Seminaire de Probabilites XXXIV. 1st ed. 2000

種類:

電子ブック

責任表示:

edited by J. Azema, M. Emery, M. Ledoux, M. Yor

出版情報:

Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2000

著者名:

• Azema, J.
• Emery, M.
• Ledoux, M.
• Yor, M.
• SpringerLink (Online service)

シリーズ名:

Séminaire de Probabilités ; 1729

ISBN:

9783540464136 [3540464131]    

注記:

Branching and interacting particle systems approximations of feynman-kac formulae with applications to non-linear filtering -- Exponential inequalities for bessel processes -- On sums of iid random variables indexed by N parameters -- Series of iterated quantum stochastic integrals -- p-variation for families of local times on lines -- Large deviations for some poisson random integrals -- Formes de Dirichlet sur un Espace de Wiener-Poisson. Application au grossissement de filtration -- Saturations of gambling houses -- Convergence of a ‘gibbs-boltzmann’ random measure for a typed branching diffusion -- Time dependent subordination and markov processes with jumps -- Marked excursions and random trees -- Laws of the iterated logarithm for the Brownian snake -- On the Onsager-Machlup functional for elliptic diffusion processes -- A unified approach to several inequalities for gaussian and diffusion measures -- Trous spectraux pour certains algorithmes de Métropolis sur ? -- Comportement asymptotique des fonction
This volume contains 19 contributions to various subjects in the theory of (commutative and non-commutative) stochastic processes. It also provides a 145-page graduate course on branching and interacting particle systems, with applications to non-linear filtering, by P. del Moral and L. Miclo.

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