Séminaire de Probabilités XLII

1. Auflage 2009
ISBN: 978-3-642-01762-9
Verlag: Springer

Buch, Englisch, 449 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 1450 g

Reihe: Séminaire de Probabilités

Dihedral Systems Nizar Demni. 153 Matrix Valued Brownian Motion and a Paper by P´ olya Philippe Biane. 171 On the Laws of First Hitting Times of Points for One-dimensional Symmetric Stable L´ evy Processes Kouji Yano, Yuko Yano, and Marc Yor.

Zielgruppe

Research

Autoren/Hrsg.

Donati-Martin, Catherine

Émery, Michel

Rouault, Alain

Stricker, Christophe

Fachgebiete

• Mathematik | Informatik Mathematik Algebra Zahlentheorie
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Computeranwendungen in der Mathematik
• Mathematik | Informatik Mathematik Mathematische Analysis Variationsrechnung
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Mathematik | Informatik Mathematik Mathematische Analysis Funktionalanalysis
• Mathematik | Informatik Mathematik Mathematische Analysis Differentialrechnungen und -gleichungen

Inhaltsverzeichnis

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.