Séminaire de probabilités XLV / Catherine Donati-Martin, Antoine Lejay, Alain Rouault, editors.

Format:

Book

Conference/Event

Contributor:

Donati-Martin, Catherine.

Lejay, Antoine, 1972-

Rouault, Alain, 1949-

Conference Name:

Séminaire de probabilités (45th : 2011 : Strasbourg, France)

Series:

Lecture notes in mathematics (Springer-Verlag) ; 2078.

Lecture notes in mathematics, 0075-8434 ; 2078

Language:

English

French

Subjects (All):

Probabilities--Congresses.

Probabilities.

Genre:

Conference papers and proceedings.

Physical Description:

viii, 558 pages : illustrations ; 23 cm.

Other Title:

Séminaire de probabilités 45

Place of Publication:

Cham [Switzerland] ; New York : Springer, [2013]

Language Note:

Includes one article in French.

Contents:

Lectures on Gaussian approximations with Malliavin calculus / Ivan Nourdin

Some sufficient conditions for the ergodicity of the Lévy transformation / Vilmos Prokaj

Vershik's intermediate level standardness criterion and the scale of an automorphism / Stéphane Laurent

Filtrations indexed by ordinals; application to a conjecture of S. Laurent / Claude Dellacherie and Michel Émery

A planar Borel set which divides every non-negligible Borel product / Michel Émery

Characterising ocone local martingales with reflections / Jean Brossard and Christophe Leuridan

Approximation and stability of solutions of SDEs driven by a symmetric [alpha] stable process with non-Lipschitz coefficients / Hiroya Hashimoto

Path properties and regularity of affine processes on general state spaces / Christa Cuchiero and Josef Teichmann

Langevin process reflected on a partially elastic boundary II / Emmanuel Jacob

Windings of planar stable processes / R.A. Doney and S. Vakeroudis

An elementary proof that the first hitting time of an open set by a jump process is a stopping time / Alexander Sokol

Catalytic branching processes via spine techniques and renewal theory / Leif Döring and Matthew I. Roberts

Malliavin calculus and self normalized sums / Solesne Bourguin and Ciprian A. Tudor

A note on stochastic calculus in vector bundles / Pedro J. Catuogno, Diego S. Ledesma, and Paulo R. Ruffino

Functional co-monotony of processes with applications to peacocks and barrier options / Gilles Pagés

Fluctuations of the traces of complex-valued random matrices / Salim Noreddine

Functionals of the Brownian bridge / Janosch Ortmann

Étude spectrale minutieuse de processus moins indécis que les autres / Laurent Miclo et Pierre Monmarché

Combinatorial optimization over two random point sets / Franck Barthe and Charles Bordenave

A simple proof of Duquesne's theorem on contour processes of conditioned Galton-Watson trees / Igor Kortchemski.

Notes:

Includes bibliographical references.

ISBN:

9783319003207

3319003208

OCLC:

829754713