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Séminaire de Probabilités

Séminaire de Probabilités XXXVIII

Editors: Émery, Michel, Ledoux, Michel, Yor, Marc (Eds.)

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About this book

Besides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions whose topics range from analysis of semi-groups to free probability, via martingale theory, Wiener space and Brownian motion, Gaussian processes and matrices, diffusions and their applications to PDEs.

As do all previous volumes of this series, it provides an overview on the current state of the art in the research on stochastic processes.

Table of contents (24 chapters)

Table of contents (24 chapters)
  • Tanaka’s Construction for Random Walks and Lévy Processes

    Pages 1-4

    Doney, Ronald A.

  • Some Excursion Calculations for Spectrally One-sided Lévy Processes

    Pages 5-15

    Doney, Ronald A.

  • A Martingale Review of some Fluctuation Theory for Spectrally Negative Lévy Processes

    Pages 16-29

    Kyprianou, Andreas E. (et al.)

  • A Potential-theoretical Review of some Exit Problems of Spectrally Negative Lévy Processes

    Pages 30-41

    Pistorius, Martijn R.

  • Some Martingales Associated to Reflected Lévy Processes

    Pages 42-69

    Nguyen-Ngoc, Laurent (et al.)

Buy this book

eBook $59.99
price for USA in USD (gross)
  • ISBN 978-3-540-31449-3
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $79.95
price for USA in USD
  • ISBN 978-3-540-23973-4
  • 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 XXXVIII
Editors
  • Michel Émery
  • Michel Ledoux
  • Marc Yor
Series Title
Séminaire de Probabilités
Series Volume
1857
Copyright
2005
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-31449-3
DOI
10.1007/b104072
Softcover ISBN
978-3-540-23973-4
Series ISSN
0720-8766
Edition Number
1
Number of Pages
IX, 394
Topics