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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 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. | UNINA-9910483446603321 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||