Séminaire de probabilités : XLV
The series of advanced courses initiated in Séminaire de Probabilités XXXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus. The Séminaire also occasionally publishes a series of contributions on a unifying subject; in this spirit, selected participants t...
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Format : | Livre |
Langue : | multilingue |
Titre complet : | Séminaire de probabilités. XLV / Catherine Donati-Martin, Antoine Lejay, Alain Rouault, editors |
Édition : | 1st ed. 2013. |
Publié : |
Cham :
Springer International Publishing
, [20..] Cham : Springer Nature |
Collection : | Séminaire de probabilités (Online) ; 2078 |
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Contenu : | Special Course: I. Nourdin: Lectures on Gaussian approximations with Malliavin calculus. Other Contributions: V. Prokaj: Some sufficient conditions for the ergodicity of the Lévy-transformation. S. Laurent: Vershik's intermediate level standardness criterion and the scale of an automorphism. C. Dellacherie and M. Émery: Filtrations indexed by ordinals; application to a conjecture of S. Laurent. M. Émery: A planar Borel set which divides every Borel product. J. Brossard et C. Leuridan: Characterising Ocone local martingales with reflections. H. Hashimoto: Approximation and stability of solutions of SDEs driven by a symmetric a stable process with non-Lipschitz coefficients. C. Cuchiero and Josef Teichman: Path properties and regularity of affine processes on general state spaces. E. Jacob: Langevin process reflected on a partially elastic boundary II. R. Doney and S. Vakeroudis: Windings of planar stable processes. A. Sokol: Elementary proof that the first hitting time of an open set by a jump process is a stopping time. L. Döring and M. Roberts: Catalytic branching processes via spine techniques and renewal theory. S. Bourguin and C. Tudor: Malliavin calculus and self normalized sums. P. Catuogno, D. Ledesma and P. Ruffino: A note on stochastic calculus in vector bundles. G. Pagès: Functional co-monotony of processes with an application to peacocks. S. Noreddine: Fluctuations of the traces of complex-valued iid random matrices. J. Ortmann: Functionals of the Free Brownian motion. L. Miclo and P. Monmarche : Étude de processus moins indécis que les autres. F. Barthe and C. Bordenave: Combinatorial optimization over two random point sets. I. Kortchemski: A simple proof of Duquesne's theorem on contour processes of conditioned Galton-Watson trees. |
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Documents associés : | Autre format:
Séminaire de probabilités XLV Autre format: Séminaire de probabilités XLV Autre format: Séminaire de Probabilités XLV Autre format: Séminaire de probabilités XLV Autre format: Séminaire de Probabilités XLV |
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200 | 1 | |a Séminaire de probabilités |h XLV |f Catherine Donati-Martin, Antoine Lejay, Alain Rouault, editors | |
205 | |a 1st ed. 2013. | ||
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214 | 2 | |a Cham |c Springer Nature |d [20..] | |
225 | 0 | |a Séminaire de Probabilités |x 2510-3660 |v 2078 | |
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303 | |a L'impression du document génère 556 p. | ||
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327 | 1 | |a Special Course: I. Nourdin: Lectures on Gaussian approximations with Malliavin calculus |a Other Contributions: V. Prokaj: Some sufficient conditions for the ergodicity of the Lévy-transformation |a S. Laurent: Vershik's intermediate level standardness criterion and the scale of an automorphism |a C. Dellacherie and M. Émery: Filtrations indexed by ordinals; application to a conjecture of S. Laurent |a M. Émery: A planar Borel set which divides every Borel product |a J. Brossard et C. Leuridan: Characterising Ocone local martingales with reflections |a H. Hashimoto: Approximation and stability of solutions of SDEs driven by a symmetric a stable process with non-Lipschitz coefficients |a C. Cuchiero and Josef Teichman: Path properties and regularity of affine processes on general state spaces |a E. Jacob: Langevin process reflected on a partially elastic boundary II |a R. Doney and S. Vakeroudis: Windings of planar stable processes |a A. Sokol: Elementary proof that the first hitting time of an open set by a jump process is a stopping time |a L. Döring and M. Roberts: Catalytic branching processes via spine techniques and renewal theory |a S. Bourguin and C. Tudor: Malliavin calculus and self normalized sums |a P. Catuogno, D. Ledesma and P. Ruffino: A note on stochastic calculus in vector bundles |a G. Pagès: Functional co-monotony of processes with an application to peacocks |a S. Noreddine: Fluctuations of the traces of complex-valued iid random matrices |a J. Ortmann: Functionals of the Free Brownian motion |a L. Miclo and P. Monmarche : Étude de processus moins indécis que les autres |a F. Barthe and C. Bordenave: Combinatorial optimization over two random point sets |a I. Kortchemski: A simple proof of Duquesne's theorem on contour processes of conditioned Galton-Watson trees. | |
330 | |a The series of advanced courses initiated in Séminaire de Probabilités XXXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus. The Séminaire also occasionally publishes a series of contributions on a unifying subject; in this spirit, selected participants to the September 2011 Conference on Stochastic Filtrations, held in Strasbourg and organized by Michel Émery, have also contributed to the present volume. The rest of the work covers a wide range of topics, such as stochastic calculus and Markov processes, random matrices and free probability, and combinatorial optimization | ||
359 | 2 | |b Lectures on Gaussian approximations with Malliavin calculus / Ivan Nourdin |b Some sufficient conditions for the ergodicity of the Lévy transformation / Vilmos Prokaj |b Vershik's intermediate level standardness criterion and the scale of an automorphism / Stéphane Laurent |b Filtrations indexed by ordinals; application to a conjecture of S. Laurent / Claude Dellacherie and Michel Émery |b A planar Borel set which divides every non-negligible Borel product / Michel Émery |b Characterising ocone local martingales with reflections / Jean Brossard and Christophe Leuridan |b Approximation and stability of solutions of SDEs driven by a symmetric [alpha] stable process with non-Lipschitz coefficients / Hiroya Hashimoto |b Path properties and regularity of affine processes on general state spaces / Christa Cuchiero and Josef Teichmann |b Langevin process reflected on a partially elastic boundary II / Emmanuel Jacob |b Windings of planar stable processes / R.A. Doney and S. Vakeroudis |b An elementary proof that the first hitting time of an open set by a jump process is a stopping time / Alexander Sokol |b Catalytic branching processes via spine techniques and renewal theory / Leif Döring and Matthew I. Roberts |b Malliavin calculus and self normalized sums / Solesne Bourguin and Ciprian A. Tudor |b A note on stochastic calculus in vector bundles / Pedro J. Catuogno, Diego S. Ledesma, and Paulo R. Ruffino |b Functional co-monotony of processes with applications to peacocks and barrier options / Gilles Pagés |b Fluctuations of the traces of complex-valued random matrices / Salim Noreddine |b Functionals of the Brownian bridge / Janosch Ortmann |b Étude spectrale minutieuse de processus moins indécis que les autres / Laurent Miclo et Pierre Monmarché |b Combinatorial optimization over two random point sets / Franck Barthe and Charles Bordenave |b A simple proof of Duquesne's theorem on contour processes of conditioned Galton-Watson trees / Igor Kortchemski | |
371 | 0 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | |
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