In memoriam Marc Yor -- Séminaire de Probabilités XLVII. (2015)

• Record Type: Book
• Further Information: Note: Catherine Donati-Martin, Antoine Lejay, Alain Rouault, editors.
• Editors: Donati-Martin, Catherine; Lejay, Antoine, 1972-; Rouault, Alain, 1949-
• Other Names: Yor, Marc honouree.; Séminaire de probabilités, 47th
• Contents: Intro; Preface; Contents; Témoignages; Conversation avec Jacques Azéma; Premier contact; Collaboration scientifique; Le séminaire; Durant notre conversation, les points suivants ont été abordés :; Les relations internationales; Les jeunes; Les mathématiques financières; Lettre à un Grand Monsieur; Souvenirs d'une thèse avec Marc; Marc et le Séminaire de Probabilités; Instantanés; Souvenirs; Lectures on Infinity; Poznan 2010; Une excursion avec Marc Yor; Témoignage et hommage; An Appraisal of Marc's Work; Marc et le dossier Doeblin; 1 Introduction; 2 Automne 2000; 3 Questions d'histoire; Notes BibliographieIntegral Representations of Certain Measuresin the One-Dimensional Diffusions Excursion Theory; 1 Introduction and Main Formulae; 2 Proofs of (7) and (8); 3 Proofs of (9) and (10); 4 Excursion Bridge; 5 The Bessel Case; References; Epilogue; Sticky Particles and Stochastic Flows; 1 Introduction; 2 Heuristic Derivation of Exit Probabilities; 3 Proof of Main Result; 4 Some Lemmas; 5 Stochastic Flows of Kernels; References; Infinitesimal Invariance for the Coupled KPZ Equations; 1 Introduction and Main Result; 2 Generator and Associated Gaussian Random Measure 3.4 No First Passage Bridge in a Brownian Path3.5 Meander, Co-meander and 3-d Bessel Process in a Brownian Path; 4 Potential Theory for Continuous-Time Patterns; References; Bessel Processes, the Brownian Snake and Super-Brownian Motion; 1 Introduction; 2 Preliminaries; 2.1 Bessel Processes; 2.2 The Brownian Snake; 3 The Main Results; 4 Applications to Super-Brownian Motion; References; On Inversions and Doob h-Transforms of Linear Diffusions; 1 Motivations and Main Results; 2 Preliminaries on Dual Processes and Inversions; 3 Conditioned Diffusions and Inversions; 4 Inversion of Diffusions 5 Applications5.1 Inversions of Brownian Motions Killed upon Exiting Intervals; 5.2 Inversions of Drifted Brownian Motion and Hyperbolic Bessel Process of Dimension 3; 5.3 Inversions of Bessel Processes; References; On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero; 1 Introduction; 2 Notation and Basic Properties for Generalized Diffusions; 3 The Excursion Measure Away from 0; 4 The Renormalized Zero Resolvent; 5 Various Conditionings to Avoid Zero; 6 Invariance and Excessiveness; 7 The h-Transforms of the Stopped Process; References
• Publisher Details: Cham : Springer
• Publication Date: 2015
• Extent: 1 online resource (l, 619 pages), illustrations (some color)
• Subjects: 519.2; Mathematics; Probabilities -- Congresses; Distribution (Probability theory); Probabilities; Mathematics -- Probability & Statistics -- General; Probability & statistics; Electronic books; Conference papers and proceedings
• Languages: English
• ISBNs: 9783319185859; 3319185853
• Related ISBNs: 9783319185842
• Notes: Note: Online resource; title from PDF title page (SpringerLink, viewed September 17, 2015).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.