Séminaire de probabilités XLII

Catherine Donati-Martin ... [et al.] (eds.)

The tradition of specialized courses in the Seminaires de Probabilites is continued with A. Lejay's Another introduction to rough paths. Other topics from this 42nd volume range from the interface between analysis and probability to special processes, Levy processes and Levy systems, branching, penalization, representation of Gaussian processes, filtrations and quantum probability.

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[目次]

  • 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 = *.- Shabat polynomials and harmonic measure.- Radial Dunkl Processes Associated with Dihedral Systems.- Matrix Valued Brownian Motion and a Paper by Pólya.- On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes.- Lévy 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.

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この本の情報

書名 Séminaire de probabilités XLII
著作者等 Donati-Martin, Catherine
Emery, Michel
Rouault, Alain
Séminaire de probabilités
Stricker Christophe
書名別名 Séminaire de probabilités 42
シリーズ名 Lecture notes in mathematics
出版元 Springer
刊行年月 c2009
ページ数 xiii, 449 p.
大きさ 24 cm
ISBN 9783642017629
NCID BA90599806
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言語 英語
出版国 ドイツ
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