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020 _a9783540779131
_9978-3-540-77913-1
024 7 _a10.1007/978-3-540-77913-1
_2doi
050 4 _aQA184-205
072 7 _aPBF
_2bicssc
072 7 _aMAT002050
_2bisacsh
082 0 4 _a512.5
_223
245 1 0 _aSéminaire de Probabilités XLI
_h[electronic resource] /
_cedited by Catherine Donati-Martin, Michel Émery, Alain Rouault, Christophe Stricker.
260 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2008.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2008.
300 _bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aLecture Notes in Mathematics, Séminaire de Probabilités,
_x0075-8434 ;
_v1934
505 0 _aSpectral gap inequality for a colored disordered lattice gas -- On large deviations for the spectral measure of discrete Coulomb gas -- Estimates for moments of random matrices with Gaussian elements -- Geometric interpretation of the cumulants for random matrices previously defined as convolutions on the symmetric group -- Fluctuations of spectrally negative Markov additive processes -- On Continuity Properties of the Law of Integrals of Lévy Processes -- A Law of the Iterated Logarithm for Fractional Brownian Motions -- A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one -- Proof of a Tanaka-like formula stated by J. Rosen in Séminaire XXXVIII -- Une preuve simple d’un résultat de Dufresne -- Creation or deletion of a drift on a Brownian trajectory -- Extending Chacon-Walsh: Minimality and Generalised Starting Distributions -- Transformations browniennes et compléments indépendants: résultats et problèmes ouverts -- Hyperbolic random walks -- The Hypergroup Property and Representation of Markov Kernels -- A new look at ‘Markovian’ Wiener-Hopf theory -- Separability and completeness for the Wasserstein distance -- A probabilistic interpretation to the symmetries of a discrete heat equation -- On the tail distributions of the supremum and the quadratic variation of a càdlàg local martingale -- The Burkholder-Davis-Gundy Inequality for Enhanced Martingales -- On Martingale Selectors of Cone-Valued Processes -- No asymptotic free lunch reviewed in the light of Orlicz spaces -- New methods in the arbitrage theory of financial markets with transaction costs.
520 _aStochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or other), Lévy processes, martingales and probabilistic finance. Other probabilistic themes are also present: large random matrices, statistical mechanics. The contributions in this volume provide a sampling of recent results on these topics. All contributions with the exception of two are written in English language.
650 0 _aMathematics.
650 0 _aMatrix theory.
650 0 _aDistribution (Probability theory).
650 0 _aStatistical physics.
650 1 4 _aMathematics.
650 2 4 _aLinear and Multilinear Algebras, Matrix Theory.
650 2 4 _aProbability Theory and Stochastic Processes.
650 2 4 _aGame Theory, Economics, Social and Behav. Sciences.
650 2 4 _aStatistical Physics.
700 1 _aDonati-Martin, Catherine.
_eeditor.
700 1 _aÉmery, Michel.
_eeditor.
700 1 _aRouault, Alain.
_eeditor.
700 1 _aStricker, Christophe.
_eeditor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783540779124
786 _dSpringer
830 0 _aLecture Notes in Mathematics, Séminaire de Probabilités,
_x0075-8434 ;
_v1934
856 4 0 _uhttp://dx.doi.org/10.1007/978-3-540-77913-1
942 _2EBK1887
_cEBK
999 _c31181
_d31181