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Séminaire de Probabilités XLV

  • Book
  • © 2013

Overview

Editors:
  1. Catherine Donati-Martin

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

  2. Antoine Lejay

    1. IECN, Campus scientifique, BP 239, Nancy-Université, INRIA, Vandoeuvre-lès-Nancy, France

  3. Alain Rouault

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

  • This volume provides a broad insights on current, high level researches in probability theory
  • Includes supplementary material: sn.pub/extras

Part of the book series: Lecture Notes in Mathematics (LNM, volume 2078)

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

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About this book

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.

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Table of contents (20 chapters)

  1. Front Matter

    Pages i-viii
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  2. Specialized Course

    1. Front Matter

      Pages 1-1
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    2. Lectures on Gaussian Approximations with Malliavin Calculus

      • Ivan Nourdin
      Pages 3-89

  3. Other Contributions

    1. Front Matter

      Pages 91-91
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    2. Some Sufficient Conditions for the Ergodicity of the Lévy Transformation

      • Vilmos Prokaj
      Pages 93-121

    3. Vershik’s Intermediate Level Standardness Criterion and the Scale of an Automorphism

      • Stéphane Laurent
      Pages 123-139

    4. Filtrations Indexed by Ordinals; Application to a Conjecture of S. Laurent

      • Claude Dellacherie, Michel Émery
      Pages 141-157

    5. A Planar Borel Set Which Divides Every Non-negligible Borel Product

      • Michel Émery
      Pages 159-165

    6. Characterising Ocone Local Martingales with Reflections

      • Jean Brossard, Christophe Leuridan
      Pages 167-180

    7. Approximation and Stability of Solutions of SDEs Driven by a Symmetric α Stable Process with Non-Lipschitz Coefficients

      • Hiroya Hashimoto
      Pages 181-199

    8. Path Properties and Regularity of Affine Processes on General State Spaces

      • Christa Cuchiero, Josef Teichmann
      Pages 201-244

    9. Langevin Process Reflected on a Partially Elastic Boundary II

      • Emmanuel Jacob
      Pages 245-275

    10. Windings of Planar Stable Processes

      • R. A. Doney, S. Vakeroudis
      Pages 277-300

    11. An Elementary Proof that the First Hitting Time of an Open Set by a Jump Process is a Stopping Time

      • Alexander Sokol
      Pages 301-304

    12. Catalytic Branching Processes via Spine Techniques and Renewal Theory

      • Leif Döring, Matthew I. Roberts
      Pages 305-322

    13. Malliavin Calculus and Self Normalized Sums

      • Solesne Bourguin, Ciprian A. Tudor
      Pages 323-351

    14. A Note on Stochastic Calculus in Vector Bundles

      • Pedro J. Catuogno, Diego S. Ledesma, Paulo R. Ruffino
      Pages 353-364

    15. Functional Co-monotony of Processes with Applications to Peacocks and Barrier Options

      • Gilles Pagès
      Pages 365-400

    16. Fluctuations of the Traces of Complex-Valued Random Matrices

      • Salim Noreddine
      Pages 401-431

    17. Functionals of the Brownian Bridge

      • Janosch Ortmann
      Pages 433-458
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Editors and Affiliations

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

    Catherine Donati-Martin

  • IECN, Campus scientifique, BP 239, Nancy-Université, INRIA, Vandoeuvre-lès-Nancy, France

    Antoine Lejay

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

    Alain Rouault

Bibliographic Information

  • Book Title: Séminaire de Probabilités XLV

  • Editors: Catherine Donati-Martin, Antoine Lejay, Alain Rouault

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/978-3-319-00321-4

  • Publisher: Springer Cham

  • eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)

  • Copyright Information: Springer International Publishing Switzerland 2013

  • Softcover ISBN: 978-3-319-00320-7Published: 29 July 2013

  • eBook ISBN: 978-3-319-00321-4Published: 19 July 2013

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: VIII, 558

  • Number of Illustrations: 4 b/w illustrations, 12 illustrations in colour

  • Topics: Probability Theory and Stochastic Processes

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