Cantitate/Preț
Produs

Séminaire de Probabilités XLV (Lecture Notes in Mathematics, nr. 2078)

Editat de Catherine Donati-Martin, Antoine Lejay, Alain Rouault
Notă GoodReads:
en Limba Engleză Carte Paperback – 29 Jul 2013
The series of advanced courses initiated in Séminaire de Probabilités XXXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus. The Séminaire 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.
Citește tot Restrânge

Din seria Lecture Notes in Mathematics

Preț: 49729 lei

Preț vechi: 52903 lei
-6%

Puncte Express: 746

Preț estimativ în valută:
9909 10983$ 8351£

Carte tipărită la comandă

Livrare economică 15-29 ianuarie 20
Livrare express 18-27 decembrie pentru 9377 lei

Preluare comenzi: 021 569.72.76

Specificații

ISBN-13: 9783319003207
ISBN-10: 3319003208
Pagini: 568
Dimensiuni: 155 x 235 x 30 mm
Greutate: 0.83 kg
Ediția: 2013
Editura: Springer
Colecția Springer
Seriile Lecture Notes in Mathematics , Séminaire de Probabilités

Locul publicării: Cham, Switzerland

Public țintă

Research

Cuprins

Special Course: I. Nourdin: Lectures on Gaussian approximations with Malliavin calculus.- Other Contributions: V. Prokaj: Some sufficient conditions for the ergodicity of the Lévy-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. Döring 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. Pagès: 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´: Étude de processus moins indécis 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.

Textul de pe ultima copertă

The series of advanced courses initiated in Séminaire de Probabilités XXXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus. The Séminaire 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.

Caracteristici

This volume provides a broad insights on current, high level researches in probability theory