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Séminaire de Probabilités XXXIV
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Catalogue Information
Field name
Details
Dewey Class
519.2
Title
Séminaire de Probabilités XXXIV ([EBook] /) / edited by Jacques Azéma, Michel Ledoux, Michel Émery, Marc Yor.
Added Personal Name
Azéma, Jacques
editor.
Ledoux, Michel
editor.
Émery, Michel
editor.
Yor, Marc
editor.
Other name(s)
SpringerLink (Online service)
Publication
Berlin, Heidelberg : : Springer Berlin Heidelberg : : Imprint: Springer, , 2000.
Physical Details
VIII, 440 p. : online resource.
Series
Lecture Notes in Mathematics
0075-8434 ; ; 1729
ISBN
9783540464136
Summary Note
This volume contains 19 contributions to various subjects in the theory of (commutative and non-commutative) stochastic processes. It also provides a 145-page graduate course on branching and interacting particle systems, with applications to non-linear filtering, by P. del Moral and L. Miclo.:
Contents note
Branching and interacting particle systems approximations of feynman-kac formulae with applications to non-linear filtering -- Exponential inequalities for bessel processes -- On sums of iid random variables indexed by N parameters -- Series of iterated quantum stochastic integrals -- p-variation for families of local times on lines -- Large deviations for some poisson random integrals -- Formes de Dirichlet sur un Espace de Wiener-Poisson. Application au grossissement de filtration -- Saturations of gambling houses -- Convergence of a ‘gibbs-boltzmann’ random measure for a typed branching diffusion -- Time dependent subordination and markov processes with jumps -- Marked excursions and random trees -- Laws of the iterated logarithm for the Brownian snake -- On the Onsager-Machlup functional for elliptic diffusion processes -- A unified approach to several inequalities for gaussian and diffusion measures -- Trous spectraux pour certains algorithmes de Métropolis sur ? -- Comportement asymptotique des fonctions harmoniques sur les arbres -- Asymptotic estimates for the first hitting time of fluctuating additive functionals of Brownian motion -- Monotonicity property for a class of semilinear partial differential equations -- Fast sets and points for fractional Brownian motion -- Some invariance properties (of the laws) of Ocone’s martingales.
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/BFb0103797
Links to Related Works
Subject References:
Mathematics
.
Probabilities
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Probability theory and stochastic processes
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Authors:
Azéma, Jacques
.
Émery, Michel
.
Ledoux, Michel
.
Yor, Marc
.
Corporate Authors:
SpringerLink (Online service)
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Series:
Lecture Notes in Mathematics
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Classification:
519.2
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