Seminaire de Probabilites XXXIV

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Azema, J. (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Emery, M. (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Ledoux, M. (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Yor, M. (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2000.
• Έκδοση: 1st ed. 2000.
• Σειρά: Séminaire de Probabilités, 1729
• Θέματα: Probabilities.; Probability Theory and Stochastic Processes.

 This volume contains 19 contributions to various subjects in the theory of (commutative and non-commutative) stochastic processes. It also provides a 145-page graduate course on branching and interacting particle systems, with applications to non-linear filtering, by P. del Moral and L. Miclo. 

 Branching and interacting particle systems approximations of feynman-kac formulae with applications to non-linear filtering -- Exponential inequalities for bessel processes -- On sums of iid random variables indexed by N parameters -- Series of iterated quantum stochastic integrals -- p-variation for families of local times on lines -- Large deviations for some poisson random integrals -- Formes de Dirichlet sur un Espace de Wiener-Poisson. Application au grossissement de filtration -- Saturations of gambling houses -- Convergence of a 'gibbs-boltzmann' random measure for a typed branching diffusion -- Time dependent subordination and markov processes with jumps -- Marked excursions and random trees -- Laws of the iterated logarithm for the Brownian snake -- On the Onsager-Machlup functional for elliptic diffusion processes -- A unified approach to several inequalities for gaussian and diffusion measures -- Trous spectraux pour certains algorithmes de Métropolis sur ? -- Comportement asymptotique des fonctions harmoniques sur les arbres -- Asymptotic estimates for the first hitting time of fluctuating additive functionals of Brownian motion -- Monotonicity property for a class of semilinear partial differential equations -- Fast sets and points for fractional Brownian motion -- Some invariance properties (of the laws) of Ocone's martingales.