Séminaire de probabilités XLIV / Catherine Donati-Martin, Antoine Lejay, Alain Rouault, editors

Auteur principal collectivité : Séminaire de probabilités, 44, 2010, AuteurAuteur secondaire : Donati-Martin, Catherine, Editeur scientifique • Rouault, Alain, 1949-, Editeur scientifique • Lejay, Antoine, 1972-, Editeur scientifiqueType 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 theory
60J10, 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 algebras
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 Séminaire Séminaire CMI
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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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