SØminaire de ProbabilitØs XLV

• Corporate Author: SpringerLink (Online service)
• Other Authors: Donati-Martin, Catherine. (Editor), Lejay, Antoine. (Editor), Rouault, Alain. (Editor)
• Format: Electronic
• Language: English
• Published: Heidelberg : Springer International Publishing : Imprint: Springer, 2013.
• Series: Lecture Notes in Mathematics, 2078
• Subjects: Mathematics.; Distribution (Probability theory).; Probability Theory and Stochastic Processes.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-319-00321-4

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 t...

Table of Contents:

• 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: Vershiks 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 Duquesnes theorem on contour processes of conditioned Galton-Watson trees.