close
1.

電子ブック

EB
edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2016
シリーズ名: Lecture Notes in Mathematics ; 2168
オンライン: http://dx.doi.org/10.1007/978-3-319-44465-9
所蔵情報: loading…
目次情報: 続きを見る
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
2.

電子ブック

EB
edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2015
シリーズ名: Lecture Notes in Mathematics ; 2137
オンライン: http://dx.doi.org/10.1007/978-3-319-18585-9
所蔵情報: loading…
目次情報: 続きを見る
P. Salminen, J-Y. Yen, M. Yor: Integral representations of certain measures in the one-dimensional diffusions excursion theory
J. Warren: Sticky Particles and Stochastic Flows
T. Funaki: Infinitesimal invariance for the coupled KPZ equations
J. Pitman, W. Tang: Patterns in random walks and Brownian motion
J-F. Le Gall: Bessel processes, the Brownian snake and super-Brownian motion
L. Alili, P. Graczyk, T. Zak: On inversions and Doob h-transforms of linear diffusions
K. Yano, Y. Yano: On h-transforms of one-dimensional diffusions stopped upon hitting zero
D. Bakry, O. Zribi: h-transforms and orthogonal polynomials
A. Aksamit, T. Choulli, M. Jeanblanc: On an optional semi-martingale decomposition and the existence of the deator in an enlarged filtration
J. Pitman: Martingale marginals do not always determine convergence
J. Obloj, P. Spoida, N. Touzi: Martingale Inequalities for the Maximum via Pathwise Arguments
P. Biane: Polynomials associated with finite Markov chains
J. Najnudel: On σ-finite measures related to the Martin boundary of recurrent Markov chains
P. Fitzsimmons, Y. Le Jan, J. Rosen: Loop measures without transition probabilities
L.C.G. Rogers, M. Duembgen: The joint law of the extrema, final value and signature of a stopped random walk
E. Azmoodeh, G. Peccati, G. Poly: Convergence towards linear combinations of chi-squared random variables: a Malliavin-based approach
P-L Méliot, A. Nikeghbali: Mod-Gaussian convergence and its applications for models of statistical mechanics
P. Baldi: On Sharp Large Deviations for the bridge of a general Diffusion
N. Demni, A. Rouault, M. Zani: Large deviations for clocks of semi-stable processes
N. O'Connell: Stochastic Backlund transformations
N. Ikeda, H. Matsumoto: The Kolmogorov operator and classical mechanics
A. Comtet , Y. Tourigny: Explicit formulae in probability and in statistical physics
P. Bougerol: The Matsumoto and Yor process and infinite dimensional hyperbolic space
L. Chaumont: Breadth first search coding of multitype forests with application to Lamperti representation
L. Devroye, G. Letac: Copulas with prescribed correlation matrix
D. Stroock: Remarks on the HRT Conjecture
P. Salminen, J-Y. Yen, M. Yor: Integral representations of certain measures in the one-dimensional diffusions excursion theory
J. Warren: Sticky Particles and Stochastic Flows
T. Funaki: Infinitesimal invariance for the coupled KPZ equations
3.

