Séminaire de Probabilités XXXVII PDF Download
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Author: Jacques Azéma
Publisher: Springer Science & Business Media
ISBN: 9783540205203
Category : Mathematics
Languages : en
Pages : 468
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Book Description
The 37th Séminaire de Probabilités contains A. Lejay's advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths. The rest of the volume consists of various articles on topics familiar to regular readers of the Séminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes.
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.
Author: Jacques Azéma
Publisher: Springer Science & Business Media
ISBN: 9783540205203
Category : Mathematics
Languages : en
Pages : 468
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Book Description
The 37th Séminaire de Probabilités contains A. Lejay's advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths. The rest of the volume consists of various articles on topics familiar to regular readers of the Séminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes.
Author: Catherine Donati Martin
Publisher: Springer
ISBN: 3642152171
Category : Mathematics
Languages : en
Pages : 511
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Book Description
This is a new volume of the Séminaire de Probabilités which is now in its 43rd year. Following the tradition, this volume contains about 20 original research and survey articles on topics related to stochastic analysis. It contains an advanced course of J. Picard on the representation formulae for fractional Brownian motion. The regular chapters cover a wide range of themes, such as stochastic calculus and stochastic differential equations, stochastic differential geometry, filtrations, analysis on Wiener space, random matrices and free probability, as well as mathematical finance. Some of the contributions were presented at the Journées de Probabilités held in Poitiers in June 2009.
Author: Catherine Donati-Martin
Publisher: Springer
ISBN: 3642017630
Category : Mathematics
Languages : en
Pages : 457
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Book Description
This book offers an introduction to rough paths. Coverage also includes the interface between analysis and probability to special processes, Lévy processes and Lévy systems, representation of Gaussian processes, filtrations and quantum probability.
Author: Catherine Donati-Martin
Publisher: Springer
ISBN: 3540711899
Category : Mathematics
Languages : en
Pages : 485
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Book Description
Who could have predicted that the S ́ eminaire de Probabilit ́ es would reach the age of 40? This long life is ?rst due to the vitality of the French probabil- tic school, for which the S ́ eminaire remains one of the most speci?c media of exchange. Another factor is the amount of enthusiasm, energy and time invested year after year by the R ́ edacteurs: Michel Ledoux dedicated himself tothistaskuptoVolumeXXXVIII,andMarcYormadehisnameinseparable from the S ́ eminaire by devoting himself to it during a quarter of a century. Browsing among the past volumes can only give a faint glimpse of how much is owed to them; keeping up with the standard they have set is a challenge to the new R ́ edaction. In a changing world where the status of paper and ink is questioned and where, alas, pressure for publishing is increasing, in particular among young mathematicians, we shall try and keep the same direction. Although most contributions are anonymously refereed, the S ́ eminaire is not a mathema- cal journal; our ?rst criterion is not mathematical depth, but usefulness to the French and international probabilistic community. We do not insist that everything published in these volumes should have reached its ?nal form or be original, and acceptance–rejection may not be decided on purely scienti?c grounds.
Author: Roger Mansuy
Publisher: Springer Science & Business Media
ISBN: 3540294074
Category : Mathematics
Languages : en
Pages : 167
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Book Description
In November 2004, M. Yor and R. Mansuy jointly gave six lectures at Columbia University, New York. These notes follow the contents of that course, covering expansion of filtration formulae; BDG inequalities up to any random time; martingales that vanish on the zero set of Brownian motion; the Azéma-Emery martingales and chaos representation; the filtration of truncated Brownian motion; attempts to characterize the Brownian filtration. The book accordingly sets out to acquaint its readers with the theory and main examples of enlargements of filtrations, of either the initial or the progressive kind. It is accessible to researchers and graduate students working in stochastic calculus and excursion theory, and more broadly to mathematicians acquainted with the basics of Brownian motion.
Author: Catherine Donati-Martin
Publisher: Springer Nature
ISBN: 3030964094
Category : Mathematics
Languages : en
Pages : 399
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Book Description
This volume presents a selection of texts that reflects the current research streams in probability, with an interest toward topics such as filtrations, Markov processes and Markov chains as well as large deviations, Stochastic Partial Differential equations, rough paths theory, quantum probabilities and percolation on graphs. The featured contributors are R. L. Karandikar and B. V. Rao, C. Leuridan, M. Vidmar, L. Miclo and P. Patie, A. Bernou, M.-E. Caballero and A. Rouault, J. Dedecker, F. Merlevède and E. Rio, F. Brosset, T. Klein, A. Lagnoux and P. Petit, C. Marinelli and L. Scarpa, C. Castaing, N. Marie and P. Raynaud de Fitte, S. Attal, J. Deschamps and C. Pellegrini, and N. Eisenbaum.
Author: Catherine Donati-Martin
Publisher: Springer
ISBN: 3319003216
Category : Mathematics
Languages : en
Pages : 556
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Book Description
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 to the September 2011 Conference on Stochastic Filtrations, held in Strasbourg and organized by Michel Émery, have also contributed to the present volume. The rest of the work covers a wide range of topics, such as stochastic calculus and Markov processes, random matrices and free probability, and combinatorial optimization.
Author: Fred Brauer
Publisher: Springer Science & Business Media
ISBN: 3540789103
Category : Medical
Languages : en
Pages : 415
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Book Description
Based on lecture notes of two summer schools with a mixed audience from mathematical sciences, epidemiology and public health, this volume offers a comprehensive introduction to basic ideas and techniques in modeling infectious diseases, for the comparison of strategies to plan for an anticipated epidemic or pandemic, and to deal with a disease outbreak in real time. It covers detailed case studies for diseases including pandemic influenza, West Nile virus, and childhood diseases. Models for other diseases including Severe Acute Respiratory Syndrome, fox rabies, and sexually transmitted infections are included as applications. Its chapters are coherent and complementary independent units. In order to accustom students to look at the current literature and to experience different perspectives, no attempt has been made to achieve united writing style or unified notation. Notes on some mathematical background (calculus, matrix algebra, differential equations, and probability) have been prepared and may be downloaded at the web site of the Centre for Disease Modeling (www.cdm.yorku.ca).
Author: Catherine Donati-Martin
Publisher: Springer
ISBN: 3642274617
Category : Mathematics
Languages : en
Pages : 466
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Book Description
As usual, some of the contributions to this 44th Séminaire de Probabilités were presented during the Journées de Probabilités held in Dijon in June 2010. The remainder were spontaneous submissions or were solicited by the editors. The traditional and historical themes of the Séminaire are covered, such as stochastic calculus, local times and excursions, and martingales. Some subjects already touched on in the previous volumes are still here: free probability, rough paths, limit theorems for general processes (here fractional Brownian motion and polymers), and large deviations. Lastly, this volume explores new topics, including variable length Markov chains and peacocks. We hope that the whole volume is a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France.
