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In Memoriam Marc Yor - Séminaire de Probabilités XLVII [[electronic resource] /] / edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault
| In Memoriam Marc Yor - Séminaire de Probabilités XLVII [[electronic resource] /] / edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (L, 619 p. 63 illus., 24 illus. in color.) |
| Disciplina | 519.2 |
| Collana | Séminaire de Probabilités |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 9783319185859 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | P. Salminen, J-Y. Yen, M. Yor: Integral representations of certain measures in the one-dimensional diffusions excursion theory -- J. Warren: Sticky Particles and Stochastic Flows -- T. Funaki: Infinitesimal invariance for the coupled KPZ equations -- J. Pitman, W. Tang: Patterns in random walks and Brownian motion -- J-F. Le Gall: Bessel processes, the Brownian snake and super-Brownian motion -- L. Alili, P. Graczyk, T. Zak: On inversions and Doob h-transforms of linear diffusions -- K. Yano, Y. Yano: On h-transforms of one-dimensional diffusions stopped upon hitting zero -- D. Bakry, O. Zribi: h-transforms and orthogonal polynomials -- A. Aksamit, T. Choulli, M. Jeanblanc: On an optional semi-martingale decomposition and the existence of the deator in an enlarged filtration -- J. Pitman: Martingale marginals do not always determine convergence -- J. Obloj, P. Spoida, N. Touzi: Martingale Inequalities for the Maximum via Pathwise Arguments -- P. Biane: Polynomials associated with finite Markov chains -- J. Najnudel: On σ-finite measures related to the Martin boundary of recurrent Markov chains -- P. Fitzsimmons, Y. Le Jan, J. Rosen: Loop measures without transition probabilities -- L.C.G. Rogers, M. Duembgen: The joint law of the extrema, final value and signature of a stopped random walk -- E. Azmoodeh, G. Peccati, G. Poly: Convergence towards linear combinations of chi-squared random variables: a Malliavin-based approach -- P-L Méliot, A. Nikeghbali: Mod-Gaussian convergence and its applications for models of statistical mechanics -- P. Baldi: On Sharp Large Deviations for the bridge of a general Diffusion -- N. Demni, A. Rouault, M. Zani: Large deviations for clocks of semi-stable processes -- N. O'Connell: Stochastic Backlund transformations -- N. Ikeda, H. Matsumoto: The Kolmogorov operator and classical mechanics -- A. Comtet , Y. Tourigny: Explicit formulae in probability and in statistical physics -- P. Bougerol: The Matsumoto and Yor process and infinite dimensional hyperbolic space -- L. Chaumont: Breadth first search coding of multitype forests with application to Lamperti representation -- L. Devroye, G. Letac: Copulas with prescribed correlation matrix -- D. Stroock: Remarks on the HRT Conjecture. |
| Record Nr. | UNISA-996466640403316 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
In Memoriam Marc Yor - Séminaire de Probabilités XLVII / / edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault
| In Memoriam Marc Yor - Séminaire de Probabilités XLVII / / edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (L, 619 p. 63 illus., 24 illus. in color.) |
| Disciplina | 519.2 |
| Collana | Séminaire de Probabilités |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 9783319185859 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | P. Salminen, J-Y. Yen, M. Yor: Integral representations of certain measures in the one-dimensional diffusions excursion theory -- J. Warren: Sticky Particles and Stochastic Flows -- T. Funaki: Infinitesimal invariance for the coupled KPZ equations -- J. Pitman, W. Tang: Patterns in random walks and Brownian motion -- J-F. Le Gall: Bessel processes, the Brownian snake and super-Brownian motion -- L. Alili, P. Graczyk, T. Zak: On inversions and Doob h-transforms of linear diffusions -- K. Yano, Y. Yano: On h-transforms of one-dimensional diffusions stopped upon hitting zero -- D. Bakry, O. Zribi: h-transforms and orthogonal polynomials -- A. Aksamit, T. Choulli, M. Jeanblanc: On an optional semi-martingale decomposition and the existence of the deator in an enlarged filtration -- J. Pitman: Martingale marginals do not always determine convergence -- J. Obloj, P. Spoida, N. Touzi: Martingale Inequalities for the Maximum via Pathwise Arguments -- P. Biane: Polynomials associated with finite Markov chains -- J. Najnudel: On σ-finite measures related to the Martin boundary of recurrent Markov chains -- P. Fitzsimmons, Y. Le Jan, J. Rosen: Loop measures without transition probabilities -- L.C.G. Rogers, M. Duembgen: The joint law of the extrema, final value and signature of a stopped random walk -- E. Azmoodeh, G. Peccati, G. Poly: Convergence towards linear combinations of chi-squared random variables: a Malliavin-based approach -- P-L Méliot, A. Nikeghbali: Mod-Gaussian convergence and its applications for models of statistical mechanics -- P. Baldi: On Sharp Large Deviations for the bridge of a general Diffusion -- N. Demni, A. Rouault, M. Zani: Large deviations for clocks of semi-stable processes -- N. O'Connell: Stochastic Backlund transformations -- N. Ikeda, H. Matsumoto: The Kolmogorov operator and classical mechanics -- A. Comtet , Y. Tourigny: Explicit formulae in probability and in statistical physics -- P. Bougerol: The Matsumoto and Yor process and infinite dimensional hyperbolic space -- L. Chaumont: Breadth first search coding of multitype forests with application to Lamperti representation -- L. Devroye, G. Letac: Copulas with prescribed correlation matrix -- D. Stroock: Remarks on the HRT Conjecture. |
| Record Nr. | UNINA-9910134931303321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Seminaire de probabilites XLIII / / Catherine Donati-Martin, Antoine Lejay, Alain Rouault, (eds.)
