LEADER 05110nam 2200589 a 450 001 9910484794703321 005 20200520144314.0 010 $a3-642-27461-7 024 7 $a10.1007/978-3-642-27461-9 035 $a(CKB)3400000000085196 035 $a(SSID)ssj0000679711 035 $a(PQKBManifestationID)11482630 035 $a(PQKBTitleCode)TC0000679711 035 $a(PQKBWorkID)10625477 035 $a(PQKB)10671812 035 $a(DE-He213)978-3-642-27461-9 035 $a(MiAaPQ)EBC3070624 035 $z(PPN)258846755 035 $a(PPN)165072520 035 $a(EXLCZ)993400000000085196 100 $a20120213d2012 uy 0 101 0 $afre 135 $aurnn|008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aSeminaire de probabilites XLIV /$fCatherine Donati-Martin, Antoine Lejay, Alain Rouault, editors 205 $a1st ed. 2012. 210 $aHeidelberg ;$aNew York $cSpringer$dc2012 215 $a1 online resource (VIII, 469 p. 17 illus., 10 illus. in color.) 225 1 $aLecture notes in mathematics,$x0075-8434 ;$v2046 300 $aPapers presented at the 44th Seminaire de probabilites, held in June, 2010, in Dijon, France. 311 $a3-642-27460-9 320 $aIncludes bibliographical references. 327 $tContext Trees, Variable Length Markov Chains and Dynamical Sources /$rPeggy Cenac, Brigitte Chauvin, Frederic Paccaut and Nicolas Pouyanne --$tMartingale Property of Generalized Stochastic Exponentials /$rAleksandar Mijatovic, Nika Novak and Mikhail Urusov --$tSome Classes of Proper Integrals and Generalized Ornstein-Uhlenbeck Processes /$rAndreas Basse-O'Connor, Svend-Erik Graversen and Jan Pedersen --$tMartingale Representations for Diffusion Processes and Backward Stochastic Differential Equations /$rZhongmin Qian and Jiangang Ying --$tQuadratic Semimartingale BSDEs Under an Exponential Moments Condition /$rMarkus Mocha and Nicholas Westray --$tThe Derivative of the Intersection Local Time of Brownian Motion Through Wiener Chaos /$rGreg Markowsky --$tOn the Occupation Times of Brownian Excursions and Brownian Loops /$rHao Wu --$tDiscrete Approximations to Solution Flows of Tanaka's SDE Related to Walsh Brownian Motion /$rHatem Hajri --$tSpectral Distribution of the Free Unitary Brownian Motion: Another Approach /$rNizar Demni and Taoufik Hmidi --$tAnother Failure in the Analogy Between Gaussian and Semicircle Laws /$rNathalie Eisenbaum --$tGlobal Solutions to Rough Differential Equations with Unbounded Vector Fields /$rAntoine Lejay --$tAsymptotic Behavior of Oscillatory Fractional Processes /$rRenaud Marty and Knut Slna --$tTime Inversion Property for Rotation Invariant Self-similar Diffusion Processes /$rJuha Vuolle-Apiala --$tOn Peacocks: A General Introduction to Two Articles /$rAntoine-Marie Bogso, Christophe Profeta and Bernard Roynette --$tSome Examples of Peacocks in a Markovian Set-Up /$rAntoine-Marie Bogso, Christophe Profeta and Bernard Roynette --$tPeacocks Obtained by Normalisation: Strong and Very Strong Peacocks /$rAntoine-Marie Bogso, Christophe Profeta and Bernard Roynette --$tBranching Brownian Motion: Almost Sure Growth Along Scaled Paths /$rSimon C. Harris and Matthew I. Roberts --$tOn the Delocalized Phase of the Random Pinning Model /$rJean-Christophe Mourrat --$tLarge Deviations for Gaussian Stationary Processes and Semi-Classical Analysis /$rBernard Bercu, Jean-Francois Bony and Vincent Bruneau --$tGirsanov Theory Under a Finite Entropy Condition /$rChristian Leonard --$tErratum to Seminaire XXVII /$r/Michel Emery and Marc Yor --$tErratum to Seminaire XXXV /$rMichel Emery and Walter Schachermayer. 330 $aAs usual, some of the contributions to this 44th Séminaire de Probabilités were presented during the Journées de Probabilités held in Dijon in June 2010. The remainder were spontaneous submissions or were solicited by the editors. The traditional and historical themes of the Séminaire are covered, such as stochastic calculus, local times and excursions, and martingales. Some subjects already touched on in the previous volumes are still here: free probability, rough paths, limit theorems for general processes (here fractional Brownian motion and polymers), and large deviations. Lastly, this volume explores new topics, including variable length Markov chains and peacocks. We hope that the whole volume is a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France. 410 0$aLecture notes in mathematics (Springer-Verlag) ;$v2046. 517 3 $aSeminaire de probabilites 44 606 $aProbabilities$vCongresses 615 0$aProbabilities 676 $a519.2 701 $aDonati-Martin$b Catherine$0320060 701 $aLejay$b Antoine$0732112 701 $aRouault$b Alain$f1949-$01751577 712 12$aSâeminaire de probabilitâes 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910484794703321 996 $aSeminaire de probabilites XLIV$94186567 997 $aUNINA