Séminaire de probabilités XLIV
 Language
 English.
 Imprint
 Berlin : Springer, c2012.
 Physical description
 viii, 469 p. : ill ; 24 cm.
 Series
 Lecture notes in mathematics ; 2046.
Access
Available online

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QA3 .L28 V.2046

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QA3 .L28 V.2046
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Contributors
 Contributor
 DonatiMartin, Catherine Editor
 Lejay, Antoine Editor
 Rouault, Alain, 1949 Editor
 Séminaire de probabilités (44 : 2010 : Dijon, France)
Contents/Summary
 Contents

 Context trees, variable length Markov chains and dynamical sources. Martingale property of generalized stochastic exponentials. Some classes of proper integrals and generalized OrnsteinUhlenbeck processes. Martingale representations for diffusion processes and backward stochastic differential equations. Quadratic Semimartingale BSDEs Under an Exponential Moments Condition. The derivative of the intersection local time of Brownian motion through Wiener chaos. On the occupation times of Brownian excursions and Brownian loops. Discrete approximation to solution flows of Tanaka's SDE related to Walsh Brownian motion. Spectral Distribution of the Free unitary Brownian motion: another approach. Another failure in the analogy between Gaussian and semicircle laws. Global solutions to rough differential equations with unbounded vector fields. Asymptotic behavior of oscillatory fractional processes. Time inversion property for rotation invariant selfsimilar diffusion processes. On Peacocks: a general introduction to two articles. Some examples of peacocks in a Markovian setup. Peacocks obtained by normalisation strong and very strong peacocks. Branching Brownian motion: Almost sure growth along scaled paths. On the delocalized phase of the random pinning model. Large deviations for Gaussian stationary processes and semiclassical analysis. Girsanov theory under a finite entropy condition.
 (source: Nielsen Book Data)
 Publisher's Summary
 As usual, some of the contributions to this 44th Seminaire de Probabilites were presented during the Journees de Probabilites held in Dijon in June 2010. The remainder were spontaneous submissions or were solicited by the editors. The traditional and historical themes of the Seminaire 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.
(source: Nielsen Book Data)
Subjects
Bibliographic information
 Publication date
 2012
 Responsibility
 Catherine DonatiMartin, Antoine Lejay, Alain Rouault, editors.
 Series
 Lecture notes in mathematics ; 2046, 00758434
 ISBN
 9783642274602
 3642274609