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Séminaire de Probabilités XLVI

  • Book
  • © 2014

Overview

Editors:
  1. Catherine Donati-Martin

    1. Université de Versailles-St-Quentin Laboratoire de Mathématiques, Versailles, France

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  2. Antoine Lejay

    1. INRIA, Nancy-Université, Vandoeuvre-lès-Nancy, France

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  3. Alain Rouault

    1. Laboratoire de Mathématiques, Université de Versailles-St-Quentin, Versailles, France

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

Part of the book series: Lecture Notes in Mathematics (LNM, volume 2123)

Part of the book sub series: Séminaire de Probabilités (SEMPROBAB)

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Table of contents (21 chapters)

  1. Front Matter

    Pages i-viii
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  2. Branching Random Walk in an Inhomogeneous Breeding Potential

    • Sergey Bocharov, Simon C. Harris
    Pages 1-32

  3. The Backbone Decomposition for Spatially Dependent Supercritical Superprocesses

    • A. E. Kyprianou, J-L. Pérez, Y.-X. Ren
    Pages 33-59

  4. On Bochner-Kolmogorov Theorem

    • Lucian Beznea, Iulian Cîmpean
    Pages 61-70

  5. Small Time Asymptotics for an Example of Strictly Hypoelliptic Heat Kernel

    • Jacques Franchi
    Pages 71-103

  6. Onsager-Machlup Functional for Uniformly Elliptic Time-Inhomogeneous Diffusion

    • Koléhè A. Coulibaly-Pasquier
    Pages 105-123

  7. G-Brownian Motion as Rough Paths and Differential Equations Driven by G-Brownian Motion

    • Xi Geng, Zhongmin Qian, Danyu Yang
    Pages 125-193

  8. Flows Driven by Banach Space-Valued Rough Paths

    • Ismaël Bailleul
    Pages 195-205

  9. Some Properties of Path Measures

    • Christian Léonard
    Pages 207-230

  10. Semi Log-Concave Markov Diffusions

    • P. Cattiaux, A. Guillin
    Pages 231-292

  11. On Maximal Inequalities for Purely Discontinuous Martingales in Infinite Dimensions

    • Carlo Marinelli, Michael Röckner
    Pages 293-315

  12. Admissible Trading Strategies Under Transaction Costs

    • Walter Schachermayer
    Pages 317-331

  13. Potentials of Stable Processes

    • A. E. Kyprianou, A. R. Watson
    Pages 333-343

  14. Unimodality of Hitting Times for Stable Processes

    • Julien Letemplier, Thomas Simon
    Pages 345-357

  15. On the Law of a Triplet Associated with the Pseudo-Brownian Bridge

    • Mathieu Rosenbaum, Marc Yor
    Pages 359-375

  16. Skew-Product Decomposition of Planar Brownian Motion and Complementability

    • Jean Brossard, Michel Émery, Christophe Leuridan
    Pages 377-394

  17. On the Exactness of the Lévy-Transformation

    • Vilmos Prokaj
    Pages 395-400

  18. Multi-Occupation Field Generates the Borel-Sigma-Field of Loops

    • Yinshan Chang
    Pages 401-410

  19. Ergodicity, Decisions, and Partial Information

    • Ramon van Handel
    Pages 411-459

  20. Invariance Principle for the Random Walk Conditioned to Have Few Zeros

    • Laurent Serlet
    Pages 461-472
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About this book

Providing a broad overview of the current state of the art in probability theory and its applications, and featuring an article coauthored by Mark Yor, this volume contains contributions on branching processes, Lévy processes, random walks and martingales and their connection with, among other topics, rough paths, semi-groups, heat kernel asymptotics and mathematical finance.

Editors and Affiliations

  • Université de Versailles-St-Quentin Laboratoire de Mathématiques, Versailles, France

    Catherine Donati-Martin

  • INRIA, Nancy-Université, Vandoeuvre-lès-Nancy, France

    Antoine Lejay

  • Laboratoire de Mathématiques, Université de Versailles-St-Quentin, Versailles, France

    Alain Rouault

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