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In Memoriam Marc Yor - Séminaire de Probabilités XLVII

  • Book
  • © 2015

Overview

Editors:
  1. Catherine Donati-Martin

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

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  2. Antoine Lejay

    1. Campus scientifique, IECL, Vandœuvre-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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Part of the book series: Lecture Notes in Mathematics (LNM, volume 2137)

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

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Table of contents (26 chapters)

  1. Front Matter

    Pages i-l
    Download chapter PDF

  2. Integral Representations of Certain Measures in the One-Dimensional Diffusions Excursion Theory

    • Paavo Salminen, Ju-Yi Yen, Marc Yor
    Pages 1-15

  3. Sticky Particles and Stochastic Flows

    • Jon Warren
    Pages 17-35

  4. Infinitesimal Invariance for the Coupled KPZ Equations

    • Tadahisa Funaki
    Pages 37-47

  5. Patterns in Random Walks and Brownian Motion

    • Jim Pitman, Wenpin Tang
    Pages 49-88

  6. Bessel Processes, the Brownian Snake and Super-Brownian Motion

    • Jean-François Le Gall
    Pages 89-105

  7. On Inversions and Doob h-Transforms of Linear Diffusions

    • Larbi Alili, Piotr Graczyk, Tomasz Żak
    Pages 107-126

  8. On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero

    • Kouji Yano, Yuko Yano
    Pages 127-156

  9. h-Transforms and Orthogonal Polynomials

    • Dominique Bakry, Olfa Zribi
    Pages 157-185

  10. On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration

    • Anna Aksamit, Tahir Choulli, Monique Jeanblanc
    Pages 187-218

  11. Martingale Marginals Do Not Always Determine Convergence

    • Jim Pitman
    Pages 219-225

  12. Martingale Inequalities for the Maximum via Pathwise Arguments

    • Jan Obłój, Peter Spoida, Nizar Touzi
    Pages 227-247

  13. Polynomials Associated with Finite Markov Chains

    • Philippe Biane
    Pages 249-262

  14. On σ-Finite Measures Related to the Martin Boundary of Recurrent Markov Chains

    • Joseph Najnudel
    Pages 263-297

  15. Loop Measures Without Transition Probabilities

    • Pat Fitzsimmons, Yves Le Jan, Jay Rosen
    Pages 299-320

  16. The Joint Law of the Extrema, Final Value and Signature of a Stopped Random Walk

    • Moritz Duembgen, L. C. G. Rogers
    Pages 321-338

  17. Convergence Towards Linear Combinations of Chi-Squared Random Variables: A Malliavin-Based Approach

    • Ehsan Azmoodeh, Giovanni Peccati, Guillaume Poly
    Pages 339-367

  18. Mod-Gaussian Convergence and Its Applications for Models of Statistical Mechanics

    • Pierre-Loïc Méliot, Ashkan Nikeghbali
    Pages 369-425

  19. On Sharp Large Deviations for the Bridge of a General Diffusion

    • Paolo Baldi, Lucia Caramellino, Maurizia Rossi
    Pages 427-441

  20. Large Deviations for Clocks of Self-similar Processes

    • Nizar Demni, Alain Rouault, Marguerite Zani
    Pages 443-466
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Keywords

About this book

This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament to the value and diversity of his work and of his research focus, which covered broad areas of probability theory. The volume also provides personal recollections about him, and an article on his essential role concerning the Doeblin documents.

With contributions by P. Salminen, J-Y. Yen & M. Yor; J. Warren; T. Funaki; J. Pitman& W. Tang; J-F. Le Gall; L. Alili, P. Graczyk & T. Zak; K. Yano & Y. Yano; D. Bakry & O. Zribi; A. Aksamit, T. Choulli & M. Jeanblanc; J. Pitman; J. Obloj, P. Spoida & N. Touzi; P. Biane; J. Najnudel; P. Fitzsimmons, Y. Le Jan & J. Rosen; L.C.G. Rogers & M. Duembgen; E. Azmoodeh, G. Peccati & G. Poly, timP-L Méliot, A. Nikeghbali; P. Baldi; N. Demni, A. Rouault & M. Zani; N. O'Connell; N. Ikeda & H. Matsumoto; A. Comtet & Y. Tourigny; P. Bougerol; L. Chaumont; L. Devroye & G. Letac; D. Stroock and M. Emery.

Editors and Affiliations

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

    Catherine Donati-Martin, Alain Rouault

  • Campus scientifique, IECL, Vandœuvre-lès-Nancy, France

    Antoine Lejay

Bibliographic Information

  • Book Title: In Memoriam Marc Yor - Séminaire de Probabilités XLVII

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

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/978-3-319-18585-9

  • Publisher: Springer Cham

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

  • Copyright Information: Springer International Publishing Switzerland 2015

  • Softcover ISBN: 978-3-319-18584-2Published: 17 September 2015

  • eBook ISBN: 978-3-319-18585-9Published: 07 September 2015

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: L, 619

  • Number of Illustrations: 39 b/w illustrations, 24 illustrations in colour

  • Topics: Probability Theory and Stochastic Processes

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