Sm̌inaire de Probabilitš XLII

• Corporate Author: SpringerLink (Online service)
• Other Authors: Donati-Martin, Catherine. (Editor), <U+00c9>mery, Michel. (Editor), Rouault, Alain. (Editor), Stricker, Christophe. (Editor)
• Format: Electronic
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2009.
• Series: Lecture Notes in Mathematics, 1979
• Subjects: Mathematics.; Functional equations.; Operator theory.; Systems theory.; Number theory.; Distribution (Probability theory).; Probability Theory and Stochastic Processes.; Number Theory.; Difference and Functional Equations.; Operator Theory.; Systems Theory, Control.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-642-01763-6

The tradition of specialized courses in the Sm̌inaires de Probabilitš is continued with A. Lejay's Another introduction to rough paths. Other topics from this 42nd volume range from the interface between analysis and probability to special processes, Lv̌y processes and Lv̌y systems, branching,...

Table of Contents:

• Antoine Lejay Yet another introduction to rough paths
• Laurent Miclo Monotonicity of the extremal functionsfor one-dimensional inequalities of log-Sobolev type
• Walter Schachermayer, Uwe Schmock, Josef Teichmann Non-monotone convergence in the quadratic Wasserstein distance
• Fangjun Xu On the equation æ = St æ*æt
• Philippe Biane Shabat polynomials and harmonic measure
• Nizar Demni Radial Dunkl processes associated with dihedral systems
• Philippe Biane Matrix valued Brownian motion and a paper by Pl̤ya
• Kouji Yano, Yuko Yano, Marc Yor On the laws of first hitting times of points for one-dimensional symmetric stable Lv̌y processes.-Patrick J. Fitzsimmons, Ronald K. Getoor Lv̌y systems and time changes
• Nathalie Krell Self-similar branching Markov chains
• Robert Hardy, Simon C. Harris A spine approach to branching diffusions with applications to Lp-convergence of martingales
• Pierre Debs Penalisation of the standard random walk by a function of the one-sided maximum, of the local time, or of the duration of the excursions
• M. Erraoui, E.H. Essaky Canonical representation for Gaussian processes
• Michel <U+00c9>mery Recognising whether a filtration is Brownian: a case study
• Ameur Dhahri Markovian properties of the spin-boson model
• Stp̌hane Attal and Nadine Guillotin-Plantard Statistical properties of Pauli matrices going through noisy channels
• Miklos Rasonyi Erratum to: "New methods in the arbitrage theory of financial markets with transaction costs'', in Sm̌inaire XLI.