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S�eminaire de probabilit�es XLV / Catherine Donati-Martin, Antoine Lejay, Alain Rouault, editors.

By: Contributor(s): Material type: TextTextSeries: Lecture notes in mathematics (Springer-Verlag) ; 2078.Publication details: Cham [Switzerland] ; New York : Springer, c2013.Description: viii, 558 p. : ill. ; 23 cmISBN:
  • 9783319003207 (pbk. : alk. paper)
  • 3319003208 (pbk. : alk. paper)
  • 9783319003214 (ebk.)
Other title:
  • S�eminaire de probabilit�es 45
Subject(s): Additional physical formats: Online version: S�eminaire de probabilit�es (45th : 2011 : Strasbourg, France).: S�eminaire de Probabilit�es XLV.DDC classification:
  • 519.2 23 Se471
LOC classification:
  • QA273.A1 S44 2011
  • QA3 .L28 no.2078
Online resources:
Contents:
Lectures on Gaussian approximations with Malliavin calculus / Ivan Nourdin -- Some sufficient conditions for the ergodicity of the L�evy transformation / Vilmos Prokaj -- Vershik's intermediate level standardness criterion and the scale of an automorphism / St�ephane Laurent -- Filtrations indexed by ordinals; application to a conjecture of S. Laurent / Claude Dellacherie and Michel �Emery -- A planar Borel set which divides every non-negligible Borel product / Michel �Emery -- 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 D�oring 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 Pag�es -- Fluctuations of the traces of complex-valued random matrices / Salim Noreddine -- Functionals of the Brownian bridge / Janosch Ortmann -- �Etude spectrale minutieuse de processus moins ind�ecis que les autres / Laurent Miclo et Pierre Monmarch�e -- 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.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 519.2 Se471 (Browse shelf(Opens below)) Available 134695
Total holds: 0

Includes bibliographical references.

Lectures on Gaussian approximations with Malliavin calculus / Ivan Nourdin -- Some sufficient conditions for the ergodicity of the L�evy transformation / Vilmos Prokaj -- Vershik's intermediate level standardness criterion and the scale of an automorphism / St�ephane Laurent -- Filtrations indexed by ordinals; application to a conjecture of S. Laurent / Claude Dellacherie and Michel �Emery -- A planar Borel set which divides every non-negligible Borel product / Michel �Emery -- 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 D�oring 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 Pag�es -- Fluctuations of the traces of complex-valued random matrices / Salim Noreddine -- Functionals of the Brownian bridge / Janosch Ortmann -- �Etude spectrale minutieuse de processus moins ind�ecis que les autres / Laurent Miclo et Pierre Monmarch�e -- 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.

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