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Séminaire de probabilités XLIV / Catherine Donati-Martin, Antoine Lejay, Alain Rouault, editors.
| Author/creator | Séminaire de probabilités |
| Other author | Donati-Martin, Catherine. |
| Other author | Lejay, Antoine. |
| Other author | Rouault, Alain, 1949- |
| Format | Electronic |
| Publication Info | Heidelberg ; New York : Springer, |
| Description | viii, 469 p. : ill. (some col.) ; 23 cm. |
| Supplemental Content | Full text available from Springer Books |
| Supplemental Content | Full text available from SpringerLINK Lecture Notes in Mathematics Contemporary (1997-present) |
| Supplemental Content | Full text available from Springer Nature - Springer Mathematics and Statistics eBooks 2012 English International |
| Subjects |
| Variant title | Séminaire de probabilités 44 |
| Series | Lecture notes in mathematics, 0075-8434 ; 2046 Lecture notes in mathematics (Springer-Verlag) ; 2046. ^A496146 |
| 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 -- Erratum to Séminaire XXVII / /Michel Émery and Marc Yor -- Erratum to Séminaire XXXV / Michel Émery and Walter Schachermayer. |
| General note | Papers presented at the 44th Séminaire de probabilités, held in June, 2010, in Dijon, France. |
| Bibliography note | Includes bibliographical references. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2012933110 |
| ISBN | 9783642274602 (alk. paper) |
| ISBN | 3642274609 (alk. paper) |
| ISBN | 9783642274619 (ebk.) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | ✔ Available |