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Séminaire de Probabilités XXXIV

Séminaire de Probabilités XXXIV
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
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