Séminaire de Probabilités XLII Book by Alain Rouault
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Séminaire de Probabilités XLII

Séminaire de Probabilités XLII


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About the Book

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.


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Product Details
  • ISBN-13: 9783642017629
  • Publisher: Springer Verlag
  • Binding: Paperback
  • Height: 234 mm
  • No of Pages: 449
  • Series Title: Lecture Notes in Mathematics
  • Weight: 707 gr
  • ISBN-10: 3642017622
  • Publisher Date: 30 Jun 2009
  • Depth: 25
  • Language: English
  • Returnable: N
  • Spine Width: 24 mm
  • Width: 156 mm


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