The tradition of specialized courses in the Séminaires de Probabilités is continued with A. Lejay's Another introduction to rough paths. Other topics from this 42nd volume range from the interface between analysis and probability to special processes, Lévy processes and Lévy systems, branching, penalization, representation of Gaussian processes, filtrations and quantum probability. INDICE: From the contents Antoine Lejay Yet another introduction to rough paths.- Laurent Miclo Monotonicity of the extremal functionsfor one-dimensional inequalities of log-Sobolev type.- Walter Schachermayer, Uwe Schmock, Josef Teichmann Non-monotone convergence in the quadratic Wasserstein distance.- Fangjun Xu On the equation $mu=S_tmuast mu_t$.- Philippe Biane Shabat polynomials and harmonic measure.- Nizar Demni Radial Dunkl processes associated withdihedral systems.- Philippe Biane Matrix valued Brownian motion and a paper by P'olya.- Kouji Yano, Yuko Yano, Marc Yor On the laws of first hitting timesof points for one-dimensional symmetric stable Lévy processes.-Patrick J. Fitzsimmons, Ronald K. Getoor Lévy systems and time changes.- Nathalie Krell Self-similar branching Markov chains.- Robert Hardy, Simon C. Harris A spine approach to branching diffusions with applications to $L^p$-convergence of martingales.
- ISBN: 978-3-642-01762-9
- Editorial: Springer
- Encuadernacion: Rústica
- Páginas: 450
- Fecha Publicación: 01/06/2009
- Nº Volúmenes: 1
- Idioma: Inglés