Séminaire de probabilités XLV / Catherine Donati-Martin, Antoine Lejay, Alain Rouault, editors.

Variant title Séminaire de probabilités 45
SeriesLecture 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 noteIncludes bibliographical references.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2013941134
ISBN9783319003207 (pbk. : alk. paper)
ISBN3319003208 (pbk. : alk. paper)
ISBN9783319003214 (ebk.)

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