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Seminaire de probabilities XLVIII / [edited by] Catherine Donati-Martin, Antoine Lejay and Alain Rouault.

Contributor(s): Material type: TextTextSeries: Lecture notes in mathematics ; 2168.Publication details: Switzerland : Springer, 2016.Description: viii, 503 pages : illustrations ; 24 cmISBN:
  • 9783319444642
Subject(s): DDC classification:
  • 519.2 23 D677
Contents:
Root to Kellerer / Mathias Beiglböck, Martin Huesmann and Florian Stebegg -- Peacocks Parametrised by a Partially Ordered Set / Nicolas Juillet -- Convex order for path-dependent derivatives: a dynamic programming approach / Gilles Pagès -- Stability problem for one-dimensional stochastic differential equations with discontinuous drift / Dai Taguchi -- The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential / Alexis Devulder -- A link between Bougerol's identity and a formula due to Donati-Martin, Matsumoto and Yor / Mátyás Barczy and Peter Kern -- Large deviation principle for bridges of sub-Riemannian diffus ion processes / Ismal Bailleul -- Dévissage of a Poisson boundary under equivariance and regularity conditions / Jürgen Angst and Camille Tardif -- Weitzenböck and Clark-Ocone decompositions for differential forms on the space of normal martingales / Nicolas Privault -- On the range of exponential functionals of Lévy processes / Anita Behme, Alexander Lindner and Makoto Maejima -- t-Martin boundary of killed random walks in the quadrant / Cédric Lecouvey and Kilian Raschel -- On the harmonic measure of stable processes / Christophe Profeta and Thomas Simon -- On High Moments of Strongly Diluted Large Wigner Random Matrices / Oleskiy Khorunzhiy -- Dyson processes on the octonion algebra / Songzi Li -- Necessary and sufficient conditions for the existence of a-determinantal processes / Franck Maunoury -- Filtrations of the erased-word processes / Stéphane Laurent -- Projections, pseudo-stopping times and the immersion property / Anna Aksamit and Libo Li -- Stationary Random Fields on the Unitary Dual of a Compact Group / David Applebaum -- On the spatial Markov property of soups of unoriented and oriented loops / Wendelin Werner.
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.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 519.2 D677 (Browse shelf(Opens below)) Available 137728
Total holds: 0

Includes bibliographical references.

Root to Kellerer / Mathias Beiglböck, Martin Huesmann and Florian Stebegg --
Peacocks Parametrised by a Partially Ordered Set / Nicolas Juillet --
Convex order for path-dependent derivatives: a dynamic programming approach / Gilles Pagès --
Stability problem for one-dimensional stochastic differential equations with discontinuous drift / Dai Taguchi --
The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential / Alexis Devulder --
A link between Bougerol's identity and a formula due to Donati-Martin, Matsumoto and Yor / Mátyás Barczy and Peter Kern --
Large deviation principle for bridges of sub-Riemannian diffus ion processes / Ismal Bailleul --
Dévissage of a Poisson boundary under equivariance and regularity conditions / Jürgen Angst and Camille Tardif --
Weitzenböck and Clark-Ocone decompositions for differential forms on the space of normal martingales / Nicolas Privault --
On the range of exponential functionals of Lévy processes / Anita Behme, Alexander Lindner and Makoto Maejima --
t-Martin boundary of killed random walks in the quadrant / Cédric Lecouvey and Kilian Raschel --
On the harmonic measure of stable processes / Christophe Profeta and Thomas Simon --
On High Moments of Strongly Diluted Large Wigner Random Matrices / Oleskiy Khorunzhiy --
Dyson processes on the octonion algebra / Songzi Li --
Necessary and sufficient conditions for the existence of a-determinantal processes / Franck Maunoury --
Filtrations of the erased-word processes / Stéphane Laurent --
Projections, pseudo-stopping times and the immersion property / Anna Aksamit and Libo Li --
Stationary Random Fields on the Unitary Dual of a Compact Group / David Applebaum --
On the spatial Markov property of soups of unoriented and oriented loops / Wendelin Werner.

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.

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