Séminaire de Probabilités XLVIII / edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault.

Format:

Book

Contributor:

Donati-Martin, Catherine., Editor.

Lejay, Antoine., Editor.

Rouault, Alain., Editor.

Series:

Séminaire de Probabilités, 0720-8766 ; 2168

Language:

English

Subjects (All):

Probabilities.

Probability Theory and Stochastic Processes.

Local Subjects:

Probability Theory and Stochastic Processes.

Physical Description:

1 online resource (VIII, 503 p. 23 illus., 4 illus. in color.)

Edition:

1st ed. 2016.

Place of Publication:

Cham : Springer International Publishing : Imprint: Springer, 2016.

Summary:

In addition to its further exploration of the subject of peacocks, introduced in recent Séminaires de Probabilités, this volume continues the series’ focus on current research themes in traditional topics such as stochastic calculus, filtrations and random matrices. Also included are some particularly interesting articles involving harmonic measures, random fields and loop soups. The featured contributors are Mathias Beiglböck, Martin Huesmann and Florian Stebegg, Nicolas Juillet, Gilles Pags, Dai Taguchi, Alexis Devulder, Mátyás Barczy and Peter Kern, I. Bailleul, Jürgen Angst and Camille Tardif, Nicolas Privault, Anita Behme, Alexander Lindner and Makoto Maejima, Cédric Lecouvey and Kilian Raschel, Christophe Profeta and Thomas Simon, O. Khorunzhiy and Songzi Li, Franck Maunoury, Stéphane Laurent, Anna Aksamit and Libo Li, David Applebaum, and Wendelin Werner. .

Contents:

Mathias Beiglböck, Martin Huesmann and Florian Stebegg: Root to Kellerer

Nicolas Juillet: Peacocks Parametrised by a Partially Ordered Set

Convex order for path-dependent derivatives: a dynamic programming approach

Dai Taguchi: Stability problem for one-dimensional stochastic differential equations with discontinuous drift

Alexis Devulder: The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential

Mátyás Barczy and Peter Kern: A link between Bougerol’s identity and a formula due to Donati-Martin, Matsumoto and Yor

Ismal Bailleul: Large deviation principle for bridges of sub-Riemannian diffus ion processes

Jürgen Angst and Camille Tardif: Dévissage of a Poisson boundary under equivariance and regularity conditions

Nicolas Privault: Weitzenböck and Clark-Ocone decompositions for differential forms on the space of normal martingales

Anita Behme, Alexander Lindner and Makoto Maejima: On the range of exponential functionals of Lévy processes

Cédric Lecouvey and Kilian Raschel: t-Martin boundary of killed random walks in the quadrant

Christophe Profeta and Thomas Simon: On the harmonic measure of stable processes

Oleskiy Khorunzhiy: On High Moments of Strongly Diluted Large Wigner Random Matrices

Songzi Li: Dyson processes on the octonion algebra

Franck Maunoury: Necessary and sufficient conditions for the existence of a-determinantal processes

Stéphane Laurent: Filtrations of the erased-word processes

Anna Aksamit and Libo Li: Projections, pseudo-stopping times and the immersion property

David Applebaum: Stationary Random Fields on the Unitary Dual of a Compact Group

Wendelin Werner: On the spatial Markov property of soups of unoriented and oriented loops.

Notes:

Description based on publisher supplied metadata and other sources.

ISBN:

3-319-44465-4

OCLC:

964655908