| Seminaire de probabilites XLIII / / Catherine Donati-Martin, Antoine Lejay, Alain Rouault, (eds.) |
| Edizione | [1st ed. 2011.] |
| Pubbl/distr/stampa | Heidelberg, : Springer, 2011 |
| Descrizione fisica | 1 online resource (XI, 503 p.) |
| Disciplina | 519.2 |
| Altri autori (Persone) |
Donati-MartinCatherine
LejayAntoine RouaultAlain <1949-> |
| Collana | Lecture notes in mathematics |
| Soggetto topico | Probabilities |
| ISBN | 3-642-15217-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910484671403321 |
| Heidelberg, : Springer, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Seminaire de probabilites XLIV / / Catherine Donati-Martin, Antoine Lejay, Alain Rouault, editors
| Seminaire de probabilites XLIV / / Catherine Donati-Martin, Antoine Lejay, Alain Rouault, editors |
| Edizione | [1st ed. 2012.] |
| Pubbl/distr/stampa | Heidelberg ; ; New York, : Springer, c2012 |
| Descrizione fisica | 1 online resource (VIII, 469 p. 17 illus., 10 illus. in color.) |
| Disciplina | 519.2 |
| Altri autori (Persone) |
Donati-MartinCatherine
LejayAntoine RouaultAlain <1949-> |
| Collana | Lecture notes in mathematics |
| Soggetto topico | Probabilities |
| ISBN | 3-642-27461-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Nota di contenuto | Context Trees, Variable Length Markov Chains and Dynamical Sources / Peggy Cenac, Brigitte Chauvin, Frederic Paccaut and Nicolas Pouyanne -- Martingale Property of Generalized Stochastic Exponentials / Aleksandar Mijatovic, Nika Novak and Mikhail Urusov -- Some Classes of Proper Integrals and Generalized Ornstein-Uhlenbeck Processes / Andreas Basse-O'Connor, Svend-Erik Graversen and Jan Pedersen -- Martingale Representations for Diffusion Processes and Backward Stochastic Differential Equations / Zhongmin Qian and Jiangang Ying -- Quadratic Semimartingale BSDEs Under an Exponential Moments Condition / Markus Mocha and Nicholas Westray -- The Derivative of the Intersection Local Time of Brownian Motion Through Wiener Chaos / Greg Markowsky -- On the Occupation Times of Brownian Excursions and Brownian Loops / Hao Wu -- Discrete Approximations to Solution Flows of Tanaka's SDE Related to Walsh Brownian Motion / Hatem Hajri -- Spectral Distribution of the Free Unitary Brownian Motion: Another Approach / Nizar Demni and Taoufik Hmidi -- Another Failure in the Analogy Between Gaussian and Semicircle Laws / Nathalie Eisenbaum -- Global Solutions to Rough Differential Equations with Unbounded Vector Fields / Antoine Lejay -- Asymptotic Behavior of Oscillatory Fractional Processes / Renaud Marty and Knut Slna -- Time Inversion Property for Rotation Invariant Self-similar Diffusion Processes / Juha Vuolle-Apiala -- On Peacocks: A General Introduction to Two Articles / Antoine-Marie Bogso, Christophe Profeta and Bernard Roynette -- Some Examples of Peacocks in a Markovian Set-Up / Antoine-Marie Bogso, Christophe Profeta and Bernard Roynette -- Peacocks Obtained by Normalisation: Strong and Very Strong Peacocks / Antoine-Marie Bogso, Christophe Profeta and Bernard Roynette -- Branching Brownian Motion: Almost Sure Growth Along Scaled Paths / Simon C. Harris and Matthew I. Roberts -- On the Delocalized Phase of the Random Pinning Model / Jean-Christophe Mourrat -- Large Deviations for Gaussian Stationary Processes and Semi-Classical Analysis / Bernard Bercu, Jean-Francois Bony and Vincent Bruneau -- Girsanov Theory Under a Finite Entropy Condition / Christian Leonard -- Erratum to Seminaire XXVII / /Michel Emery and Marc Yor -- Erratum to Seminaire XXXV / Michel Emery and Walter Schachermayer. |
| Altri titoli varianti | Seminaire de probabilites 44 |
| Record Nr. | UNINA-9910484794703321 |
| Heidelberg ; ; New York, : Springer, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Séminaire de probabilités Li / / Catherine Donati-Martin, Antoine Lejay and Alain Rouault, editors
| Séminaire de probabilités Li / / Catherine Donati-Martin, Antoine Lejay and Alain Rouault, editors |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer Nature Switzerland AG, , [2022] |
| Descrizione fisica | 1 online resource (399 pages) |
| Disciplina | 519.2 |
| Collana | Lecture Notes in Mathematics Séminaire de Probabilités |
| Soggetto topico |
Probabilities
Mathematics Probabilitats |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-030-96409-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996475750603316 |
| Cham, Switzerland : , : Springer Nature Switzerland AG, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Séminaire de probabilités Li / / Catherine Donati-Martin, Antoine Lejay and Alain Rouault, editors