電子ブック

EB
edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2014
シリーズ名: Lecture Notes in Mathematics ; 2123
オンライン: http://dx.doi.org/10.1007/978-3-319-11970-0
所蔵情報: loading…
目次情報: 続きを見る
Sergey Bocharov, Simon C. Harris: Branching random walk in an homogeneous breeding potential
A.E. Kyprianou, J.-L. Pérez and Y.X. Ren: The backbone decomposition for spatially dependent supercritical superprocesses
Lucian Beznea, Iulian Cˆımpean:On Bochner-Kolmogorov theorem.-Jacques Franchi: Small Time Asymptotics for an Example of Strictly Hypoelliptic Heat Kernel.-Koléhè A. Coulibaly-Pasquier:Onsager-Machlupn functional for uniformly elliptic time-inhomogeneous diffusion
Xi Geng, Zhongmin Qian and Danyu Yang: G-Brownian Motion as Rough Paths and Differential Equations Driven by G-Brownian Motion
Isma¨el Bailleul: Flows driven by Banach space-valued rough paths
Christian Léonard: Some properties of path measures
Patrick Cattiaux, Arnaud Guillin: Semi Log-Concave Markov Diffusions
Carlo Marinelli,Michael Röckner: On maximal inequalities for purely discontinuous martingales in infinite dimensions
Walter Schachermayer: Admissible Trading Strategies under Transaction Costs
A.E. Kyprianou, A.R. Watson: Potentials of stable processes
Julien Letemplier,Thomas Simon: Unimodality of hitting times for stable processes
Mathieu Rosenbaum and Marc Yor:  On the law of a triplet associated with the pseudo-Brownian bridge
Jean Brossard, Michel Emery and Christophe Leuridan:Skew-product decomposition of planar Brownian motion and complementability
Vilmos Prokaj; On the exactness of the Lévy-transformation
Yinshan Chang: Multi-occupation field generates the Borel-sigma-field of loops
Ramon van Handel: Ergodicity, Decisions, and Partial Information
Laurent Serlet: Invariance principle for the random walk conditioned to have a few zeroes
Dario Trevisian: A short proof of Stein’s universal multiplier theorem
Joseph Najnudel, Ashkan Nikeghbali: On a flow of operators associated to virtual permutations
Sergey Bocharov, Simon C. Harris: Branching random walk in an homogeneous breeding potential
A.E. Kyprianou, J.-L. Pérez and Y.X. Ren: The backbone decomposition for spatially dependent supercritical superprocesses
Lucian Beznea, Iulian Cˆımpean:On Bochner-Kolmogorov theorem.-Jacques Franchi: Small Time Asymptotics for an Example of Strictly Hypoelliptic Heat Kernel.-Koléhè A. Coulibaly-Pasquier:Onsager-Machlupn functional for uniformly elliptic time-inhomogeneous diffusion
4.

電子ブック

EB
edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault
出版情報: Heidelberg : Springer International Publishing : Imprint: Springer, 2013
シリーズ名: Lecture Notes in Mathematics ; 2078
オンライン: http://dx.doi.org/10.1007/978-3-319-00321-4
所蔵情報: loading…
目次情報: 続きを見る
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
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
5.

電子ブック

EB
edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012
シリーズ名: Lecture Notes in Mathematics ; 2046
オンライン: http://dx.doi.org/10.1007/978-3-642-27461-9
所蔵情報: loading…
目次情報: 続きを見る
Context trees, variable length Markov chains and dynamical sources
Martingale property of generalized stochastic exponentials
Some classes of proper integrals and generalized Ornstein-Uhlenbeck processes
Martingale representations for diffusion processes and backward stochastic differential equations
Quadratic Semimartingale BSDEs Under an Exponential Moments Condition
The derivative of the intersection local time of Brownian motion through Wiener chaos
On the occupation times of Brownian excursions and Brownian loops
Discrete approximation to solution flows of Tanaka’s SDE related to Walsh Brownian motion
Spectral Distribution of the Free unitary Brownian motion: another approach
Another failure in the analogy between Gaussian and semicircle laws
Global solutions to rough differential equations with unbounded vector fields
Asymptotic behavior of oscillatory fractional processes
Time inversion property for rotation invariant self-similar diffusion processes
On Peacocks: a general introduction to two articles
Some examples of peacocks in a Markovian set-up
Peacocks obtained by normalisation; strong and very strong peacocks
Branching Brownian motion: Almost sure growth along scaled paths
On the delocalized phase of the random pinning model
Large deviations for Gaussian stationary processes and semi-classical analysis
Girsanov theory under a finite entropy condition
Context trees, variable length Markov chains and dynamical sources
Martingale property of generalized stochastic exponentials
Some classes of proper integrals and generalized Ornstein-Uhlenbeck processes
6.

電子ブック

EB
edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2011
シリーズ名: Lecture Notes in Mathematics ; 2006
オンライン: http://dx.doi.org/10.1007/978-3-642-15217-7
所蔵情報: loading…