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Author: Jacques Azema
Publisher: Springer
Published: 2006-11-14
Total Pages: 337
ISBN-13: 354044744X
DOWNLOAD EBOOKAll the papers included in this volume are original research papers. They represent an important part of the work of French probabilists and colleagues with whom they are in close contact throughout the world. The main topics of the papers are martingale and Markov processes studies.
Author: Jacques Azema
Publisher:
Published: 2014-09-01
Total Pages: 340
ISBN-13: 9783662199534
DOWNLOAD EBOOKAuthor: Jacques Azema
Publisher: Springer
Published: 2008-05-01
Total Pages: 342
ISBN-13: 3540683526
DOWNLOAD EBOOKThe 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.
Author: J. Azema
Publisher: Springer
Published: 2004-10-21
Total Pages: 434
ISBN-13: 3540446710
DOWNLOAD EBOOKAnnotation. Researchers and graduate students in the theory of stochastic processes will find in this 35th volume some thirty articles on martingale theory, martingales and finance, analytical inequalities and semigroups, stochastic differential equations, functionals of Brownian motion and of Lévy processes. Ledoux's article contains a self-contained introduction to the use of semigroups in spectral gaps and logarithmic Sobolev inequalities; the contribution by Emery and Schachermayer includes an exposition for probabilists of Vershik's theory of backward discrete filtrations.
Author: Catherine Donati-Martin
Publisher: Springer
Published: 2018-08-07
Total Pages: 544
ISBN-13: 3319924206
DOWNLOAD EBOOKThis 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.
Author: Jacques Azéma
Publisher: Springer
Published: 2004-10-21
Total Pages: 507
ISBN-13: 3540361073
DOWNLOAD EBOOKThe 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.
Author: J. Azema
Publisher: Springer
Published: 2007-05-06
Total Pages: 441
ISBN-13: 3540464131
DOWNLOAD EBOOKThis 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.
Author: Catherine Donati-Martin
Publisher: Springer
Published: 2008-08-30
Total Pages: 459
ISBN-13: 3540779132
DOWNLOAD EBOOKStochastic 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.
Author: Jacques Azema
Publisher: Springer
Published: 2007-01-05
Total Pages: 443
ISBN-13: 3540697624
DOWNLOAD EBOOKAll 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.
