Jacques Azema / Michel Emery / Michel Ledoux / Marc Yor (eds.)
Seminaire de Probabilites XXXIV
Herausgegeben:Azema, J.; Emery, M.; Ledoux, M.; Yor, M.
Jacques Azema / Michel Emery / Michel Ledoux / Marc Yor (eds.)
Seminaire de Probabilites XXXIV
Herausgegeben:Azema, J.; Emery, M.; Ledoux, M.; Yor, M.
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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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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.
Produktdetails
- Produktdetails
- Lecture Notes in Mathematics 1729
- Verlag: Springer / Springer Berlin Heidelberg / Springer, Berlin
- 2000.
- Seitenzahl: 446
- Erscheinungstermin: 6. Mai 2000
- Englisch
- Abmessung: 233mm x 155mm x 25mm
- Gewicht: 696g
- ISBN-13: 9783540673149
- ISBN-10: 3540673148
- Artikelnr.: 22925100
- Lecture Notes in Mathematics 1729
- Verlag: Springer / Springer Berlin Heidelberg / Springer, Berlin
- 2000.
- Seitenzahl: 446
- Erscheinungstermin: 6. Mai 2000
- Englisch
- Abmessung: 233mm x 155mm x 25mm
- Gewicht: 696g
- ISBN-13: 9783540673149
- ISBN-10: 3540673148
- Artikelnr.: 22925100
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 fonctions harmoniques sur les arbres.- Asymptotic estimates for the first hitting time of fluctuating additive functionals of Brownian motion.- Monotonicity property for a class of semilinear partial differential equations.- Fast sets and points for fractional Brownian motion.- Some invariance properties (of the laws) of Ocone's martingales.
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 fonctions harmoniques sur les arbres.- Asymptotic estimates for the first hitting time of fluctuating additive functionals of Brownian motion.- Monotonicity property for a class of semilinear partial differential equations.- Fast sets and points for fractional Brownian motion.- Some invariance properties (of the laws) of Ocone's martingales.