Seminaire de Probabilites XXXIV
Springer Berlin (Verlag)
978-3-540-67314-9 (ISBN)
Branching and interacting particle systems approximations of feynman-kac formulae with applications to non-linear filtering.- Exponential inequalities for bessel processes.- On sums of iid random variables indexed by N parameters.- Series of iterated quantum stochastic integrals.- p-variation for families of local times on lines.- Large deviations for some poisson random integrals.- Formes de Dirichlet sur un Espace de Wiener-Poisson. Application au grossissement de filtration.- Saturations of gambling houses.- Convergence of a 'gibbs-boltzmann' random measure for a typed branching diffusion.- Time dependent subordination and markov processes with jumps.- Marked excursions and random trees.- Laws of the iterated logarithm for the Brownian snake.- On the Onsager-Machlup functional for elliptic diffusion processes.- A unified approach to several inequalities for gaussian and diffusion measures.- Trous spectraux pour certains algorithmes de Métropolis sur ?.- Comportement asymptotique des fonctions harmoniques sur les arbres.- Asymptotic estimates for the first hitting time of fluctuating additive functionals of Brownian motion.- Monotonicity property for a class of semilinear partial differential equations.- Fast sets and points for fractional Brownian motion.- Some invariance properties (of the laws) of Ocone's martingales.
| Erscheint lt. Verlag | 6.5.2000 |
|---|---|
| Reihe/Serie | Lecture Notes in Mathematics | Séminaire de Probabilités |
| Zusatzinfo | VIII, 440 p. |
| Verlagsort | Berlin |
| Sprache | englisch |
| Maße | 152 x 229 mm |
| Gewicht | 626 g |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik |
| Schlagworte | Bessel process • Brownian motion • diffusion process • Feynman-Kac formula • Filtration • Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathem • HC/Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik • hitting time • interacting particle system • local time • Markov process • Martingale • Probability • random measure • random particle systems • Random Variable • Stochastic process • Stochastic Processes • Stochastischer Prozess • Variance • Wahrscheinlichkeit • Zufall |
| ISBN-10 | 3-540-67314-8 / 3540673148 |
| ISBN-13 | 978-3-540-67314-9 / 9783540673149 |
| Zustand | Neuware |
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