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Lecture Notes in Mathematics / S Minaire de Probabilit?'s #2046: S Minaire de Probabilit S XLIV

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Lecture Notes in Mathematics / S Minaire de Probabilit?'s #2046: S Minaire de Probabilit S XLIV Cover

 

Synopses & Reviews

Publisher Comments:

As usual, some of the contributions to this 44th Séminaire de Probabilités were exposed during the Journées de Probabilités held in Dijon in June 2010. The other ones come from spontaneous submissions or were solicited by the editors. We hope that the whole volume is a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France.

Table of Contents

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.

Product Details

ISBN:
9783642274602
Author:
Donati-martin, Catherine (edt)
Publisher:
Springer
Author:
Donati-Martin, Catherine
Author:
Lejay, Antoine
Author:
Rouault, Alain
Subject:
Statistics
Subject:
60-XX, 60JXX, 60J60, 60J10, 60J65, 60J55, 46L54
Subject:
asymptotic results on stochastic processes
Subject:
Free probability
Subject:
Stochastic processes
Subject:
variable length Markov chain
Subject:
Probability Theory and Stochastic Processes
Subject:
sto
Subject:
chastic processes
Subject:
Mathematics-Number Theory
Copyright:
Edition Description:
Book
Series:
Lecture Notes in Mathematics / Séminaire de Probabilités
Series Volume:
2046
Publication Date:
20120227
Binding:
TRADE PAPER
Language:
English
Pages:
477
Dimensions:
235 x 155 mm

Related Subjects


Science and Mathematics » Mathematics » Analysis General
Science and Mathematics » Mathematics » Differential Equations
Science and Mathematics » Mathematics » Number Theory
Science and Mathematics » Mathematics » Probability and Statistics » General
Science and Mathematics » Mathematics » Probability and Statistics » Probability Theory
Science and Mathematics » Mathematics » Probability and Statistics » Statistics

Lecture Notes in Mathematics / S Minaire de Probabilit?'s #2046: S Minaire de Probabilit S XLIV New Trade Paper
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