| Séminaire de probabilités Li / / Catherine Donati-Martin, Antoine Lejay and Alain Rouault, editors |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer Nature Switzerland AG, , [2022] |
| Descrizione fisica | 1 online resource (399 pages) |
| Disciplina | 519.2 |
| Collana | Lecture Notes in Mathematics Séminaire de Probabilités |
| Soggetto topico |
Probabilities
Mathematics Probabilitats |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-030-96409-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910568244703321 |
| Cham, Switzerland : , : Springer Nature Switzerland AG, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Séminaire de Probabilités L [[electronic resource] /] / edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault
| Séminaire de Probabilités L [[electronic resource] /] / edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (VIII, 562 p. 38 illus., 20 illus. in color.) |
| Disciplina | 519.2 |
| Collana | Séminaire de Probabilités |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 3-030-28535-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996466670903316 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Séminaire de Probabilités L / / edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault
| Séminaire de Probabilités L / / edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (VIII, 562 p. 38 illus., 20 illus. in color.) |
| Disciplina | 519.2 |
| Collana | Séminaire de Probabilités |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 3-030-28535-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910360851103321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Séminaire de Probabilités XLIII [[electronic resource] /] / edited by Catherine Donati Martin, Antoine Lejay, Alain Rouault
| Séminaire de Probabilités XLIII [[electronic resource] /] / edited by Catherine Donati Martin, Antoine Lejay, Alain Rouault |
| Edizione | [1st ed. 2011.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2011 |
| Descrizione fisica | 1 online resource (XI, 503 p.) |
| Disciplina | 519.2 |
| Collana | Séminaire de Probabilités |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 3-642-15217-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996466524603316 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Séminaire de Probabilités XLIV [[electronic resource] /] / edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault
| Séminaire de Probabilités XLIV [[electronic resource] /] / edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault |
| Edizione | [1st ed. 2012.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2012 |
| Descrizione fisica | 1 online resource (VIII, 469 p. 17 illus., 10 illus. in color.) |
| Disciplina | 519.2 |
| Collana | Séminaire de Probabilités |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 3-642-27461-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Context trees, variable length Markov chains and dynamical sources -- Martingale property of generalized stochastic exponentials -- Some classes of proper integrals and generalized Ornstein-Uhlenbeck processes -- Martingale representations for diffusion processes and backward stochastic differential equations -- Quadratic Semimartingale BSDEs Under an Exponential Moments Condition -- The derivative of the intersection local time of Brownian motion through Wiener chaos -- On the occupation times of Brownian excursions and Brownian loops -- Discrete approximation to solution flows of Tanaka’s SDE related to Walsh Brownian motion -- Spectral Distribution of the Free unitary Brownian motion: another approach -- Another failure in the analogy between Gaussian and semicircle laws -- Global solutions to rough differential equations with unbounded vector fields -- Asymptotic behavior of oscillatory fractional processes -- Time inversion property for rotation invariant self-similar diffusion processes -- On Peacocks: a general introduction to two articles -- Some examples of peacocks in a Markovian set-up -- Peacocks obtained by normalisation; strong and very strong peacocks -- Branching Brownian motion: Almost sure growth along scaled paths -- On the delocalized phase of the random pinning model -- Large deviations for Gaussian stationary processes and semi-classical analysis -- Girsanov theory under a finite entropy condition. |
| Record Nr. | UNISA-996466473203316 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
