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Besides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions whose topics range from analysis of semi-groups to free probability, via martingale theory, Wiener space and Brownian motion, Gaussian processes and matrices, diffusions and their applications to PDEs.
As do all previous volumes of this series, it provides an overview on the current state of the art in the research on stochastic processes.
Content Level »Research
Keywords »Brownian motion - Gaussian process - Lévy process - Markov process - Martingale - Ornstein-Uhlenbeck process - Probability - Random variable - Stochastic pro - filtration - fractional Brownian motion - local time - predictable process - random walk - stochastic process