Séminaire de Probabilités XLIV
Springer Berlin (Verlag)
978-3-642-27460-2 (ISBN)
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.
Context trees, variable length Markov chains and dynamical sources.- Martingale property of generalized stochastic exponentials.- Some classes of proper integrals and generalized Ornstein-Uhlenbeck 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 self-similar diffusion processes.- On Peacocks: a general introduction to two articles.- Some examples of peacocks in a Markovian set-up.- 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 semi-classical analysis.- Girsanov theory under a finite entropy condition.
Erscheint lt. Verlag | 17.5.2012 |
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Reihe/Serie | Lecture Notes in Mathematics | Séminaire de Probabilités |
Zusatzinfo | VIII, 469 p. 17 illus., 10 illus. in color. |
Verlagsort | Berlin |
Sprache | englisch |
Maße | 155 x 235 mm |
Gewicht | 730 g |
Themenwelt | Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik |
Schlagworte | 60-XX, 60JXX, 60J60, 60J10, 60J65, 60J55, 46L54 • asymptotic results on stochastic processes • Free probability • Stochastic Processes • variable length Markov chain |
ISBN-10 | 3-642-27460-9 / 3642274609 |
ISBN-13 | 978-3-642-27460-2 / 9783642274602 |
Zustand | Neuware |
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