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Séminaire de Probabilités XXXIII

Séminaire de Probabilités XXXIII
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Field name Details
Dewey Class 519.2
Title Séminaire de Probabilités XXXIII ([EBook] /) / edited by Jacques Azéma, Michel Émery, Michel Ledoux, Marc Yor.
Added Personal Name Azéma, Jacques editor.
Émery, Michel editor.
Ledoux, Michel editor.
Yor, Marc editor.
Other name(s) SpringerLink (Online service)
Publication Berlin, Heidelberg : : Springer Berlin Heidelberg : : Imprint: Springer, , 1999.
Physical Details VIII, 418 p. : online resource.
Series Lecture Notes in Mathematics 0075-8434 ; ; 1709
ISBN 9783540484073
Contents note Dynamics of stochastic approximation algorithms -- Simulated annealing algorithms and Markov chains with rare transitions / Algorithmes de recuit simulé et chaînes de Markov à transitions rares -- Concentration of measure and logarithmic Sobolev inequalities -- Une simplification de l'argument de Tsirelson sur le caractere non-brownien des processus de walsh -- On certain probabilities equivalent to Wiener measure, d'Après Dubins, Feldman, Smorodinsky and Tsirelson -- On certain probabilities equivalent to Coin-Tossing, d'Après Schachermayer -- On the joining of sticky brownian motion -- Brownian filtrations are not stable under equivalent time-changes -- The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane -- A remark on Tsirelson's stochastic differential equation -- Appendice à l'exposé précédent: La filtration naturelle du mouvement brownien indexé par ? dans une variété compacte -- A stochastic differential equation with a unique (up to indistinguishability) but not strong solution -- Some remarks on the uniform integrability of continuous martingales -- An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales -- A short proof of decomposition of strongly reduced martingales -- Some remarks on L?, H? and BMO -- A bipolar theorem for -- Barycentre canonique pour un espace métrique à courbure négative -- Dualité du problème des marges et ses applications -- The distribution of local times of a Brownian bridge -- Paths of finitely additive Brownian Motion need not be bizarre -- A limit theorem for the prediction process under absolute continuity -- Processus gouvernés par des noyaux -- Sur l'hypercontractivite des semi-groupes ultraspheriques -- An addendum to a remark on Slutsky's theorem -- Theoremes limites pour les temps locaux d'un processus stable symetrique.
System details note Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site http://dx.doi.org/10.1007/BFb0096508
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