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Séminaire de Probabilités XLVIII

  • Book
  • © 2016

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, Vandoeuvre-les-Nancy CEDEX, France

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  3. Alain Rouault

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

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    You can also search for this editor in PubMed   Google Scholar

  • Provides a broad insight into current, high level research in probability theory
  • Continues the exploration of the subject of peacocks from previous volumes
  • Includes new material on harmonic measures, random fields and loop soups

Part of the book series: Lecture Notes in Mathematics (LNM, volume 2168)

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

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Table of contents (19 chapters)

  1. Front Matter

    Pages i-viii
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  2. Root to Kellerer

    • Mathias Beiglböck, Martin Huesmann, Florian Stebegg
    Pages 1-12

  3. Peacocks Parametrised by a Partially Ordered Set

    • Nicolas Juillet
    Pages 13-32

  4. Convex Order for Path-Dependent Derivatives: A Dynamic Programming Approach

    • Gilles Pagès
    Pages 33-96

  5. Stability Problem for One-Dimensional Stochastic Differential Equations with Discontinuous Drift

    • Dai Taguchi
    Pages 97-121

  6. The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential

    • Alexis Devulder
    Pages 123-177

  7. A Link Between Bougerol’s Identity and a Formula Due to Donati-Martin, Matsumoto and Yor

    • Mátyás Barczy, Peter Kern
    Pages 179-188

  8. Large Deviation Principle for Bridges of Sub-Riemannian Diffusion Processes

    • Ismaël Bailleul
    Pages 189-198

  9. Dévissage of a Poisson Boundary Under Equivariance and Regularity Conditions

    • Jürgen Angst, Camille Tardif
    Pages 199-229

  10. Weitzenböck and Clark-Ocone Decompositions for Differential Forms on the Space of Normal Martingales

    • Nicolas Privault
    Pages 231-265

  11. On the Range of Exponential Functionals of Lévy Processes

    • Anita Behme, Alexander Lindner, Makoto Maejima
    Pages 267-303

  12. t-Martin Boundary of Killed Random Walks in the Quadrant

    • Cédric Lecouvey, Kilian Raschel
    Pages 305-323

  13. On the Harmonic Measure of Stable Processes

    • Christophe Profeta, Thomas Simon
    Pages 325-345

  14. On High Moments of Strongly Diluted Large Wigner Random Matrices

    • Oleskiy Khorunzhiy
    Pages 347-399

  15. Dyson Processes on the Octonion Algebra

    • Songzi Li
    Pages 401-421

  16. Necessary and Sufficient Conditions for the Existence of α-Determinantal Processes

    • Franck Maunoury
    Pages 423-444

  17. Filtrations of the Erased-Word Processes

    • Stéphane Laurent
    Pages 445-458

  18. Projections, Pseudo-Stopping Times and the Immersion Property

    • Anna Aksamit, Libo Li
    Pages 459-467

  19. Stationary Random Fields on the Unitary Dual of a Compact Group

    • David Applebaum
    Pages 469-480

  20. On the Spatial Markov Property of Soups of Unoriented and Oriented Loops

    • Wendelin Werner
    Pages 481-503
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Keywords

About this book

In addition to its further exploration of the subject of peacocks, introduced in recent Séminaires de Probabilités, this volume continues the series’ focus on current research themes in traditional topics such as stochastic calculus, filtrations and random matrices. Also included are some particularly interesting articles involving harmonic measures, random fields and loop soups. The featured contributors are Mathias Beiglböck, Martin Huesmann and Florian Stebegg, Nicolas Juillet,  Gilles Pags, Dai Taguchi, Alexis Devulder,  Mátyás Barczy and Peter Kern,  I. Bailleul, Jürgen Angst and Camille Tardif,  Nicolas Privault, Anita Behme, Alexander Lindner and Makoto Maejima, Cédric Lecouvey and Kilian Raschel, Christophe Profeta and Thomas Simon, O. Khorunzhiy and Songzi Li, Franck Maunoury,  Stéphane Laurent,  Anna Aksamit and Libo Li, David Applebaum, and Wendelin Werner.

Editors and Affiliations

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

    Catherine Donati-Martin

  • Campus scientifique, IECL, Vandoeuvre-les-Nancy CEDEX, France

    Antoine Lejay

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

    Alain Rouault

Bibliographic Information

  • Book Title: Séminaire de Probabilités XLVIII

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

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/978-3-319-44465-9

  • Publisher: Springer Cham

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

  • Copyright Information: Springer International Publishing Switzerland 2016

  • Softcover ISBN: 978-3-319-44464-2Published: 28 November 2016

  • eBook ISBN: 978-3-319-44465-9Published: 17 November 2016

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: VIII, 503

  • Number of Illustrations: 19 b/w illustrations, 4 illustrations in colour

  • Topics: Probability Theory and Stochastic Processes

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