Séminaire de Probabilités

Séminaire de Probabilités XLVIII

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

  • 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

Buy this book

eBook $109.00
price for USA in USD (gross)
  • ISBN 978-3-319-44465-9
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $139.99
price for USA in USD
  • ISBN 978-3-319-44464-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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.

Table of contents (19 chapters)

  • Root to Kellerer

    Beiglböck, Mathias (et al.)

    Pages 1-12

  • Peacocks Parametrised by a Partially Ordered Set

    Juillet, Nicolas

    Pages 13-32

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

    Pagès, Gilles

    Pages 33-96

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

    Taguchi, Dai

    Pages 97-121

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

    Devulder, Alexis

    Pages 123-177

Buy this book

eBook $109.00
price for USA in USD (gross)
  • ISBN 978-3-319-44465-9
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $139.99
price for USA in USD
  • ISBN 978-3-319-44464-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Séminaire de Probabilités XLVIII
Editors
  • Catherine Donati-Martin
  • Antoine Lejay
  • Alain Rouault
Series Title
Séminaire de Probabilités
Series Volume
2168
Copyright
2016
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-44465-9
DOI
10.1007/978-3-319-44465-9
Softcover ISBN
978-3-319-44464-2
Series ISSN
0720-8766
Edition Number
1
Number of Pages
VIII, 503
Number of Illustrations and Tables
19 b/w illustrations, 4 illustrations in colour
Topics