Articoli correlati a Seminaire de Probabilites XXXIV: 1729

Seminaire de Probabilites XXXIV: 1729 - Brossura

Emery, M.; Yor, M.; Azema, J.; Ledoux, M.

 
9783540673149: Seminaire de Probabilites XXXIV: 1729
Brossura
ISBN 10: 3540673148 ISBN 13: 9783540673149
Casa editrice: Springer, 2008

Sinossi

This volume contains 19 contributions to various subjects in the theory of (commutative and non-commutative) stochastic processes. It also provides a 145-page graduate course on branching and interacting particle systems, with applications to non-linear filtering, by P. del Moral and L. Miclo.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Contenuti

Branching and interacting particle systems approximations of feynman-kac formulae with applications to non-linear filtering.- Exponential inequalities for bessel processes.- On sums of iid random variables indexed by N parameters.- Series of iterated quantum stochastic integrals.- p-variation for families of local times on lines.- Large deviations for some poisson random integrals.- Formes de Dirichlet sur un Espace de Wiener-Poisson. Application au grossissement de filtration.- Saturations of gambling houses.- Convergence of a ‘gibbs-boltzmann’ random measure for a typed branching diffusion.- Time dependent subordination and markov processes with jumps.- Marked excursions and random trees.- Laws of the iterated logarithm for the Brownian snake.- On the Onsager-Machlup functional for elliptic diffusion processes.- A unified approach to several inequalities for gaussian and diffusion measures.- Trous spectraux pour certains algorithmes de Métropolis sur ?.- Comportement asymptotique des fonctions harmoniques sur les arbres.- Asymptotic estimates for the first hitting time of fluctuating additive functionals of Brownian motion.- Monotonicity property for a class of semilinear partial differential equations.- Fast sets and points for fractional Brownian motion.- Some invariance properties (of the laws) of Ocone’s martingales.

Product Description

Book by None

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Editore
Springer
Data di pubblicazione
2008
Lingua
Inglese
ISBN 10 
3540673148
ISBN 13 
9783540673149
Rilegatura
Copertina flessibile
Numero di pagine
446
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