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Séminaire de Probabilités XLI

Séminaire de Probabilités XLI

          
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About the Book

A. Dermoune, Ph. Heinrich: Spectral gap for a colored disordered lattice gas.-D. Féral: On large deviations for the spectral measure of discrete Coulomb gas.- O. Khorunzhiy: Estimates for moments of random matrices with Gaussian elements.- M. Capitaine, M. Casalis: Geometric interpretation of the cumulants for random matrices previously defined as convolutions on the symmetric group.- A. Kyprianou, Z. Palmowski: Fluctuations of spectrally negative Markov additive processes.- J. Bertoin, A. Lindner, R. Maller: On continuity properties of the law of integrals of Lévy processes.- D. Baraka, T. S. Mountford: A law of the iterated logarithm for fractional Brownian motions.- I. Nourdin: A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimensio local time in R1.- I. Bailleul: Une preuve simple d'un résultat de Dufresne.- L. Serlet: Creation or deletion of a drift on a Brownian trajectory.- A. M. G. Cox: Extending Chacon-Walsh: minimality and generalised starting distributions.- J. Brossard, C. Leuridan: Transformations browniennes et compléments indépendants: résultats et problèmes ouverts.- J.-C. Gruet: Hyperbolic random walks.- D. Bakry, N. Huet: The hypergroup property and representation of Markov kernels.- D. Williams: A new look at 'Markovian' Wiener-Hopf theory.- F. Bolley: Separability and completeness for the Wasserstein distance.- N. Privault: A probabilistic interpretation to the symmetries of a discrete heat equation.- S. Kaji: On tail distributions of supremum and quadratic variation of càdlàg local martingales.- P. Friz, N. Victoir: The Burkholder-Davis-Gundy inequality for enhanced martingales.- Yu. Kabanov, C. Stricker: On martingale selectors of conevalued processes.- I. Klein: No asymptotic freelunch reviewed in the light of Orlicz spaces.- M. Rásonyi: New methods in the arbitrage theory of financial markets with transaction costs.


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Product Details
  • ISBN-13: 9783540779124
  • Publisher: Springer
  • Binding: Paperback
  • Language: English
  • Returnable: Y
  • Spine Width: 25 mm
  • Width: 155 mm
  • ISBN-10: 3540779124
  • Publisher Date: 07 May 2008
  • Height: 231 mm
  • No of Pages: 462
  • Series Title: Lecture Notes in Mathematics: Seminaire de Probabilites
  • Weight: 666 gr


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