Séminaire de Probabilités XXXVIII (Record no. 29314)
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fixed length control field | 04388nam a22005055i 4500 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
ISBN | 9783540314493 |
-- | 978-3-540-31449-3 |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 519.2 |
245 10 - TITLE STATEMENT | |
Title | Séminaire de Probabilités XXXVIII |
Statement of responsibility, etc | edited by Michel Émery, Michel Ledoux, Marc Yor. |
260 #1 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Place of publication | Berlin, Heidelberg : |
Name of publisher | Springer Berlin Heidelberg, |
Year of publication | 2005. |
300 ## - PHYSICAL DESCRIPTION | |
Number of Pages | IX, 394 p. Also available online. |
Other physical details | online resource. |
490 1# - SERIES STATEMENT | |
Series statement | Lecture Notes in Mathematics, Séminaire de Probabilités, |
505 0# - FORMATTED CONTENTS NOTE | |
Formatted contents note | Processus de Lévy: R.A. Doney: Tanaka's construction for random walks and Lévy processes -- R.A. Doney: Some excursion calculations for spectrally one-sided Lévy processes -- A.E. Kyprianou, Z. Palmowski: A martingale review of some fluctuation theory for spectrally megative Lévy processes -- M.R. Pistorius: A potential-theoretical review of some exit problems of spectrally negative Lévy processes -- L. Nguyen-Ngoc, M. Yor: Some martingales associated to reflected Lévy processes -- K.B. Erickson, R.A. Maller: Generalised Ornstein-Uhlenbeck processes and the convergence of Lévy integrals -- Autres Exposés: P. Fougères: Spectral gap for log-concave probability measures on the real line -- L. Godefroy: Propriété de Choquet-Deny et fonctions harmoniques sur les hypergroupes commutatifs -- M. Buiculescu: Exponential decay parameters associated with excessive measures -- V. Grecca: Positive bilinear mappings associated with stochastic processes -- A. Jakubowski: An almost sure approximation for the predictable process in the Doob-Meyer decomposition theorem -- A. Cherny, A. Shiryaev: On stochastic integrals up to infinity and predictable criteria for integrability -- Y. Kabanov, C. Stricker: Remarks on the true no-arbitrage property -- H. Bühler: Information-equivalence: On filtrations created by independent increments -- M. Zakai: Rotations and tangent processes on Wiener space -- I. Shigekawa: Lp multiplier theorem for the Hodge-Kodaira operator -- G. Peccati, C.A. Tudor: Gaussian limits for vector-valued multiple stochastic integrals -- J. Rosen: Derivatives of self-intersection local times -- N. Eisenbaum, C. A. Tudor: On squared fractional Brownian motions -- A. Ayache et al: Regularity and identification of generalised miltifractional Gaussian processes -- F. Benaych-Georges: Failure of the Raikov theorem for free random variables -- G. Aubrun: Aharp small deviation inequality for the largest eigenvalue of a randommatrix -- F. Baudoin: The tangent space to a hypoelliptic diffusion and applications -- A. Benchérif-Madani, É. Pardoux: Homogenization of a diffusion with locally periodic coefficients. |
520 ## - SUMMARY, ETC. | |
Summary, etc | Besides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions whose topics range from analysis of semi-groups to free probability, via martingale theory, Wiener space and Brownian motion, Gaussian processes and matrices, diffusions and their applications to PDEs. As do all previous volumes of this series, it provides an overview on the current state of the art in the research on stochastic processes. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Mathematics. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Distribution (Probability theory). |
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Mathematics. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Probability Theory and Stochastic Processes. |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Émery, Michel. |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Ledoux, Michel. |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Yor, Marc. |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | http://dx.doi.org/10.1007/b104072 |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | E-BOOKS |
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-- | Berlin, Heidelberg : |
-- | Springer Berlin Heidelberg, |
-- | 2005. |
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-- | rdamedia |
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830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
-- | 1617-9692 ; |
Withdrawn status | Lost status | Damaged status | Not for loan | Current library | Accession Number | Uniform Resource Identifier | Koha item type |
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IMSc Library | EBK20 | http://dx.doi.org/10.1007/b104072 | E-BOOKS |