Edizione | [1st ed. 2012.] |
Pubbl/distr/stampa |
Heidelberg ; ; New York, : Springer, c2012
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Descrizione fisica |
1 online resource (VIII, 469 p. 17 illus., 10 illus. in color.)
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Disciplina |
519.2
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Altri autori (Persone) |
Donati-MartinCatherine
LejayAntoine
RouaultAlain <1949->
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Collana |
Lecture notes in mathematics
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Soggetto topico |
Probabilities
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ISBN |
3-642-27461-7
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Formato |
Materiale a stampa |
Livello bibliografico |
Monografia |
Lingua di pubblicazione |
fre
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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.
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Altri titoli varianti |
Seminaire de probabilites 44
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Record Nr. | UNINA-9910484794703321 |