Seminaire de Probabilites XXXIV

Seminaire de Probabilites XXXIV

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.

Λεπτομέρειες βιβλιογραφικής εγγραφής
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.
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • 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.

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