Seminaire de Probabilites XXXIV

• Corporate Author: SpringerLink (Online service)
• Other Authors: Azema, J. (Editor, http://id.loc.gov/vocabulary/relators/edt), Emery, M. (Editor, http://id.loc.gov/vocabulary/relators/edt), Ledoux, M. (Editor, http://id.loc.gov/vocabulary/relators/edt), Yor, M. (Editor, http://id.loc.gov/vocabulary/relators/edt)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2000.
• Edition: 1st ed. 2000.
• Series: Séminaire de Probabilités, 1729
• Subjects: 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.

Table of Contents:

• 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.