Séminaire de probabilités XLV

The series of advanced courses initiated in Séminaire de Probabilités XXXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus. The Séminaire also occasionally publishes a series of contributions on a unifying subject; in this spirit, selected participants t...

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Corporate Authors: Séminaire de probabilités Strasbourg, France)
Other Authors: Séminaire de probabilités, Donati-Martin, Catherine., Lejay, Antoine, 1972-, Rouault, Alain, 1949-, SpringerLink (Online service)
Format: eBook
Language: English
Published: Cham ; New York : Springer, ©2013.
Cham ; New York : [2013]
Physical Description: 1 online resource (viii, 558) : illustrations.
Series: Lecture notes in mathematics (Springer-Verlag) ; 2078.
Subjects:
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111 2 |a Séminaire de probabilités  |n (45th :  |d 2011 :  |c Strasbourg, France) 
245 1 0 |a Séminaire de probabilités XLV /  |c Catherine Donati-Martin, Antoine Lejay, Alain Rouault, editors. 
246 3 |a Séminaire de probabilités 45. 
260 |a Cham ;  |a New York :  |b Springer,  |c ©2013. 
264 1 |a Cham ;  |a New York :  |b Springer,  |c [2013] 
264 4 |c ©2013. 
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490 1 |a Lecture notes in mathematics,  |x 1617-9692 ;  |v 2078. 
504 |a Includes bibliographical references. 
588 0 |a Online resource; title from PDF title page (SpringerLink, viewed July 30, 2013). 
505 0 |a Lectures on Gaussian approximations with Malliavin calculus / Ivan Nourdin -- Some sufficient conditions for the ergodicity of the Lévy transformation / Vilmos Prokaj -- Vershik's intermediate level standardness criterion and the scale of an automorphism / Stéphane Laurent -- Filtrations indexed by ordinals; application to a conjecture of S. Laurent / Claude Dellacherie and Michel Émery -- A planar Borel set which divides every non-negligible Borel product / Michel Émery -- Characterising ocone local martingales with reflections / Jean Brossard and Christophe Leuridan -- Approximation and stability of solutions of SDEs driven by a symmetric [alpha] stable process with non-Lipschitz coefficients / Hiroya Hashimoto -- Path properties and regularity of affine processes on general state spaces / Christa Cuchiero and Josef Teichmann -- Langevin process reflected on a partially elastic boundary II / Emmanuel Jacob -- Windings of planar stable processes / R.A. Doney and S. Vakeroudis -- An elementary proof that the first hitting time of an open set by a jump process is a stopping time / Alexander Sokol -- Catalytic branching processes via spine techniques and renewal theory / Leif Döring and Matthew I. Roberts -- Malliavin calculus and self normalized sums / Solesne Bourguin and Ciprian A. Tudor -- A note on stochastic calculus in vector bundles / Pedro J. Catuogno, Diego S. Ledesma, and Paulo R. Ruffino -- Functional co-monotony of processes with applications to peacocks and barrier options / Gilles Pagés -- Fluctuations of the traces of complex-valued random matrices / Salim Noreddine -- Functionals of the Brownian bridge / Janosch Ortmann -- Étude spectrale minutieuse de processus moins indécis que les autres / Laurent Miclo et Pierre Monmarché -- Combinatorial optimization over two random point sets / Franck Barthe and Charles Bordenave -- A simple proof of Duquesne's theorem on contour processes of conditioned Galton-Watson trees / Igor Kortchemski. 
520 |a The series of advanced courses initiated in Séminaire de Probabilités XXXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus. The Séminaire also occasionally publishes a series of contributions on a unifying subject; in this spirit, selected participants to the September 2011 Conference on Stochastic Filtrations, held in Strasbourg and organized by Michel Émery, have also contributed to the present volume. The rest of the work covers a wide range of topics, such as stochastic calculus and Markov processes, random matrices and free probability, and combinatorial optimization. 
650 0 |a Probabilities  |v Congresses. 
650 6 |a Probabilités  |v Congrès. 
650 7 |a Probabilidades  |x Congresos.  |2 embne. 
650 7 |a Probabilities.  |2 fast. 
653 4 |a Mathematics. 
653 4 |a Distribution (Probability theory) 
653 4 |a Probability Theory and Stochastic Processes. 
655 2 |a Congress. 
655 7 |a proceedings (reports)  |2 aat. 
655 7 |a Conference papers and proceedings.  |2 fast. 
655 7 |a Conference papers and proceedings.  |2 lcgft. 
655 7 |a Actes de congrès.  |2 rvmgf. 
700 1 |a Donati-Martin, Catherine. 
700 1 |a Lejay, Antoine,  |d 1972-  |1 https://id.oclc.org/worldcat/entity/E39PBJm9bkqTPMg8xBYC4CbTpP. 
700 1 |a Rouault, Alain,  |d 1949-  |1 https://id.oclc.org/worldcat/entity/E39PBJp9xxTK3tMrrCVXFbBVmd. 
710 2 |a SpringerLink (Online service) 
776 0 8 |i Print version:  |a Séminaire de probabilités (45th : 2011 : Strasbourg, France).  |t Séminaire de probabilités XLV.  |d Cham [Switzerland] ; New York : Springer, ©2013  |z 9783319003207  |w (OCoLC)829754713. 
830 0 |a Lecture notes in mathematics (Springer-Verlag) ;  |v 2078.  |x 0075-8434. 
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