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) |
|---|---|
| Format: | eBook |
| Language: | English French |
| Published: |
Cham :
Springer,
2015.
|
| Physical Description: |
1 online resource (l, 619 pages) : illustrations (some color). |
| Series: |
Lecture notes in mathematics (Springer-Verlag) ;
2137. |
| Subjects: |
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| 111 | 2 | |a Séminaire de probabilités |n (47th : |d 2015) | |
| 245 | 1 | 0 | |a In memoriam Marc Yor -- Séminaire de Probabilités XLVII / |c Catherine Donati-Martin, Antoine Lejay, Alain Rouault, editors. |
| 264 | 1 | |a Cham : |b Springer, |c 2015. | |
| 300 | |a 1 online resource (l, 619 pages) : |b illustrations (some color). | ||
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| 490 | 1 | |a Lecture notes in mathematics, |x 0075-8434 ; |v 2137. | |
| 546 | |a Essays in English and French. | ||
| 588 | 0 | |a Online resource; title from PDF title page (SpringerLink, viewed September 17, 2015). | |
| 520 | |a 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. | ||
| 505 | 0 | |a 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. | |
| 505 | 8 | |a 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. | |
| 505 | 8 | |a 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. | |
| 505 | 8 | |a 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. | |
| 650 | 0 | |a Probabilities |v Congresses. | |
| 650 | 1 | 0 | |a Mathematics. |
| 650 | 2 | 2 | |a Probability Theory. |
| 650 | 2 | 0 | |a Stochastic processes. |
| 650 | 0 | |a Mathematical statistics. | |
| 650 | 0 | |a Mathematics. | |
| 650 | 4 | |a Physical Sciences & Mathematics. | |
| 650 | 6 | |a Probabilités |v Congrès. | |
| 650 | 7 | |a Probability & statistics. |2 bicssc. | |
| 650 | 7 | |a Mathematics |x Probability & Statistics |x General. |2 bisacsh. | |
| 650 | 7 | |a Matemáticas. |2 embne. | |
| 650 | 7 | |a Estadística matemática. |2 embne. | |
| 650 | 7 | |a Probabilidades. |2 embne. | |
| 650 | 7 | |a Probabilities. |2 fast. | |
| 655 | 2 | |a Congress. | |
| 655 | 7 | |a proceedings (reports) |2 aat. | |
| 655 | 7 | |a Festschriften. |2 fast. | |
| 655 | 7 | |a Conference papers and proceedings. |2 fast. | |
| 655 | 7 | |a Conference papers and proceedings. |2 lcgft. | |
| 655 | 7 | |a Festschriften. |2 lcgft. | |
| 655 | 7 | |a Actes de congrès. |2 rvmgf. | |
| 700 | 1 | |a Donati-Martin, Catherine, |e editor. | |
| 700 | 1 | |a Lejay, Antoine, |d 1972- |1 https://id.oclc.org/worldcat/entity/E39PBJm9bkqTPMg8xBYC4CbTpP, |e editor. | |
| 700 | 1 | |a Rouault, Alain, |d 1949- |1 https://id.oclc.org/worldcat/entity/E39PBJp9xxTK3tMrrCVXFbBVmd, |e editor. | |
| 700 | 1 | |a Yor, Marc, |e honouree. | |
| 710 | 2 | |a SpringerLink (Online service) | |
| 776 | 0 | 8 | |i Printed edition: |z 9783319185842. |
| 830 | 0 | |a Lecture notes in mathematics (Springer-Verlag) ; |v 2137. |x 0075-8434. | |
| 880 | 0 | |6 505-00/(S |a P. Salminen, J-Y. Yen, M. Yor: Integral representations of certain measures in the one-dimensional diffusions excursion theory -- J. Warren: Sticky Particles and Stochastic Flows -- T. Funaki: Infinitesimal invariance for the coupled KPZ equations -- J. Pitman, W. Tang: Patterns in random walks and Brownian motion -- J-F. Le Gall: Bessel processes, the Brownian snake and super-Brownian motion -- L. Alili, P. Graczyk, T. Zak: On inversions and Doob h-transforms of linear diffusions -- K. Yano, Y. Yano: On h-transforms of one-dimensional diffusions stopped upon hitting zero -- D. Bakry, O. Zribi: h-transforms and orthogonal polynomials -- A. Aksamit, T. Choulli, M. Jeanblanc: On an optional semi-martingale decomposition and the existence of the deator in an enlarged filtration -- J. Pitman: Martingale marginals do not always determine convergence -- J. Obloj, P. Spoida, N. Touzi: Martingale Inequalities for the Maximum via Pathwise Arguments -- P. Biane: Polynomials associated with finite Markov chains -- J. Najnudel: On v-finite measures related to the Martin boundary of recurrent Markov chains -- P. Fitzsimmons, Y. Le Jan, J. Rosen: Loop measures without transition probabilities -- L.C.G. Rogers, M. Duembgen: The joint law of the extrema, final value and signature of a stopped random walk -- E. Azmoodeh, G. Peccati, G. Poly: Convergence towards linear combinations of chi-squared random variables: a Malliavin-based approach -- P-L Méliot, A. Nikeghbali: Mod-Gaussian convergence and its applications for models of statistical mechanics -- P. Baldi: On Sharp Large Deviations for the bridge of a general Diffusion -- N. Demni, A. Rouault, M. Zani: Large deviations for clocks of semi-stable processes -- N. O'Connell: Stochastic Backlund transformations -- N. Ikeda, H. Matsumoto: The Kolmogorov operator and classical mechanics -- A. Comtet, Y. Tourigny: Explicit formulae in probability and in statistical physics -- P. Bougerol: The Matsumoto and Yor process and infinite dimensional hyperbolic space -- L. Chaumont: Breadth first search coding of multitype forests with application to Lamperti representation -- L. Devroye, G. Letac: Copulas with prescribed correlation matrix -- D. Stroock: Remarks on the HRT Conjecture. | |
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