Séminaire de Probabilités XLII
| Autor: | Catherine Donati-Martin, Alain Rouault, Michel Émery, Christophe Stricker |
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| Rok vydání: | 2009 |
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| Zdroj: | Lecture Notes in Mathematics ISBN: 9783642017629 Séminaire de Probabilités XLII |
| DOI: | 10.1007/978-3-642-01763-6 |
| Popis: | Yet another introduction to rough paths.- Monotonicity of the extremal functions for one-dimensional inequalities of logarithmic Sobolev type.- Non-monotone convergence in the quadratic Wasserstein distance.- On the equation = #x002A .- Shabat polynomials and harmonic measure.- Radial Dunkl Processes Associated with Dihedral Systems.- Matrix Valued Brownian Motion and a Paper by P#x00F3 lya.- On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable L#x00E9 vy Processes.- L#x00E9 vy Systems and Time Changes.- Self-Similar Branching Markov Chains.- A Spine Approach to Branching Diffusions with Applications to L-Convergence of Martingales.- Penalisation of the Standard Random Walk by a Function of the One-Sided Maximum, of the Local Time, or of the Duration of the Excursions.- Canonical Representation for Gaussian Processes.- Recognising Whether a Filtration is Brownian: a Case Study.- Markovian properties of the spin-boson model.- Statistical properties of Pauli matrices going through noisy channels.- Erratum to: New methods in the arbitrage theory of financial markets with transaction costs, in Seminaire XLI. |
| Databáze: | OpenAIRE |
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