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Séminaire de probabilités XLIV / Catherine Donati-Martin, Antoine Lejay, Alain Rouault, editors.

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Language:
English.
Publication date:
2012
Imprint:
Berlin : Springer, c2012.
Format:
  • Book, Conference Proceedings
  • viii, 469 p. : ill ; 24 cm.
Contents:
  • Context Trees, Variable Length Markov Chains and Dynamical Sources / Peggy Cénac, Brigitte Chauvin, Frédéric Paccaut and Nicolas Pouyanne
  • Martingale Property of Generalized Stochastic Exponentials / Aleksandar Mijatović, Nika Novak and Mikhail Urusov
  • Some Classes of Proper Integrals and Generalized Ornstein-Uhlenbeck Processes / Andreas Basse-O'Connor, Svend-Erik Graversen and Jan Pedersen
  • Martingale Representations for Diffusion Processes and Backward Stochastic Differential Equations / Zhongmin Qian and Jiangang Ying
  • Quadratic Semimartingale BSDEs Under an Exponential Moments Condition / Markus Mocha and Nicholas Westray
  • The Derivative of the Intersection Local Time of Brownian Motion Through Wiener Chaos / Greg Markowsky
  • On the Occupation Times of Brownian Excursions and Brownian Loops / Hao Wu. Discrete Approximations to Solution Flows of Tanaka's SDE Related to Walsh Brownian Motion / Hatem Hajri
  • Spectral Distribution of the Free Unitary Brownian Motion: Another Approach / Nizar Demni and Taoufik Hmidi
  • Another Failure in the Analogy Between Gaussian and Semicircle Laws / Nathalie Eisenbaum
  • Global Solutions to Rough Differential Equations with Unbounded Vector Fields / Antoine Lejay
  • Asymptotic Behavior of Oscillatory Fractional Processes / Renaud Marty and Knut Sølna
  • Time Inversion Property for Rotation Invariant Self-similar Diffusion Processes / Juha Vuolle-Apiala
  • On Peacocks: A General Introduction to Two Articles / Antoine-Marie Bogso, Christophe Profeta and Bernard Roynette
  • Some Examples of Peacocks in a Markovian Set-Up / Antoine-Marie Bogso, Christophe Profeta and Bernard Roynette
  • Peacocks Obtained by Normalisation: Strong and Very Strong Peacocks / Antoine-Marie Bogso, Christophe Profeta and Bernard Roynette
  • Branching Brownian Motion: Almost Sure Growth Along Scaled Paths / Simon C. Harris and Matthew I. Roberts
  • On the Delocalized Phase of the Random Pinning Model / Jean-Christophe Mourrat
  • Large Deviations for Gaussian Stationary Processes and Semi-Classical Analysis / Bernard Bercu, Jean-François Bony and Vincent Bruneau
  • Girsanov Theory Under a Finite Entropy Condition / Christian Léonard.
Contributor:
Donati-Martin, Catherine Editor
Lejay, Antoine Editor
Rouault, Alain, 1949- Editor
Séminaire de probabilités (44 : 2010 : Dijon, France)
Series:
Lecture notes in mathematics ; 2046, 0075-8434
Lecture notes in mathematics ; 2046.
Subjects:
ISBN:
9783642274602
3642274609

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