LEADER 04650nam 2200673 450 001 9910484404303321 005 20220816150736.0 010 $a3-540-31449-0 024 7 $a10.1007/b104072 035 $a(CKB)1000000000231822 035 $a(DE-He213)978-3-540-31449-3 035 $a(SSID)ssj0000320008 035 $a(PQKBManifestationID)11258704 035 $a(PQKBTitleCode)TC0000320008 035 $a(PQKBWorkID)10343264 035 $a(PQKB)11092744 035 $a(MiAaPQ)EBC4975563 035 $a(MiAaPQ)EBC5592202 035 $a(Au-PeEL)EBL4975563 035 $a(CaONFJC)MIL140184 035 $a(OCoLC)1024278449 035 $a(Au-PeEL)EBL5592202 035 $a(OCoLC)1066193369 035 $a(MiAaPQ)EBC6805745 035 $a(Au-PeEL)EBL6805745 035 $a(PPN)123090083 035 $a(EXLCZ)991000000000231822 100 $a20220816d2004 uy 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 00$aSe?minaire de probabilite?s XXXVIII /$fedited by Michel E?mery, Michel Ledoux, Marc Yor 205 $a1st ed. 2005. 210 1$aBerlin, Germany ;$aNew York, New York :$cSpringer-Verlag,$d[2004] 210 4$d©2004 215 $a1 online resource (IX, 394 p. Also available online.) 225 1 $aSéminaire de Probabilités,$x0720-8766 ;$v1857 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a3-540-23973-1 327 $aProcessus de Lévy: R.A. Doney: Tanaka's construction for random walks and Lévy processes -- R.A. Doney: Some excursion calculations for spectrally one-sided Lévy processes -- A.E. Kyprianou, Z. Palmowski: A martingale review of some fluctuation theory for spectrally megative Lévy processes -- M.R. Pistorius: A potential-theoretical review of some exit problems of spectrally negative Lévy processes -- L. Nguyen-Ngoc, M. Yor: Some martingales associated to reflected Lévy processes -- K.B. Erickson, R.A. Maller: Generalised Ornstein-Uhlenbeck processes and the convergence of Lévy integrals -- Autres Exposés: P. Fougères: Spectral gap for log-concave probability measures on the real line -- L. Godefroy: Propriété de Choquet-Deny et fonctions harmoniques sur les hypergroupes commutatifs -- M. Buiculescu: Exponential decay parameters associated with excessive measures -- V. Grecca: Positive bilinear mappings associated with stochastic processes -- A. Jakubowski: An almost sure approximation for the predictable process in the Doob-Meyer decomposition theorem -- A. Cherny, A. Shiryaev: On stochastic integrals up to infinity and predictable criteria for integrability -- Y. Kabanov, C. Stricker: Remarks on the true no-arbitrage property -- H. Bühler: Information-equivalence: On filtrations created by independent increments -- M. Zakai: Rotations and tangent processes on Wiener space -- I. Shigekawa: Lp multiplier theorem for the Hodge-Kodaira operator -- G. Peccati, C.A. Tudor: Gaussian limits for vector-valued multiple stochastic integrals -- J. Rosen: Derivatives of self-intersection local times -- N. Eisenbaum, C. A. Tudor: On squared fractional Brownian motions -- A. Ayache et al: Regularity and identification of generalised miltifractional Gaussian processes -- F. Benaych-Georges: Failure of the Raikov theorem for free random variables -- G. Aubrun: Aharp small deviation inequality for the largest eigenvalue of a randommatrix -- F. Baudoin: The tangent space to a hypoelliptic diffusion and applications -- A. Benchérif-Madani, É. Pardoux: Homogenization of a diffusion with locally periodic coefficients. 330 $aBesides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions whose topics range from analysis of semi-groups to free probability, via martingale theory, Wiener space and Brownian motion, Gaussian processes and matrices, diffusions and their applications to PDEs. As do all previous volumes of this series, it provides an overview on the current state of the art in the research on stochastic processes. 410 0$aSéminaire de Probabilités,$x0720-8766 ;$v1857 606 $aProbabilities 606 $aProbabilities$vCongresses 615 0$aProbabilities. 615 0$aProbabilities 676 $a519.282 702 $aLedoux$b Michel$f1958- 702 $aEmery$b Michel$f1949- 702 $aYor$b Marc 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910484404303321 996 $aSéminaire de probabilités XXXVIII$9230752 997 $aUNINA