LEADER 03436nam 2200589Ia 450 001 9910483446603321 005 20200520144314.0 010 $a1-280-38435-2 010 $a9786613562272 010 $a3-642-01763-0 024 7 $a10.1007/978-3-642-01763-6 035 $a(CKB)1000000000753945 035 $a(SSID)ssj0000320007 035 $a(PQKBManifestationID)11243395 035 $a(PQKBTitleCode)TC0000320007 035 $a(PQKBWorkID)10354545 035 $a(PQKB)10728074 035 $a(DE-He213)978-3-642-01763-6 035 $a(MiAaPQ)EBC3064346 035 $a(PPN)136306357 035 $a(EXLCZ)991000000000753945 100 $a20090613d2009 uy 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aSeminaire de probabilites XLII /$fCatherine Donati-Martin ... [et al.], (eds) 205 $a1st ed. 2009. 210 $aBerlin $cSpringer$dc2009 215 $a1 online resource (XIII, 449 p.) 225 1 $aLecture notes in mathematics,$x0075-8434 ;$v1979 300 $aIncludes erratum to: New methods in the arbitrage theory of financial markets with transaction costs, an article included in Seminaire de probabilites XLI (p. 449). 311 $a3-642-01762-2 320 $aIncludes bibliographical references. 327 $aYet another introduction to rough paths -- Monotonicity of the extremal functions for one-dimensional inequalities of logarithmic Sobolev type -- Non-monotone convergence in the quadratic Wasserstein distance -- On the equation = #x002A; -- Shabat polynomials and harmonic measure -- Radial Dunkl Processes Associated with Dihedral Systems -- Matrix Valued Brownian Motion and a Paper by P#x00F3;lya -- On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable L#x00E9;vy Processes -- L#x00E9;vy Systems and Time Changes -- Self-Similar Branching Markov Chains -- A Spine Approach to Branching Diffusions with Applications to L-Convergence of Martingales -- Penalisation of the Standard Random Walk by a Function of the One-Sided Maximum, of the Local Time, or of the Duration of the Excursions -- Canonical Representation for Gaussian Processes -- Recognising Whether a Filtration is Brownian: a Case Study -- Markovian properties of the spin-boson model -- Statistical properties of Pauli matrices going through noisy channels -- Erratum to: New methods in the arbitrage theory of financial markets with transaction costs, in Seminaire XLI. 330 $aThe tradition of specialized courses in the Séminaires de Probabilités is continued with A. Lejay's Another introduction to rough paths. Other topics from this 42nd volume range from the interface between analysis and probability to special processes, Lévy processes and Lévy systems, branching, penalization, representation of Gaussian processes, filtrations and quantum probability. 410 0$aLecture notes in mathematics (Springer-Verlag) ;$v1979. 517 3 $aSeminaire de probabilites 42 606 $aProbabilities$vCongresses 606 $aStochastic processes$vCongresses 615 0$aProbabilities 615 0$aStochastic processes 676 $a519.2 701 $aDonati-Martin$b Catherine$0320060 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910483446603321 996 $aSeminaire de probabilites XLII$94187824 997 $aUNINA