Séminaire de Probabilités L

Séminaire de Probabilités L PDF Author: Catherine Donati-Martin
Publisher: Springer Nature
ISBN: 3030285359
Category : Mathematics
Languages : en
Pages : 562

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Book Description
This milestone 50th volume of the "Séminaire de Probabilités" pays tribute with a series of memorial texts to one of its former editors, Jacques Azéma, who passed away in January. The founders of the "Séminaire de Strasbourg", which included Jacques Azéma, probably had no idea of the possible longevity and success of the process they initiated in 1967. Continuing in this long tradition, this volume contains contributions on state-of-art research on Brownian filtrations, stochastic differential equations and their applications, regularity structures, quantum diffusion, interlacing diffusions, mod-Ø convergence, Markov soup, stochastic billiards and other current streams of research.

Séminaire de Probabilités L

Séminaire de Probabilités L PDF Author: Catherine Donati-Martin
Publisher: Springer Nature
ISBN: 3030285359
Category : Mathematics
Languages : en
Pages : 562

Get Book Here

Book Description
This milestone 50th volume of the "Séminaire de Probabilités" pays tribute with a series of memorial texts to one of its former editors, Jacques Azéma, who passed away in January. The founders of the "Séminaire de Strasbourg", which included Jacques Azéma, probably had no idea of the possible longevity and success of the process they initiated in 1967. Continuing in this long tradition, this volume contains contributions on state-of-art research on Brownian filtrations, stochastic differential equations and their applications, regularity structures, quantum diffusion, interlacing diffusions, mod-Ø convergence, Markov soup, stochastic billiards and other current streams of research.

Séminaire de Probabilités XXXII

Séminaire de Probabilités XXXII PDF Author: Jacques Azema
Publisher: Springer
ISBN: 3540697624
Category : Mathematics
Languages : en
Pages : 443

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Book Description
All the papers in the volume are original research papers, discussing fundamental properties of stochastic processes. The topics under study (martingales, filtrations, path properties, etc.) represent an important part of the current research performed in 1996-97 by various groups of probabilists in France and abroad.

Séminaire de Probabilités XXXVI

Séminaire de Probabilités XXXVI PDF Author: Jacques Azéma
Publisher: Springer
ISBN: 3540361073
Category : Mathematics
Languages : en
Pages : 507

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Book Description
The 36th Sminaire de Probabilits contains an advanced course on Logarithmic Sobolev Inequalities by A. Guionnet and B. Zegarlinski, as well as two shorter surveys by L. Pastur and N. O'Connell on the theory of random matrices and their links with stochastic processes. The main themes of the other contributions are Logarithmic Sobolev Inequalities, Stochastic Calculus, Martingale Theory and Filtrations. Besides the traditional readership of the Sminaires, this volume will be useful to researchers in statistical mechanics and mathematical finance.

In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX

In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX PDF Author: Marc Yor
Publisher: Springer
ISBN: 3540355138
Category : Mathematics
Languages : en
Pages : 423

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Book Description
The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements are recalled in this book, and tributes are paid by his friends and colleagues. This volume also contains mathematical contributions to classical and quantum stochastic calculus, the theory of processes, martingales and their applications to mathematical finance and Brownian motion. These contributions provide an overview on the current trends of stochastic calculus.

In Memoriam Marc Yor - Séminaire de Probabilités XLVII

In Memoriam Marc Yor - Séminaire de Probabilités XLVII PDF Author: Catherine Donati-Martin
Publisher: Springer
ISBN: 3319185853
Category : Mathematics
Languages : en
Pages : 657

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Book Description
This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament to the value and diversity of his work and of his research focus, which covered broad areas of probability theory. The volume also provides personal recollections about him, and an article on his essential role concerning the Doeblin documents. With contributions by P. Salminen, J-Y. Yen & M. Yor; J. Warren; T. Funaki; J. Pitman& W. Tang; J-F. Le Gall; L. Alili, P. Graczyk & T. Zak; K. Yano & Y. Yano; D. Bakry & O. Zribi; A. Aksamit, T. Choulli & M. Jeanblanc; J. Pitman; J. Obloj, P. Spoida & N. Touzi; P. Biane; J. Najnudel; P. Fitzsimmons, Y. Le Jan & J. Rosen; L.C.G. Rogers & M. Duembgen; E. Azmoodeh, G. Peccati & G. Poly, timP-L Méliot, A. Nikeghbali; P. Baldi; N. Demni, A. Rouault & M. Zani; N. O'Connell; N. Ikeda & H. Matsumoto; A. Comtet & Y. Tourigny; P. Bougerol; L. Chaumont; L. Devroye & G. Letac; D. Stroock and M. Emery.

Seminaire de Probabilites XXIX

Seminaire de Probabilites XXIX PDF Author: Jacques Azema
Publisher: Springer
ISBN: 354044744X
Category : Mathematics
Languages : en
Pages : 337

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Book Description
All the papers included in this volume are original research papers. They represent an important part of the work of French probabilists and colleagues with whom they are in close contact throughout the world. The main topics of the papers are martingale and Markov processes studies.

Séminaire de Probabilités XLIX

Séminaire de Probabilités XLIX PDF Author: Catherine Donati-Martin
Publisher: Springer
ISBN: 3319924206
Category : Mathematics
Languages : en
Pages : 544

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Book Description
This 49th volume offers a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France. This includes articles on latest developments on diffusion processes, large deviations, martingale theory, quasi-stationary distribution, random matrices, and many more. All the contributions come from spontaneous submissions and their diversity illustrates the good health of this branch of mathematics. The featured contributors are E. Boissard, F. Bouguet, J. Brossard, M. Capitaine, P. Cattiaux, N. Champagnat, K. Abdoulaye Coulibaly-Pasquier, H. Elad Altman, A. Guillin, P. Kratz, A. Lejay, C. Leuridan, P. McGill, L. Miclo, G. Pagès, E. Pardoux, P. Petit, B. Rajeev, L. Serlet, H. Tsukada, D. Villeomannais and B. Wilbertz.

Seminaire de Probabilites XXXIV

Seminaire de Probabilites XXXIV PDF Author: J. Azema
Publisher: Springer
ISBN: 3540464131
Category : Mathematics
Languages : en
Pages : 441

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Book Description
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.

Séminaire de Probabilités XXXVII

Séminaire de Probabilités XXXVII PDF Author: Jacques Azéma
Publisher: Springer
ISBN: 3540400044
Category : Mathematics
Languages : en
Pages : 460

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Book Description


Seminaire de Probabilites XXXI

Seminaire de Probabilites XXXI PDF Author: Jacques Azema
Publisher: Springer
ISBN: 3540683526
Category : Mathematics
Languages : en
Pages : 342

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Book Description
The 31 papers collected here present original research results obtained in 1995-96, on Brownian motion and, more generally, diffusion processes, martingales, Wiener spaces, polymer measures.