In memoriam Marc Yor -- Séminaire de Probabilités XLVII
This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament to the value and diversity of his work and of his research focus, which covered broad areas of probability theory. The volume also provides p...
| Other Authors: | Séminaire de probabilités, Donati-Martin, Catherine,, Lejay, Antoine, 1972-, Rouault, Alain, 1949-, Yor, Marc,, SpringerLink (Online service) |
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| Format: | eBook |
| Language: | English French |
| Published: |
Cham :
Springer,
2015.
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| Physical Description: |
1 online resource (l, 619 pages) : illustrations (some color). |
| Series: |
Lecture notes in mathematics (Springer-Verlag) ;
2137. |
| Subjects: |
| Summary: |
This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament to the value and diversity of his work and of his research focus, which covered broad areas of probability theory. The volume also provides personal recollections about him, and an article on his essential role concerning the Doeblin documents. With contributions by P. Salminen, J-Y. Yen & M. Yor; J. Warren; T. Funaki; J. Pitman & W. Tang; J-F. Le Gall; L. Alili, P. Graczyk & T. Zak; K. Yano & Y. Yano; D. Bakry & O. Zribi; A. Aksamit, T. Choulli & M. Jeanblanc; J. Pitman; J. Obloj, P. Spoida & N. Touzi; P. Biane; J. Najnudel; P. Fitzsimmons, Y. Le Jan & J. Rosen; L.C.G. Rogers & M. Duembgen; E. Azmoodeh, G. Peccati & G. Poly, timP-L Méliot, A. Nikeghbali; P. Baldi; N. Demni, A. Rouault & M. Zani; N. O'Connell; N. Ikeda & H. Matsumoto; A. Comtet & Y. Tourigny; P. Bougerol; L. Chaumont; L. Devroye & G. Letac; D. Stroock and M. Emery. |
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| Item Description: |
Essays in English and French. This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament to the value and diversity of his work and of his research focus, which covered broad areas of probability theory. The volume also provides personal recollections about him, and an article on his essential role concerning the Doeblin documents. With contributions by P. Salminen, J-Y. Yen & M. Yor; J. Warren; T. Funaki; J. Pitman & W. Tang; J-F. Le Gall; L. Alili, P. Graczyk & T. Zak; K. Yano & Y. Yano; D. Bakry & O. Zribi; A. Aksamit, T. Choulli & M. Jeanblanc; J. Pitman; J. Obloj, P. Spoida & N. Touzi; P. Biane; J. Najnudel; P. Fitzsimmons, Y. Le Jan & J. Rosen; L.C.G. Rogers & M. Duembgen; E. Azmoodeh, G. Peccati & G. Poly, timP-L Méliot, A. Nikeghbali; P. Baldi; N. Demni, A. Rouault & M. Zani; N. O'Connell; N. Ikeda & H. Matsumoto; A. Comtet & Y. Tourigny; P. Bougerol; L. Chaumont; L. Devroye & G. Letac; D. Stroock and M. Emery. Intro; Preface; Contents; Témoignages; Conversation avec Jacques Azéma; Premier contact; Collaboration scientifique; Le séminaire; Durant notre conversation, les points suivants ont été abordés :; Les relations internationales; Les jeunes; Les mathématiques financières; Lettre à un Grand Monsieur; Souvenirs d'une thèse avec Marc; Marc et le Séminaire de Probabilités; Instantanés; Souvenirs; Lectures on Infinity; Poznan 2010; Une excursion avec Marc Yor; Témoignage et hommage; An Appraisal of Marc's Work; Marc et le dossier Doeblin; 1 Introduction; 2 Automne 2000; 3 Questions d'histoire; Notes. BibliographieIntegral Representations of Certain Measuresin the One-Dimensional Diffusions Excursion Theory; 1 Introduction and Main Formulae; 2 Proofs of (7) and (8); 3 Proofs of (9) and (10); 4 Excursion Bridge; 5 The Bessel Case; References; Epilogue; Sticky Particles and Stochastic Flows; 1 Introduction; 2 Heuristic Derivation of Exit Probabilities; 3 Proof of Main Result; 4 Some Lemmas; 5 Stochastic Flows of Kernels; References; Infinitesimal Invariance for the Coupled KPZ Equations; 1 Introduction and Main Result; 2 Generator and Associated Gaussian Random Measure. 3.4 No First Passage Bridge in a Brownian Path3.5 Meander, Co-meander and 3-d Bessel Process in a Brownian Path; 4 Potential Theory for Continuous-Time Patterns; References; Bessel Processes, the Brownian Snake and Super-Brownian Motion; 1 Introduction; 2 Preliminaries; 2.1 Bessel Processes; 2.2 The Brownian Snake; 3 The Main Results; 4 Applications to Super-Brownian Motion; References; On Inversions and Doob h-Transforms of Linear Diffusions; 1 Motivations and Main Results; 2 Preliminaries on Dual Processes and Inversions; 3 Conditioned Diffusions and Inversions; 4 Inversion of Diffusions. 5 Applications5.1 Inversions of Brownian Motions Killed upon Exiting Intervals; 5.2 Inversions of Drifted Brownian Motion and Hyperbolic Bessel Process of Dimension 3; 5.3 Inversions of Bessel Processes; References; On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero; 1 Introduction; 2 Notation and Basic Properties for Generalized Diffusions; 3 The Excursion Measure Away from 0; 4 The Renormalized Zero Resolvent; 5 Various Conditionings to Avoid Zero; 6 Invariance and Excessiveness; 7 The h-Transforms of the Stopped Process; References. |
| Physical Description: |
1 online resource (l, 619 pages) : illustrations (some color). |
| ISBN: |
9783319185859 3319185853 3319185845 9783319185842 |
| ISSN: |
0075-8434 ; |