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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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| Autres auteurs : | , , |
| 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 |
| Accès en ligne : |
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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 |
- 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