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In Memoriam Paul-André Meyer : Séminaire de Probabilités XXXIX / / edited by Michel Émery, Marc Yor
| In Memoriam Paul-André Meyer : Séminaire de Probabilités XXXIX / / edited by Michel Émery, Marc Yor |
| Edizione | [1st ed. 2006.] |
| Pubbl/distr/stampa | Berlin, Germany : , : Springer, , [2006] |
| Descrizione fisica | 1 online resource (VIII, 422 p.) |
| Disciplina | 519.2 |
| Collana | Séminaire de Probabilités |
| Soggetto topico | Stochastic analysis |
| ISBN |
1-280-63504-5
9786610635047 3-540-35513-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Titres et Travaux : Postface -- The Life and Scientific Work of Paul André Meyer (August 21st, 1934 - January 30th, 2003) “Un modèle pour nous tous” -- Disparition de Paul-André Meyer -- Témoignages -- Kernel and Integral Representations of Operators on Infinite Dimensional Toy Fock Spaces -- Le Théorème de Pitman, le Groupe Quantique SUq(2), et une Question de P. A. Meyer -- A Simple Proof of Two Generalized Borel-Cantelli Lemmas -- Natural Decomposition of Processes and Weak Dirichlet Processes -- A Lost Scroll -- Stochastic Integration with Respect to a Sequence of Semimartingales -- On Almost Sure Convergence Results in Stochastic Calculus -- On a Condition that One-Dimensional Diffusion Processes are Martingales -- Ito's Integrated Formula for Strict Local Martingales -- Martingale-Valued Measures, Ornstein-Uhlenbeck Processes with Jumps and Operator Self-Decomposability in Hilbert Space -- Sandwiched Filtrations and Lévy Processes -- The Dalang–Morton–Willinger Theorem Under Delayed and Restricted Information -- The Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures -- A Path Transformation of Brownian Motion -- Two Recursive Decompositions of Brownian Bridge Related to the Asymptotics of Random Mappings -- Pénalisations et Quelques Extensions du Théorème de Pitman, Relatives au Mouvement Brownien et à Son -- Some Remarkable Properties of the Dunkl Martingales -- Enroulements Browniens et Subordination dans les Groupes de Lie -- Stochastic Covariant Calculus with Jumps and Stochastic Calculus with Covariant Jumps. |
| Altri titoli varianti | Séminaire de Probabilités XXXIX |
| Record Nr. | UNINA-9910483056303321 |
| Berlin, Germany : , : Springer, , [2006] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
In Memoriam Paul-André Meyer : Séminaire de Probabilités XXXIX / / edited by Michel Émery, Marc Yor
| In Memoriam Paul-André Meyer : Séminaire de Probabilités XXXIX / / edited by Michel Émery, Marc Yor |
| Edizione | [1st ed. 2006.] |
| Pubbl/distr/stampa | Berlin, Germany : , : Springer, , [2006] |
| Descrizione fisica | 1 online resource (VIII, 422 p.) |
| Disciplina | 519.2 |
| Collana | Séminaire de Probabilités |
| Soggetto topico | Stochastic analysis |
| ISBN |
1-280-63504-5
9786610635047 3-540-35513-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Titres et Travaux : Postface -- The Life and Scientific Work of Paul André Meyer (August 21st, 1934 - January 30th, 2003) “Un modèle pour nous tous” -- Disparition de Paul-André Meyer -- Témoignages -- Kernel and Integral Representations of Operators on Infinite Dimensional Toy Fock Spaces -- Le Théorème de Pitman, le Groupe Quantique SUq(2), et une Question de P. A. Meyer -- A Simple Proof of Two Generalized Borel-Cantelli Lemmas -- Natural Decomposition of Processes and Weak Dirichlet Processes -- A Lost Scroll -- Stochastic Integration with Respect to a Sequence of Semimartingales -- On Almost Sure Convergence Results in Stochastic Calculus -- On a Condition that One-Dimensional Diffusion Processes are Martingales -- Ito's Integrated Formula for Strict Local Martingales -- Martingale-Valued Measures, Ornstein-Uhlenbeck Processes with Jumps and Operator Self-Decomposability in Hilbert Space -- Sandwiched Filtrations and Lévy Processes -- The Dalang–Morton–Willinger Theorem Under Delayed and Restricted Information -- The Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures -- A Path Transformation of Brownian Motion -- Two Recursive Decompositions of Brownian Bridge Related to the Asymptotics of Random Mappings -- Pénalisations et Quelques Extensions du Théorème de Pitman, Relatives au Mouvement Brownien et à Son -- Some Remarkable Properties of the Dunkl Martingales -- Enroulements Browniens et Subordination dans les Groupes de Lie -- Stochastic Covariant Calculus with Jumps and Stochastic Calculus with Covariant Jumps. |
| Altri titoli varianti | Séminaire de Probabilités XXXIX |
| Record Nr. | UNISA-996466639803316 |
| Berlin, Germany : , : Springer, , [2006] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||