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Séminaire de probabilités XXX / / edited by Jacques Azema, Michel Emery, and Marc Yor
| Séminaire de probabilités XXX / / edited by Jacques Azema, Michel Emery, and Marc Yor |
| Edizione | [1st ed. 1996.] |
| Pubbl/distr/stampa | Berlin, Germany ; ; New York, New York : , : Springer-Verlag, , [1996] |
| Descrizione fisica | 1 online resource (VIII, 388 p.) |
| Disciplina | 519.2 |
| Collana | Séminaire de Probabilités |
| Soggetto topico | Probabilities |
| ISBN | 3-540-68463-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Remarques sur l’intégrale de Riemann généralisée -- Deux applications de la décomposition de Galtchouk-Kunita-Watanabe -- Comparaison des lois stationnaire et quasi-stationnaire d’un processus de Markov et application à la fiabilité -- The asymptotic composition of supercritical, multi-type branching populations -- Un lien entre réseaux de neurones et systèmes de particules: Un modele de rétinotopie -- Cohomologie de Bismut-Nualart-Pardoux et cohomologie de Hochschild entiere -- Un contre-exemple touchant à l’indépendance -- An asymptotic evaluation of heat kernel for short time -- Meyer’s Topology and Brownian motion in a composite medium -- Continuous Maassen kernels and the inverse oscillator -- Sur le modèle d’Heisenberg -- Sur les inégalités GKS -- How long does it take a transient Bessel process to reach its future infimum? -- Strong and weak order of time discretization schemes of stochastic differential equations -- Projection d’une diffusion sur sa filtration lente -- Une propriété des martingales pures -- Une démonstration élémentaire d’une identité de Biane et Yor -- First order calculus and last entrance times -- Minimization of the Kullback information for some Markov processes -- Sur les processus croissants de type injectif -- A characterisation of the closure of H ? in BMO -- On a conjecture of Kazamaki -- Hirsch’s integral test for the iterated Brownian motion -- Rectifications à “Semi-martingales banachiques, le théorème des trois opérateurs” (Séminaire XXVIII, L.N.M. 1583, 1994, pages 1–20). |
| Record Nr. | UNISA-996466618903316 |
| Berlin, Germany ; ; New York, New York : , : Springer-Verlag, , [1996] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Séminaire de probabilités XXXI / / edited by Jacques Azema, Michel Emery, and Marc Yor
| Séminaire de probabilités XXXI / / edited by Jacques Azema, Michel Emery, and Marc Yor |
| Edizione | [1st ed. 1997.] |
| Pubbl/distr/stampa | Berlin, Germany ; ; New York, New York : , : Springer-Verlag, , [1997] |
| Descrizione fisica | 1 online resource (X, 334 p.) |
| Disciplina | 519.2 |
| Collana | Séminaire de Probabilités |
| Soggetto topico | Probabilities |
| ISBN | 3-540-68352-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Branching processes, the Ray-Knight theorem, and sticky Brownian motion -- Integration by parts and Cameron-Martin formulas for the free path space of a compact Riemannian manifold -- The change of variables formula on Wiener space -- Classification des Semi-Groupes de diffusion sur IR associés à une famille de polynômes orthogonaux -- A differentiable isomorphism between Wiener space and path group -- On martingales which are finite sums of independent random variables with time dependent coefficients -- Oscillation presque sûre de martingales continues -- A note on Cramer’s theorem -- The hypercontractivity of Ornstein-Uhlenbeck semigroups with drift, revisited -- Une preuve standard du principe d’invariance de stoll -- Marches aléatoires auto-évitantes et mesures de polymère -- On the tails of the supremum and the quadratic variation of strictly local martingales -- On Wald’s equation. Discrete time case -- Remarques sur l’hypercontractivité et l’évolution de l’entropie pour des chaînes de Markov finies -- Comportement des temps d’atteinte d’une diffusion fortement rentrante -- Closed sets supporting a continuous divergent martingale -- Some polar sets for the Brownian sheet -- A counter-example concerning a condition of Ogawa integrability -- The multiplicity of stochastic processes -- Theoremes limites pour les temps locaux d’un processus stable symetrique -- An Itô type isometry for loops in Rd via the Brownian bridge -- On continuous conditional Gaussian martingales and stable convergence in law -- Simple examples of non-generating Girsanov processes -- Formule d’Ito généralisée pour le mouvement brownien linéaire -- On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman’s theorem -- Some remarks on Pitman’s theorem -- On the lengths of excursions of some Markov processes -- On the relative lengths of excursions derived from a stable subordinator -- Some remarks about the joint law of Brownian motion and its supremum -- A characterization of Markov solutions for stochastic differential equations with jumps -- Diffeomorphisms of the circle and the based stochastic loop space -- Vitesse de convergence en loi pour des solutions d’équations différentielles stochastiques vers une diffusion -- Projection d’une diffusion réelle sur sa filtration lente. |
