LEADER 04406nam 22005895 450 001 9910144620003321 005 20200702144403.0 010 $a3-540-40004-4 024 7 $a10.1007/b94376 035 $a(CKB)1000000000230892 035 $a(SSID)ssj0000326581 035 $a(PQKBManifestationID)11268668 035 $a(PQKBTitleCode)TC0000326581 035 $a(PQKBWorkID)10296707 035 $a(PQKB)11387023 035 $a(DE-He213)978-3-540-40004-2 035 $a(MiAaPQ)EBC5577295 035 $a(PPN)23803321X 035 $a(EXLCZ)991000000000230892 100 $a20121227d2003 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aSéminaire de Probabilités XXXVII /$fedited by Jacques Azéma, Michel Émery, Michel Ledoux, Marc Yor 205 $a1st ed. 2003. 210 1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d2003. 215 $a1 online resource (XIV, 454 p.) 225 1 $aSéminaire de Probabilités,$x0720-8766 ;$v1832 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a3-540-20520-9 320 $aIncludes bibliographical references. 327 $aPreface -- F.B. Knight: An Impression of P.A. Meyer as Deus Ex Machina -- Advanced course: A. Lejay: An introduction to rough paths -- Talks: D. Bakry, O. Mazet : Characterization of Markov semigroups on R associated to some families of orthogonal polynomials -- P. Cheridito: Representations of Gaussian measures that are equivalent to Wiener measure -- L. Galtchouk: On the reduction of a multidimensional continuous martingale to a Brownian motion -- I. Meilijson: The time to a given drawdown in Brownian motion -- A. Lachal: Application de la théorie des excursions à l'intégrale du mouvement Brownien -- T. Mountford: Brownian sheet local time and bubbles -- K. Hirano: On the maximum of a diffusion process in a random Lévy environment -- D. Khoshnevisan: The codimension of the zeros of a stable process in random scenery -- J. Brossard: Deux notions équivalentes d'unicité en loi pour les équations différentielles stochastiques -- Z. Brzezniak, A. Carroll : Approximation of the Wong-Zakai type for stochastic differential equations in M-type 2 Banach spaces with applications to loop spaces -- F. Delarue: Estimates of the solutions of a system of quasi-linear PDEs. A probabilistic scheme -- G. Miermont, J. Schweinsberg: Self-similar fragmentations and stable subordinators -- M. Ledoux: A remark on hypercontractivity and tail inequalities for the largest eigenvalues of random matrices -- Ya. Doumerc: A note on representations of eigenvalues of classical Gaussian matrices -- E. Strasser: Necessary and sufficient conditions for the supermartingale property of a stochastic integral with respect to a local martingale -- M. Rasonyi: A remark on the superhedging theorem under transaction costs -- I. Rosu, D. Stroock: On the derivation of the Black-Scholes formula -- P. del Moral, A. Doucet: On a class of genealogical and interacting Metropolis models. 330 $aThe 37th Séminaire de Probabilités contains A. Lejay's advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths. The rest of the volume consists of various articles on topics familiar to regular readers of the Séminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes. 410 0$aSéminaire de Probabilités,$x0720-8766 ;$v1832 606 $aProbabilities 606 $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004 615 0$aProbabilities. 615 14$aProbability Theory and Stochastic Processes. 676 $a512.97 702 $aAzéma$b Jacques$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aÉmery$b Michel$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aLedoux$b Michel$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aYor$b Marc$4edt$4http://id.loc.gov/vocabulary/relators/edt 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910144620003321 996 $aSéminaire de probabilités XXXVII$9262657 997 $aUNINA