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Séminaire de Probabilités XLII 2009 ed. [Minkštas viršelis]

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  • Formatas: Paperback / softback, 449 pages, aukštis x plotis: 235x155 mm, weight: 1450 g, XIII, 449 p., 1 Paperback / softback
  • Serija: Séminaire de Probabilités 1979
  • Išleidimo metai: 30-Jun-2009
  • Leidėjas: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
  • ISBN-10: 3642017622
  • ISBN-13: 9783642017629
Kitos knygos pagal šią temą:
  • Formatas: Paperback / softback, 449 pages, aukštis x plotis: 235x155 mm, weight: 1450 g, XIII, 449 p., 1 Paperback / softback
  • Serija: Séminaire de Probabilités 1979
  • Išleidimo metai: 30-Jun-2009
  • Leidėjas: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
  • ISBN-10: 3642017622
  • ISBN-13: 9783642017629
Kitos knygos pagal šią temą:
Nine volumes ago, in S' eminaire de Probabilit' es XXXIII, a series of advanced courses was started; nine such courses have appeared since. Two of them are due to Antoine Lejay, including his Introduction to rough paths in v- umeXXXVII. Thisunrepentantrecidivistnowstrikesagain,withYetanother introduction to rough paths, which sheds a more algebraic light on the same matter. The various contributions which constitute the rest of the volume ex- plify the r ole the S' eminaire intends to play on the probabilistic stage: junior authors go side by side with older contributors, with a predominance from French or francophile ones; short notes mix with real research articles; and the themes are well in the traditional spirit of the S' eminaire, ranging over the broad spectrum of interest of the readership of the S' eminaire. ' Catherine Donati-Martin, Michel Emery, Alain Rouault, Christophe Stricker vii Contents Yet Another Introduction to Rough Paths Antoine Lejay...1 Monotonicity of the Extremal Functions for One-dimensional Inequalities of Logarithmic Sobolev Type Laurent Miclo...1 03 Non-monotone Convergence in the Quadratic Wasserstein Distance Walter Schachermayer, Uwe Schmock, and Josef Teichmann...131 On the Equation ? =S ??? t t Fangjun Xu...137 Shabat Polynomials and Harmonic Measure Philippe Biane...147 Radial Dunkl Processes Associated with Dihedral Systems Nizar Demni...153 Matrix Valued Brownian Motion and a Paper by P' olya Philippe Biane...171 On the Laws of First Hitting Times of Points for One-dimensional Symmetric Stable L' evy Processes Kouji Yano, Yuko Yano, and Marc Yor...
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.