| Record Nr. | UNISA-996466654703316 |
| Berlin, Germany ; ; New York, New York : , : Springer-Verlag, , [1997] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Séminaire de probabilités XXXI / / edited by Jacques Azema, Michel Emery, and Marc Yor
| Séminaire de probabilités XXXI / / edited by Jacques Azema, Michel Emery, and Marc Yor |
| Edizione | [1st ed. 1997.] |
| Pubbl/distr/stampa | Berlin, Germany ; ; New York, New York : , : Springer-Verlag, , [1997] |
| Descrizione fisica | 1 online resource (X, 334 p.) |
| Disciplina | 519.2 |
| Collana | Séminaire de Probabilités |
| Soggetto topico | Probabilities |
| ISBN | 3-540-68352-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Branching processes, the Ray-Knight theorem, and sticky Brownian motion -- Integration by parts and Cameron-Martin formulas for the free path space of a compact Riemannian manifold -- The change of variables formula on Wiener space -- Classification des Semi-Groupes de diffusion sur IR associés à une famille de polynômes orthogonaux -- A differentiable isomorphism between Wiener space and path group -- On martingales which are finite sums of independent random variables with time dependent coefficients -- Oscillation presque sûre de martingales continues -- A note on Cramer’s theorem -- The hypercontractivity of Ornstein-Uhlenbeck semigroups with drift, revisited -- Une preuve standard du principe d’invariance de stoll -- Marches aléatoires auto-évitantes et mesures de polymère -- On the tails of the supremum and the quadratic variation of strictly local martingales -- On Wald’s equation. Discrete time case -- Remarques sur l’hypercontractivité et l’évolution de l’entropie pour des chaînes de Markov finies -- Comportement des temps d’atteinte d’une diffusion fortement rentrante -- Closed sets supporting a continuous divergent martingale -- Some polar sets for the Brownian sheet -- A counter-example concerning a condition of Ogawa integrability -- The multiplicity of stochastic processes -- Theoremes limites pour les temps locaux d’un processus stable symetrique -- An Itô type isometry for loops in Rd via the Brownian bridge -- On continuous conditional Gaussian martingales and stable convergence in law -- Simple examples of non-generating Girsanov processes -- Formule d’Ito généralisée pour le mouvement brownien linéaire -- On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman’s theorem -- Some remarks on Pitman’s theorem -- On the lengths of excursions of some Markov processes -- On the relative lengths of excursions derived from a stable subordinator -- Some remarks about the joint law of Brownian motion and its supremum -- A characterization of Markov solutions for stochastic differential equations with jumps -- Diffeomorphisms of the circle and the based stochastic loop space -- Vitesse de convergence en loi pour des solutions d’équations différentielles stochastiques vers une diffusion -- Projection d’une diffusion réelle sur sa filtration lente. |
| Record Nr. | UNINA-9910768176103321 |
| Berlin, Germany ; ; New York, New York : , : Springer-Verlag, , [1997] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Séminaire de probabilités XXXVIII / / edited by Michel Émery, Michel Ledoux, Marc Yor
| Séminaire de probabilités XXXVIII / / edited by Michel Émery, Michel Ledoux, Marc Yor |
| Edizione | [1st ed. 2005.] |
| Pubbl/distr/stampa | Berlin, Germany ; ; New York, New York : , : Springer-Verlag, , [2004] |
| Descrizione fisica | 1 online resource (IX, 394 p. Also available online.) |
| Disciplina | 519.282 |
| Collana | Séminaire de Probabilités |
| Soggetto topico | Probabilities |
| ISBN | 3-540-31449-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Processus 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. |
| Record Nr. | UNISA-996466490203316 |
| Berlin, Germany ; ; New York, New York : , : Springer-Verlag, , [2004] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Séminaire de probabilités XXXVIII / / edited by Michel Émery, Michel Ledoux, Marc Yor
| Séminaire de probabilités XXXVIII / / edited by Michel Émery, Michel Ledoux, Marc Yor |
| Edizione | [1st ed. 2005.] |
| Pubbl/distr/stampa | Berlin, Germany ; ; New York, New York : , : Springer-Verlag, , [2004] |
| Descrizione fisica | 1 online resource (IX, 394 p. Also available online.) |
| Disciplina | 519.282 |
| Collana | Séminaire de Probabilités |
| Soggetto topico | Probabilities |
| ISBN | 3-540-31449-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Processus 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. |
| Record Nr. | UNINA-9910484404303321 |
| Berlin, Germany ; ; New York, New York : , : Springer-Verlag, , [2004] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||