rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Séminaire de Probabilités XLV
  name:
    name part: Donati-Martin, Catherine.
    role:
      role term: editor.
  name:
    name part: Lejay, Antoine.
    role:
      role term: editor.
  name:
    name part: Rouault, Alain.
    role:
      role term: editor.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2013
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: VIII, 558 p. 16 illus., 12 illus. in color. online resource.
  abstract: 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 participants to the September 2011 Conference on Stochastic Filtrations, held in Strasbourg and organized by Michel Émery, have also contributed to the present volume. The rest of the work covers a wide range of topics, such as stochastic calculus and Markov processes, random matrices and free probability, and combinatorial optimization.
  table of contents: 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.
  note: edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault.
  subject:
    topic: Mathematics
  subject:
    topic: Probabilities
  subject:
    topic: Mathematics
  subject:
    topic: Probability Theory and Stochastic Processes
  classification: QA273.A1-274.9
  classification: QA274-274.9
  classification: 519.2
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Lecture Notes in Mathematics, 2078
  identifier: 9783319003214
  identifier: http://dx.doi.org/10.1007/978-3-319-00321-4
  record info:
    record creation date: 130719
    record change date: 20151030021436.0
    record identifier: 978-3-319-00321-4