Séminaire de Probabilités XXXVIII

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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Émery, Michel (Editor ), Ledoux, Michel (Editor ), Yor, Marc (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2005.
Edición:1st ed. 2005.
Colección:Séminaire de Probabilités, 1857
Temas:
Probabilities.
Probability Theory.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Processus de Lévy: R.A. Doney: Tanaka's construction for random walks and Lévy processes
  • R.A. Doney: Some excursion calculations for spectrally one-sided Lévy processes
  • A.E. Kyprianou, Z. Palmowski: A martingale review of some fluctuation theory for spectrally megative Lévy processes
  • M.R. Pistorius: A potential-theoretical review of some exit problems of spectrally negative Lévy processes
  • L. Nguyen-Ngoc, M. Yor: Some martingales associated to reflected Lévy processes
  • K.B. Erickson, R.A. Maller: Generalised Ornstein-Uhlenbeck processes and the convergence of Lévy integrals
  • Autres Exposés: P. Fougères: Spectral gap for log-concave probability measures on the real line
  • L. Godefroy: Propriété de Choquet-Deny et fonctions harmoniques sur les hypergroupes commutatifs
  • M. Buiculescu: Exponential decay parameters associated with excessive measures
  • V. Grecca: Positive bilinear mappings associated with stochastic processes
  • A. Jakubowski: An almost sure approximation for the predictable process in the Doob-Meyer decomposition theorem
  • A. Cherny, A. Shiryaev: On stochastic integrals up to infinity and predictable criteria for integrability
  • Y. Kabanov, C. Stricker: Remarks on the true no-arbitrage property
  • H. Bühler: Information-equivalence: On filtrations created by independent increments
  • M. Zakai: Rotations and tangent processes on Wiener space
  • I. Shigekawa: Lp multiplier theorem for the Hodge-Kodaira operator
  • G. Peccati, C.A. Tudor: Gaussian limits for vector-valued multiple stochastic integrals
  • J. Rosen: Derivatives of self-intersection local times
  • N. Eisenbaum, C. A. Tudor: On squared fractional Brownian motions
  • A. Ayache et al: Regularity and identification of generalised miltifractional Gaussian processes
  • F. Benaych-Georges: Failure of the Raikov theorem for free random variables
  • G. Aubrun: Aharp small deviation inequality for the largest eigenvalue of a randommatrix
  • F. Baudoin: The tangent space to a hypoelliptic diffusion and applications
  • A. Benchérif-Madani, É. Pardoux: Homogenization of a diffusion with locally periodic coefficients.

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