03610nam 22006135 450 991014631390332120250729101814.03-540-46413-110.1007/BFb0103797(CKB)1000000000437285(SSID)ssj0000326578(PQKBManifestationID)11244000(PQKBTitleCode)TC0000326578(PQKBWorkID)10296615(PQKB)11099308(DE-He213)978-3-540-46413-6(MiAaPQ)EBC6284622(MiAaPQ)EBC5576443(Au-PeEL)EBL5576443(OCoLC)1066187746(PPN)155198831(EXLCZ)99100000000043728520121227d2000 u| 0engurnn|008mamaatxtccrSeminaire de Probabilites XXXIV /edited by J. Azema, M. Emery, M. Ledoux, M. Yor1st ed. 2000.Berlin, Heidelberg :Springer Berlin Heidelberg :Imprint: Springer,2000.1 online resource (VIII, 440 p.) Séminaire de Probabilités,2510-3660 ;1729Includes index.3-540-67314-8 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.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.Séminaire de Probabilités,2510-3660 ;1729ProbabilitiesProbability TheoryProbabilities.Probability Theory.519.2Azéma J.edthttp://id.loc.gov/vocabulary/relators/edtEmery Medthttp://id.loc.gov/vocabulary/relators/edtLedoux Medthttp://id.loc.gov/vocabulary/relators/edtYor Medthttp://id.loc.gov/vocabulary/relators/edtMiAaPQMiAaPQMiAaPQBOOK9910146313903321Séminaire de probabilités XXXIV262288UNINA