Séminaire de Probabilités XLII

519.2

Séminaire de Probabilités XLII edited by Catherine Donati-Martin, Michel Émery, Alain Rouault, Christophe Stricker. -
XIII, 449 p. online resource. - (Séminaire de Probabilités, 1979) Content notes : Yet another introduction to rough paths -- Monotonicity of the extremal functions for one-dimensional inequalities of logarithmic Sobolev type -- Non-monotone convergence in the quadratic Wasserstein distance -- On the equation = #x002A; -- Shabat polynomials and harmonic measure -- Radial Dunkl Processes Associated with Dihedral Systems -- Matrix Valued Brownian Motion and a Paper by P#x00F3;lya -- On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable L#x00E9;vy Processes -- L#x00E9;vy Systems and Time Changes -- Self-Similar Branching Markov Chains -- A Spine Approach to Branching Diffusions with Applications to L-Convergence of Martingales -- Penalisation of the Standard Random Walk by a Function of the One-Sided Maximum, of the Local Time, or of the Duration of the Excursions -- Canonical Representation for Gaussian Processes -- Recognising Whether a Filtration is Brownian: a Case Study -- Markovian properties of the spin-boson model -- Statistical properties of Pauli matrices going through noisy channels -- Erratum to: New methods in the arbitrage theory of financial markets with transaction costs, in Seminaire XLI. 9783642017636 * Distribution (Probability theory. Global analysis (Mathematics). Mathematics. Number theory. Functional equations. Operator theory. Probability Theory and Stochastic Processes. Analysis. Applications of Mathematics. Number Theory. Difference and Functional Equations. Operator Theory. * Donati-Martin, Catherine., edt, http://id.loc.gov/vocabulary/relators/edtÉmery, Michel., edt, http://id.loc.gov/vocabulary/relators/edtRouault, Alain., edt, http://id.loc.gov/vocabulary/relators/edtStricker, Christophe., edt, http://id.loc.gov/vocabulary/relators/edt * Title * Series