Séminaire de probabilités XLIV / Catherine Donati-Martin, Antoine Lejay, Alain Rouault, editors
Type de document : SéminaireCollection : Lecture notes in mathematics, 2046Langue : anglais.Pays: Allemagne.Éditeur : Berlin : Springer, cop. 2012Description : 1 vol. (VIII-469 p.) : fig. ; 24 cmISBN: 9783642274602.ISSN: 0075-8434.Bibliographie : Bibliogr. en fin de contributions.Sujet MSC : 60-06, Proceedings, conferences, collections, etc. pertaining to probability theory60J10, Probability theory and stochastic processes, Markov chains (discrete-time Markov processes on discrete state spaces)
60J60, Probability theory and stochastic processes - Markov processes, Diffusion processes
60J65, Probability theory and stochastic processes - Markov processes, Brownian motion
46L54, Functional analysis - Selfadjoint operator algebras, Free probability and free operator algebrasEn-ligne : Springerlink | Zentralblatt | MathSciNet
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CMI Réserve | Séminaires PRO (Browse shelf(Opens below)) | Available | 12222-01 |
Bibliogr. en fin de contributions
As usual, some of the contributions to this 44th Séminaire de Probabilités were presented during the Journées de Probabilités held in Dijon in June 2010. The remainder were spontaneous submissions or were solicited by the editors. The traditional and historical themes of the Séminaire are covered, such as stochastic calculus, local times and excursions, and martingales. Some subjects already touched on in the previous volumes are still here: free probability, rough paths, limit theorems for general processes (here fractional Brownian motion and polymers), and large deviations.
Lastly, this volume explores new topics, including variable length Markov chains and peacocks. We hope that the whole volume is a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France. (Source : Springer)
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