Séminaire de Probabilités XXXIII / edited by Jacques Azéma, Michel Émery, Michel Ledoux, Marc Yor.

Format:

Book

Contributor:

Azéma, J., editor.

Emery, Michel, 1949- editor.

Ledoux, Michel, editor.

Yor, Marc, editor.

SpringerLink (Online service)

Series:

Séminaire de Probabilités, 0720-8766 ; 1709.

Séminaire de Probabilités, 0720-8766 ; 1709

Language:

English

Subjects (All):

Distribution (Probability theory).

Computer science.

Probability Theory and Stochastic Processes.

Computer Science, general.

Local Subjects:

Probability Theory and Stochastic Processes.

Computer Science, general.

Physical Description:

1 online resource (VIII, 418 pages).

Contained In:

Springer eBooks

Place of Publication:

Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1999.

System Details:

text file PDF

Contents:

Dynamics of stochastic approximation algorithms

Simulated annealing algorithms and Markov chains with rare transitions / Algorithmes de recuit simulé et chaînes de Markov à transitions rares

Concentration of measure and logarithmic Sobolev inequalities

Une simplification de l'argument de Tsirelson sur le caractere non-brownien des processus de walsh

On certain probabilities equivalent to Wiener measure, d'Après Dubins, Feldman, Smorodinsky and Tsirelson

On certain probabilities equivalent to Coin-Tossing, d'Après Schachermayer

On the joining of sticky brownian motion

Brownian filtrations are not stable under equivalent time-changes

The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane

A remark on Tsirelson's stochastic differential equation

Appendice à l'exposé précédent: La filtration naturelle du mouvement brownien indexé par ? dans une variété compacte

A stochastic differential equation with a unique (up to indistinguishability) but not strong solution

Some remarks on the uniform integrability of continuous martingales

An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales

A short proof of decomposition of strongly reduced martingales

Some remarks on L?, H? and BMO

A bipolar theorem for

Barycentre canonique pour un espace métrique à courbure négative

Dualité du problème des marges et ses applications

The distribution of local times of a Brownian bridge

Paths of finitely additive Brownian Motion need not be bizarre

A limit theorem for the prediction process under absolute continuity

Processus gouvernés par des noyaux

Sur l'hypercontractivite des semi-groupes ultraspheriques

An addendum to a remark on Slutsky's theorem

Theoremes limites pour les temps locaux d'un processus stable symetrique.

Other Format:

Printed edition:

ISBN:

9783540484073

Access Restriction:

Restricted for use by site license.