Séminaire de probabilités XLV / Catherine Donati-Martin, Antoine Lejay, Alain Rouault, editors.
| Author/creator | Séminaire de probabilités |
| Other author | Donati-Martin, Catherine. |
| Other author | Lejay, Antoine, 1972- |
| Other author | Rouault, Alain, 1949- |
| Format | Electronic |
| Publication Info | Cham [Switzerland] ; New York : Springer, |
| Description | viii, 558 p. : ill. ; 23 cm. |
| Supplemental Content | Full text available from Springer Books |
| Supplemental Content | Full text available from SpringerLINK Lecture Notes in Mathematics Contemporary (1997-present) |
| Supplemental Content | Full text available from Springer Nature - Springer Mathematics and Statistics eBooks 2013 English International |
| Subjects |
| Variant title | Séminaire de probabilités 45 |
| Series | Lecture notes in mathematics, 0075-8434 ; 2078 Lecture notes in mathematics (Springer-Verlag) ; 2078. ^A496146 |
| 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. |
| Bibliography note | Includes bibliographical references. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2013941134 |
| ISBN | 9783319003207 (pbk. : alk. paper) |
| ISBN | 3319003208 (pbk. : alk. paper) |
| ISBN | 9783319003214 (ebk.) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | ✔ Available |