Séminaire de Probabilités

Séminaire de Probabilités XLIV

Editors: Donati-Martin, Catherine, Lejay, Antoine, Rouault, Alain (Eds.)

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

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  • ISBN 978-3-642-27461-9
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About this book

As usual, some of the contributions to this 44th Séminaire de Probabilités were presented during the Journées de Probabilités held in Dijon in June 2010. The remainder were spontaneous submissions or were solicited by the editors. The traditional and historical themes of the Séminaire are covered, such as stochastic calculus, local times and excursions, and martingales. Some subjects already touched on in the previous volumes are still here: free probability, rough paths, limit theorems for general processes (here fractional Brownian motion and polymers), and large deviations.
Lastly, this volume explores new topics, including variable length Markov chains and peacocks. We hope that the whole volume is a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France.

Table of contents (20 chapters)

  • Context Trees, Variable Length Markov Chains and Dynamical Sources

    Cénac, Peggy (et al.)

    Pages 1-39

  • Martingale Property of Generalized Stochastic Exponentials

    Mijatović, Aleksandar (et al.)

    Pages 41-59

  • Some Classes of Proper Integrals and Generalized Ornstein–Uhlenbeck Processes

    Basse-O’Connor, Andreas (et al.)

    Pages 61-74

  • Martingale Representations for Diffusion Processes and Backward Stochastic Differential Equations

    Qian, Zhongmin (et al.)

    Pages 75-103

  • Quadratic Semimartingale BSDEs Under an Exponential Moments Condition

    Mocha, Markus (et al.)

    Pages 105-139

Buy this book

eBook $69.99
price for USA (gross)
  • ISBN 978-3-642-27461-9
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $89.95
price for USA
  • ISBN 978-3-642-27460-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Séminaire de Probabilités XLIV
Editors
  • Catherine Donati-Martin
  • Antoine Lejay
  • Alain Rouault
Series Title
Séminaire de Probabilités
Series Volume
2046
Copyright
2012
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-27461-9
DOI
10.1007/978-3-642-27461-9
Softcover ISBN
978-3-642-27460-2
Series ISSN
0720-8766
Edition Number
1
Number of Pages
VIII, 469
Number of Illustrations and Tables
7 b/w illustrations, 10 illustrations in colour
Topics