Séminaire de Probabilités LI

Herausgegeben:Donati-Martin, Catherine; Lejay, Antoine; Rouault, Alain

• Broschiertes Buch

Produktbeschreibung

This volume presents a selection of texts that reflects the current research streams in probability, with an interest toward topics such as filtrations, Markov processes and Markov chains as well as large deviations, Stochastic Partial Differential equations, rough paths theory, quantum probabilities and percolation on graphs.
The featured contributors are R. L. Karandikar and B. V. Rao, C. Leuridan, M. Vidmar, L. Miclo and P. Patie, A. Bernou, M.-E. Caballero and A. Rouault, J. Dedecker, F. Merlevède and E. Rio, F. Brosset, T. Klein, A. Lagnoux and P. Petit, C. Marinelli and L. Scarpa, C. Castaing, N. Marie and P. Raynaud de Fitte, S. Attal, J. Deschamps and C. Pellegrini, and N. Eisenbaum.

Produktdetails

• Lecture Notes in Mathematics 2301
• Verlag: Springer / Springer International Publishing / Springer, Berlin
• Artikelnr. des Verlages: 978-3-030-96408-5
• 1st ed. 2022
• Seitenzahl: 408
• Erscheinungstermin: 14. Mai 2022
• Englisch
• Abmessung: 235mm x 155mm x 23mm
• Gewicht: 616g
• ISBN-13: 9783030964085
• ISBN-10: 3030964086
• Artikelnr.: 63279439

Inhaltsangabe

- 1. Stochastic Integrals and Two Filtrations. - 2. Filtrations Associated to Some Two-to-One Transformations. - 3. Exit Problems for Positive Self-Similar Markov Processes with One-Sided Jumps. - 4. On Intertwining Relations Between Ehrenfest, Yule and Ornstein-Uhlenbeck Processes. - 5. On Subexponential Convergence to Equilibrium of Markov Processes. - 6. Invariance Principles for Clocks. - 7. Criteria for Borel-Cantelli Lemmas with Applications to Markov Chains and Dynamical Systems. - 8. Large Deviations at the Transition for Sums of Weibull-Like Random Variables. - 9. Well-Posedness of Monotone Semilinear SPDEs with Semimartingale Noise. - 10. Sweeping Processes Perturbed by Rough Signals. - 11. Classical Noises Emerging from Quantum Environments. - 12. Percolation of Repulsive Particles on Graphs.