Séminaire de Probabilités XLV

The series of advanced courses initiated in Séminaire de Probabilités XXXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus. The Séminaire also occasionally publishes a series of contributions on a unifying subject; in this spirit, selected participant...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Donati-Martin, Catherine (Editor ), Lejay, Antoine (Editor ), Rouault, Alain (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2013.
Edición:1st ed. 2013.
Colección:Séminaire de Probabilités, 2078
Temas:
Probabilities.
Probability Theory.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Special Course: I. Nourdin: Lectures on Gaussian approximations with Malliavin calculus
  • Other Contributions: V. Prokaj: Some sufficient conditions for the ergodicity of the Lévy-transformation
  • S. Laurent: Vershik's intermediate level standardness criterion and the scale of an automorphism
  • C. Dellacherie and M. Émery: Filtrations indexed by ordinals; application to a conjecture of S. Laurent
  • M. Émery: A planar Borel set which divides every Borel product
  • J. Brossard et C. Leuridan: Characterising Ocone local martingales with reflections
  • H. Hashimoto: Approximation and stability of solutions of SDEs driven by a symmetric a stable process with non-Lipschitz coefficients
  • C. Cuchiero and Josef Teichman: Path properties and regularity of affine processes on general state spaces
  • E. Jacob: Langevin process reflected on a partially elastic boundary II
  • R. Doney and S. Vakeroudis: Windings of planar stable processes
  • A. Sokol: Elementary proof that the first hitting time of an open set by a jump process is a stopping time
  • L. Döring and M. Roberts: Catalytic branching processes via spine techniques and renewal theory
  • S. Bourguin and C. Tudor: Malliavin calculus and self normalized sums
  • P. Catuogno, D. Ledesma and P. Ruffino: A note on stochastic calculus in vector bundles
  • G. Pagès: Functional co-monotony of processes with an application to peacocks
  • S. Noreddine: Fluctuations of the traces of complex-valued iid random matrices
  • J. Ortmann: Functionals of the Free Brownian motion
  • L. Miclo and P. Monmarche´: Étude de processus moins indécis que les autres
  • F. Barthe and C. Bordenave:  Combinatorial optimization over two random point sets
  • I. Kortchemski: A simple proof of Duquesne's theorem on contour processes of conditioned Galton-Watson trees.

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