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) ; 0075-8434 2078

Lecture notes in mathematics 1617-9692 2078

Language:

English

Subjects (All):

Probabilities--Congresses.

Probabilities.

Genre:

proceedings (reports)

Conference papers and proceedings

Physical Description:

1 online resource

Other Title:

Séminaire de probabilités 45

Place of Publication:

Cham New York Springer ©2013

System Details:

text file

PDF

Summary:

The series of advanced courses initiated in Séminaire de Probabilités XXXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus. The Séminaire also occasionally publishes a series of contributions on a unifying subject; in this spirit, selected participants to the September 2011 Conference on Stochastic Filtrations, held in Strasbourg and organized by Michel Émery, have also contributed to the present volume. The rest of the work covers a wide range of topics, such as stochastic calculus and Markov processes, random matrices and free probability, and combinatorial optimization

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

Online resource; title from PDF title page (SpringerLink, viewed July 30, 2013)

Other Format:

Print version Séminaire de probabilités (45th : 2011 : Strasbourg, France). Séminaire de probabilités XLV

ISBN:

9783319003214

3319003216

OCLC:

854624643

Access Restriction:

Restricted for use by site license