathematics such as partial differential equations, functional analysis, topology, differential geometry, dynamical systems, etc. Mathematicians developed many mathematical tools in stochastic analysis to understand and model random phenomena in physics, biology, finance, fluid, environment science, etc. This volume contains 12 comprehensive review/new articles written by world leading researchers (by invitation) and their collaborators. It covers stochastic analysis on manifolds, rough paths, Dirichlet forms, stochastic partial differential equations, stochastic dynamical systems, infinite dimensional analysis, stochastic flows, quantum stochastic analysis and stochastic Hamilton Jacobi theory. Articles contain cutting edge research methodology, results and ideas in relevant fields. They are of interest to research mathematicians and postgraduate students in stochastic analysis, probability, partial differential equations, dynamical systems, mathematical physics, as well as to physicists, financial mathematicians, engineers, etc.

LNM
LNM

Author:

Publisher:

Published: 2008

Total Pages: 484

ISBN-13:

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Contents of 1-14 (1966/67-1978/79) in v. 15 (1979/80)

A Dynamical Approach to Random Matrix Theory
A Dynamical Approach to Random Matrix Theory

Author: László Erdős

Publisher: American Mathematical Soc.

Published: 2017-08-30

Total Pages: 239

ISBN-13: 1470436485

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A co-publication of the AMS and the Courant Institute of Mathematical Sciences at New York University This book is a concise and self-contained introduction of recent techniques to prove local spectral universality for large random matrices. Random matrix theory is a fast expanding research area, and this book mainly focuses on the methods that the authors participated in developing over the past few years. Many other interesting topics are not included, and neither are several new developments within the framework of these methods. The authors have chosen instead to present key concepts that they believe are the core of these methods and should be relevant for future applications. They keep technicalities to a minimum to make the book accessible to graduate students. With this in mind, they include in this book the basic notions and tools for high-dimensional analysis, such as large deviation, entropy, Dirichlet form, and the logarithmic Sobolev inequality. This manuscript has been developed and continuously improved over the last five years. The authors have taught this material in several regular graduate courses at Harvard, Munich, and Vienna, in addition to various summer schools and short courses. Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.

An Introduction to Probabilistic Number Theory
An Introduction to Probabilistic Number Theory

Author: Emmanuel Kowalski

Publisher: Cambridge University Press

Published: 2021-05-06

Total Pages: 271

ISBN-13: 1108899560

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Despite its seemingly deterministic nature, the study of whole numbers, especially prime numbers, has many interactions with probability theory, the theory of random processes and events. This surprising connection was first discovered around 1920, but in recent years the links have become much deeper and better understood. Aimed at beginning graduate students, this textbook is the first to explain some of the most modern parts of the story. Such topics include the Chebychev bias, universality of the Riemann zeta function, exponential sums and the bewitching shapes known as Kloosterman paths. Emphasis is given throughout to probabilistic ideas in the arguments, not just the final statements, and the focus is on key examples over technicalities. The book develops probabilistic number theory from scratch, with short appendices summarizing the most important background results from number theory, analysis and probability, making it a readable and incisive introduction to this beautiful area of mathematics.