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130719s2013 gw | s |||| 0|eng d |
| 020 |
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|a 9783319003214
|9 978-3-319-00321-4
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|a 10.1007/978-3-319-00321-4
|2 doi
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|a QA273.A1-274.9
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|a QA274-274.9
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|a 519.2
|2 23
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|a Donati-Martin, Catherine.
|e editor.
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|a SØminaire de ProbabilitØs XLV
|c edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault.
|h [electronic resource] /
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|a Heidelberg :
|b Springer International Publishing :
|b Imprint: Springer,
|c 2013.
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| 300 |
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|a VIII, 558 p. 16 illus., 12 illus. in color.
|b online resource.
|
| 336 |
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
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|a online resource
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|a text file
|b PDF
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|a Lecture Notes in Mathematics,
|v 2078
|x 0075-8434 ;
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| 505 |
0 |
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|a Special Course: I. Nourdin: Lectures on Gaussian approximations with Malliavin calculus -- Other Contributions: V. Prokaj: Some sufficient conditions for the ergodicity of the LØvy-transformation -- S. Laurent: Vershik s intermediate level standardness criterion and the scale of an automorphism -- C. Dellacherie and M. Émery: Filtrations indexed by ordinals; application to a conjecture of S. Laurent -- M. Émery: A planar Borel set which divides every Borel product -- J. Brossard et C. Leuridan: Characterising Ocone local martingales with reflections -- H. Hashimoto: Approximation and stability of solutions of SDEs driven by a symmetric a stable process with non-Lipschitz coefficients -- C. Cuchiero and Josef Teichman: Path properties and regularity of affine processes on general state spaces -- E. Jacob: Langevin process reflected on a partially elastic boundary II -- R. Doney and S. Vakeroudis: Windings of planar stable processes -- A. Sokol: Elementary proof that the first hitting time of an open set by a jump process is a stopping time -- L. Dijring and M. Roberts: Catalytic branching processes via spine techniques and renewal theory -- S. Bourguin and C. Tudor: Malliavin calculus and self normalized sums -- P. Catuogno, D. Ledesma and P. Ruffino: A note on stochastic calculus in vector bundles -- G. PagŁs: Functional co-monotony of processes with an application to peacocks -- S. Noreddine: Fluctuations of the traces of complex-valued iid random matrices -- J. Ortmann: Functionals of the Free Brownian motion -- L. Miclo and P. Monmarche´: ẗude de processus moins indØcis que les autres -- F. Barthe and C. Bordenave: Combinatorial optimization over two random point sets -- I. Kortchemski: A simple proof of Duquesne s theorem on contour processes of conditioned Galton-Watson trees.
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| 520 |
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|a The series of advanced courses initiated in SØminaire de ProbabilitØs XXXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus. The SØminaire 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 |
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|a Mathematics.
|
| 650 |
# |
0 |
|a Distribution (Probability theory).
|
| 650 |
1 |
4 |
|a Mathematics.
|
| 650 |
2 |
4 |
|a Probability Theory and Stochastic Processes.
|
| 700 |
1 |
# |
|a Lejay, Antoine.
|e editor.
|
| 700 |
1 |
# |
|a Rouault, Alain.
|e editor.
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| 710 |
2 |
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|a SpringerLink (Online service)
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| 773 |
0 |
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|t Springer eBooks
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| 776 |
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8 |
|i Printed edition:
|z 9783319003207
|
| 830 |
# |
0 |
|a Lecture Notes in Mathematics,
|v 2078
|x 0075-8434 ;
|
| 856 |
4 |
0 |
|u https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-319-00321-4
|
| 912 |
# |
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|a ZDB-2-SMA
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| 912 |
# |
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|a ZDB-2-LNM
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| 950 |
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|a Mathematics and Statistics (Springer-11649)
|