Seminaire de Probabilites XXXIV / / edited by J. Azema, M. Emery, M. Ledoux, M. Yor

• Pubblicazione: Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2000
• Edizione: 1st ed. 2000.
• Descrizione fisica: 1 online resource (VIII, 440 p.)
• Disciplina: 519.2
• Soggetto topico: Probabilities; Probability Theory
• Persona (resp. second.): AzémaJ; EmeryM; LedouxM; YorM
• Note generali: Includes index.
• Nota di contenuto: Branching and interacting particle systems approximations of feynman-kac formulae with applications to non-linear filtering -- Exponential inequalities for bessel processes -- On sums of iid random variables indexed by N parameters -- Series of iterated quantum stochastic integrals -- p-variation for families of local times on lines -- Large deviations for some poisson random integrals -- Formes de Dirichlet sur un Espace de Wiener-Poisson. Application au grossissement de filtration -- Saturations of gambling houses -- Convergence of a ‘gibbs-boltzmann’ random measure for a typed branching diffusion -- Time dependent subordination and markov processes with jumps -- Marked excursions and random trees -- Laws of the iterated logarithm for the Brownian snake -- On the Onsager-Machlup functional for elliptic diffusion processes -- A unified approach to several inequalities for gaussian and diffusion measures -- Trous spectraux pour certains algorithmes de Métropolis sur ? -- Comportement asymptotique des fonctions harmoniques sur les arbres -- Asymptotic estimates for the first hitting time of fluctuating additive functionals of Brownian motion -- Monotonicity property for a class of semilinear partial differential equations -- Fast sets and points for fractional Brownian motion -- Some invariance properties (of the laws) of Ocone’s martingales.
• Sommario/riassunto: This volume contains 19 contributions to various subjects in the theory of (commutative and non-commutative) stochastic processes. It also provides a 145-page graduate course on branching and interacting particle systems, with applications to non-linear filtering, by P. del Moral and L. Miclo.
• Titolo autorizzato: Séminaire de probabilités XXXIV
• ISBN: 3-540-46413-1
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910146313903321
• Lo trovi qui: Univ. Federico II
• Serie: Séminaire de Probabilités, . 2510-3660 ; ; 1729