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Séminaire de Probabilités XLII

  • Book
  • © 2009

Overview

Editors:
  1. Catherine Donati-Martin

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

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  2. Michel Émery

    1. Inst. Recherche, Mathématiques Avancées, Université Strasbourg I, Strasbourg CX, France

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  3. Alain Rouault

    1. Laboratoire de Mathematiques, Université de Versailles, Versailles CX, France

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  4. Christophe Stricker

    1. CNRS UMR 6623, Lab. de Mathématiques, Université Besancon, Besancon CX, France

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Part of the book series: Lecture Notes in Mathematics (LNM, volume 1979)

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

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Table of contents (17 chapters)

  1. Front Matter

    Pages 1-10
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  2. Yet another introduction to rough paths

    • Antoine Lejay
    Pages 1-101

  3. Monotonicity of the extremal functions for one-dimensional inequalities of logarithmic Sobolev type

    • Miclo Laurent
    Pages 103-130

  4. Non-monotone convergence in the quadratic Wasserstein distance

    • Walter Schachermayer, Uwe Schmock, Josef Teichmann
    Pages 131-136

  5. On the equation μ = S t μ * μ t

    • Fangjun Xu*
    Pages 137-145

  6. Shabat polynomials and harmonic measure

    • Philippe Biane
    Pages 147-151

  7. Radial Dunkl Processes Associated with Dihedral Systems

    • Nizar Demni
    Pages 153-169

  8. Matrix Valued Brownian Motion and a Paper by Pólya

    • Philippe Biane
    Pages 171-185

  9. On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes

    • Kouji Yano, Yuko Yano, Marc Yor
    Pages 187-227

  10. Lévy Systems and Time Changes

    • P.J. Fitzsimmons, R.K. Getoor
    Pages 229-259

  11. Self-Similar Branching Markov Chains

    • Nathalie Krell
    Pages 261-280

  12. A Spine Approach to Branching Diffusions with Applications to Lp-Convergence of Martingales

    • Robert Hardy, Simon C. Harris
    Pages 281-330

  13. 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

    • Pierre Debs
    Pages 331-363

  14. Canonical Representation for Gaussian Processes

    • M. Erraoui, E. H. Essaky
    Pages 365-381

  15. Recognising Whether a Filtration is Brownian: a Case Study

    • Michel Émery
    Pages 383-396

  16. Markovian properties of the spin-boson model

    • Ameur Dhahri
    Pages 397-432

  17. Statistical properties of Pauli matrices going through noisy channels

    • Stéphane Attal, Nadine Guillotin‐Plantard
    Pages 433-448

  18. Erratum to: New methods in the arbitrage theory of financial markets with transaction costs, in Seminaire XLI

    • MikÓs Rásonyi*
    Pages 449-449

  19. Back Matter

    Pages 1-6
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Keywords

About this book

The tradition of specialized courses in the Séminaires de Probabilités 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, Lévy processes and Lévy systems, branching, penalization, representation of Gaussian processes, filtrations and quantum probability.

Editors and Affiliations

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

    Catherine Donati-Martin

  • Inst. Recherche, Mathématiques Avancées, Université Strasbourg I, Strasbourg CX, France

    Michel Émery

  • Laboratoire de Mathematiques, Université de Versailles, Versailles CX, France

    Alain Rouault

  • CNRS UMR 6623, Lab. de Mathématiques, Université Besancon, Besancon CX, France

    Christophe Stricker

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