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Seminaire de Probabilites XLIV
Seminaire de Probabilites 2046, Lecture Notes in Mathematics 2046 - Séminaire de Probabilités
ISBN/EAN: 9783642274602
Umbreit-Nr.: 1462267
Sprache:
Englisch
Umfang: viii, 469 S., 7 s/w Illustr., 10 farbige Illustr.,
Format in cm:
Einband:
kartoniertes Buch
Erschienen am 17.05.2012
Auflage: 1/2012
- Zusatztext
- InhaltsangabeContext trees, variable length Markov chains and dynamical sources.- Martingale property of generalized stochastic exponentials.- Some classes of proper integrals and generalized Ornstein-Uhlenbeck processes.- Martingale representations for diffusion processes and backward stochastic differential equations.- Quadratic Semimartingale BSDEs Under an Exponential Moments Condition.- The derivative of the intersection local time of Brownian motion through Wiener chaos.- On the occupation times of Brownian excursions and Brownian loops.- Discrete approximation to solution flows of Tanaka's SDE related to Walsh Brownian motion.- Spectral Distribution of the Free unitary Brownian motion: another approach.- Another failure in the analogy between Gaussian and semicircle laws.- Global solutions to rough differential equations with unbounded vector fields.- Asymptotic behavior of oscillatory fractional processes.- Time inversion property for rotation invariant self-similar diffusion processes.- On Peacocks: a general introduction to two articles.- Some examples of peacocks in a Markovian set-up.- Peacocks obtained by normalisation; strong and very strong peacocks.- Branching Brownian motion: Almost sure growth along scaled paths.- On the delocalized phase of the random pinning model.- Large deviations for Gaussian stationary processes and semi-classical analysis.- Girsanov theory under a finite entropy condition.