Séminaire de Probabilités XLVIII. (2016)

• Record Type: Book
• Other Titles: Séminaire de Probabilités 48
• Further Information: Note: Catherine Donati-Martin, Antoine Lejay, Alain Rouault, editors.
• Editors: Donati-Martin, Catherine; Lejay, Antoine, 1972-; Rouault, Alain, 1949-
• Contents: Mathias Beiglböck, Martin Huesmann and Florian Stebegg: Root to Kellerer -- Nicolas Juillet: Peacocks Parametrised by a Partially Ordered Set -- Convex order for path-dependent derivatives: a dynamic programming approach -- Dai Taguchi: Stability problem for one-dimensional stochastic differential equations with discontinuous drift -- Alexis Devulder: The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential -- Mátyás Barczy and Peter Kern: A link between Bougerol's identity and a formula due to Donati-Martin, Matsumoto and Yor -- Ismal Bailleul: Large deviation principle for bridges of sub-Riemannian diffus ion processes -- Jürgen Angst and Camille Tardif: Dévissage of a Poisson boundary under equivariance and regularity conditions -- Nicolas Privault: Weitzenböck and Clark-Ocone decompositions for differential forms on the space of normal martingales -- Anita Behme, Alexander Lindner and Makoto Maejima: On the range of exponential functionals of Lévy processes -- Cédric Lecouvey and Kilian Raschel: t-Martin boundary of killed random walks in the quadrant -- Christophe Profeta and Thomas Simon: On the harmonic measure of stable processes -- Oleskiy Khorunzhiy: On High Moments of Strongly Diluted Large Wigner Random Matrices -- Songzi Li: Dyson processes on the octonion algebra -- Franck Maunoury: Necessary and sufficient conditions for the existence of a-determinantal processes -- Stéphane Laurent: Filtrations of the erased-word processes -- Anna Aksamit and Libo Li: Projections, pseudo-stopping times and the immersion property -- David Applebaum: Stationary Random Fields on the Unitary Dual of a Compact Group -- Wendelin Werner: On the spatial Markov property of soups of unoriented and oriented loops.
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2016
• Extent: 1 online resource (viii, 503 pages), illustrations (some color)
• Subjects: 519.2; Mathematics; Probabilities; Distribution (Probability theory); Probabilities; Mathematics -- Probability & Statistics -- General; Probability & statistics; Electronic books
• Languages: English
• ISBNs: 9783319444659; 3319444654
• Related ISBNs: 9783319444642; 3319444646
• Notes: Note: Online resource; title from PDF title page (SpringerLink, viewed December 1, 2016).
• 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.