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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 | ||
| ||
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 XLII [[electronic resource] /] / edited by Catherine Donati-Martin, Michel Émery, Alain Rouault, Christophe Stricker
| Séminaire de Probabilités XLII [[electronic resource] /] / edited by Catherine Donati-Martin, Michel Émery, Alain Rouault, Christophe Stricker |
| Edizione | [1st ed. 2009.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 |
| Descrizione fisica | 1 online resource (XIII, 449 p.) |
| Disciplina | 519.2 |
| Collana | Séminaire de Probabilités |
| Soggetto topico |
Probabilities
Mathematical analysis Analysis (Mathematics) Applied mathematics Engineering mathematics Number theory Difference equations Functional equations Operator theory Probability Theory and Stochastic Processes Analysis Applications of Mathematics Number Theory Difference and Functional Equations Operator Theory |
| ISBN |
1-280-38435-2
9786613562272 3-642-01763-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Yet 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. |
| Record Nr. | UNISA-996466480003316 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
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 | ||
| ||
Séminaire de Probabilités XLIX [[electronic resource] /] / edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault
| Séminaire de Probabilités XLIX [[electronic resource] /] / edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (VIII, 544 p. 6 illus., 2 illus. in color.) |
| Disciplina | 519.2 |
| Collana | Séminaire de Probabilités |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 3-319-92420-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996466519303316 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Séminaire de Probabilités XLIX / / edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault
| Séminaire de Probabilités XLIX / / edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (VIII, 544 p. 6 illus., 2 illus. in color.) |
| Disciplina | 519.2 |
| Collana | Séminaire de Probabilités |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 3-319-92420-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910300131803321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Séminaire de Probabilités XLV [[electronic resource] /] / edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault
| Séminaire de Probabilités XLV [[electronic resource] /] / edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (VIII, 558 p. 16 illus., 12 illus. in color.) |
| Disciplina | 519.2 |
| Collana | Séminaire de Probabilités |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 3-319-00321-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Special Course: I. Nourdin: Lectures on Gaussian approximations with Malliavin calculus -- Other Contributions: V. Prokaj: Some sufficient conditions for the ergodicity of the Lévy-transformation -- S. Laurent: Vershik’s intermediate level standardness criterion and the scale of an automorphism -- C. Dellacherie and M. Émery: Filtrations indexed by ordinals; application to a conjecture of S. Laurent -- M. Émery: A planar Borel set which divides every Borel product -- J. Brossard et C. Leuridan: Characterising Ocone local martingales with reflections -- H. Hashimoto: Approximation and stability of solutions of SDEs driven by a symmetric a stable process with non-Lipschitz coefficients -- C. Cuchiero and Josef Teichman: Path properties and regularity of affine processes on general state spaces -- E. Jacob: Langevin process reflected on a partially elastic boundary II -- R. Doney and S. Vakeroudis: Windings of planar stable processes -- A. Sokol: Elementary proof that the first hitting time of an open set by a jump process is a stopping time -- L. Döring and M. Roberts: Catalytic branching processes via spine techniques and renewal theory -- S. Bourguin and C. Tudor: Malliavin calculus and self normalized sums -- P. Catuogno, D. Ledesma and P. Ruffino: A note on stochastic calculus in vector bundles -- G. Pagès: Functional co-monotony of processes with an application to peacocks -- S. Noreddine: Fluctuations of the traces of complex-valued iid random matrices -- J. Ortmann: Functionals of the Free Brownian motion -- L. Miclo and P. Monmarche´: Étude de processus moins indécis que les autres -- F. Barthe and C. Bordenave: Combinatorial optimization over two random point sets -- I. Kortchemski: A simple proof of Duquesne’s theorem on contour processes of conditioned Galton-Watson trees. |
| Record Nr. | UNISA-996466656203316 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
