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 ap...
| Συγγραφή απο Οργανισμό/Αρχή: | |
|---|---|
| Άλλοι συγγραφείς: | , , |
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2005.
|
| Σειρά: | Lecture Notes in Mathematics, Séminaire de Probabilités,
1857 |
| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- 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.
