Séminaire de Probabilités XLVIII

フォーマット:

電子ブック

責任表示:

edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault

言語:

英語

出版情報:

Cham : Springer International Publishing : Imprint: Springer, 2016

形態:

VIII, 503 p. 23 illus., 4 illus. in color : online resource

著者名:

• Donati-Martin, Catherine
• Lejay, Antoine
• Rouault, Alain
• SpringerLink (Online service)

シリーズ名:

Lecture Notes in Mathematics ; 2168

目次情報:

Mathias Beiglböck, Martin Huesmann and Florian Stebegg: Root to Kellerer
Nicolas Juillet: Peacocks Parametrised by a Partially Ordered Set
Convex order for path-dependent derivatives: a dynamic programming approach
Dai Taguchi: Stability problem for one-dimensional stochastic differential equations with discontinuous drift
Alexis Devulder: The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential
Mátyás Barczy and Peter Kern: A link between Bougerol’s identity and a formula due to Donati-Martin, Matsumoto and Yor
Ismal Bailleul: Large deviation principle for bridges of sub-Riemannian diffus ion processes
Jürgen Angst and Camille Tardif: Dévissage of a Poisson boundary under equivariance and regularity conditions
Nicolas Privault: Weitzenböck and Clark-Ocone decompositions for differential forms on the space of normal martingales
Anita Behme, Alexander Lindner and Makoto Maejima: On the range of exponential functionals of Lévy processes
Cédric Lecouvey and Kilian Raschel: t-Martin boundary of killed random walks in the quadrant
Christophe Profeta and Thomas Simon: On the harmonic measure of stable processes
Oleskiy Khorunzhiy: On High Moments of Strongly Diluted Large Wigner Random Matrices
Songzi Li: Dyson processes on the octonion algebra
Franck Maunoury: Necessary and sufficient conditions for the existence of a-determinantal processes
Stéphane Laurent: Filtrations of the erased-word processes
Anna Aksamit and Libo Li: Projections, pseudo-stopping times and the immersion property
David Applebaum: Stationary Random Fields on the Unitary Dual of a Compact Group
Wendelin Werner: On the spatial Markov property of soups of unoriented and oriented loops

Mathias Beiglböck, Martin Huesmann and Florian Stebegg: Root to Kellerer
Nicolas Juillet: Peacocks Parametrised by a Partially Ordered Set
Convex order for path-dependent derivatives: a dynamic programming approach
Dai Taguchi: Stability problem for one-dimensional stochastic differential equations with discontinuous drift
Alexis Devulder: The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential
Mátyás Barczy and Peter Kern: A link between Bougerol’s identity and a formula due to Donati-Martin, Matsumoto and Yor

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書誌ID:

NB00096752  

ISBN:

9783319444659 [3319444654]      
9783319444642 [3319444646]