In Memoriam Marc Yor Seminaire De Probabilites Xlvii

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In Memoriam Marc Yor - Séminaire de Probabilités XLVII

Author : Catherine Donati-Martin
Publisher : Springer
ISBN 13 : 3319185853
Total Pages : 619 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis In Memoriam Marc Yor - Séminaire de Probabilités XLVII by : Catherine Donati-Martin

Download or read book In Memoriam Marc Yor - Séminaire de Probabilités XLVII written by Catherine Donati-Martin and published by Springer. This book was released on 2015-09-07 with total page 619 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament to the value and diversity of his work and of his research focus, which covered broad areas of probability theory. The volume also provides personal recollections about him, and an article on his essential role concerning the Doeblin documents. With contributions by P. Salminen, J-Y. Yen & M. Yor; J. Warren; T. Funaki; J. Pitman& W. Tang; J-F. Le Gall; L. Alili, P. Graczyk & T. Zak; K. Yano & Y. Yano; D. Bakry & O. Zribi; A. Aksamit, T. Choulli & M. Jeanblanc; J. Pitman; J. Obloj, P. Spoida & N. Touzi; P. Biane; J. Najnudel; P. Fitzsimmons, Y. Le Jan & J. Rosen; L.C.G. Rogers & M. Duembgen; E. Azmoodeh, G. Peccati & G. Poly, timP-L Méliot, A. Nikeghbali; P. Baldi; N. Demni, A. Rouault & M. Zani; N. O'Connell; N. Ikeda & H. Matsumoto; A. Comtet & Y. Tourigny; P. Bougerol; L. Chaumont; L. Devroye & G. Letac; D. Stroock and M. Emery.

Séminaire de Probabilités LI

Author : Catherine Donati-Martin
Publisher : Springer Nature
ISBN 13 : 3030964094
Total Pages : 399 pages
Book Rating : 4.0/5 (39 download)

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Book Synopsis Séminaire de Probabilités LI by : Catherine Donati-Martin

Download or read book Séminaire de Probabilités LI written by Catherine Donati-Martin and published by Springer Nature. This book was released on 2022-05-13 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents a selection of texts that reflects the current research streams in probability, with an interest toward topics such as filtrations, Markov processes and Markov chains as well as large deviations, Stochastic Partial Differential equations, rough paths theory, quantum probabilities and percolation on graphs. The featured contributors are R. L. Karandikar and B. V. Rao, C. Leuridan, M. Vidmar, L. Miclo and P. Patie, A. Bernou, M.-E. Caballero and A. Rouault, J. Dedecker, F. Merlevède and E. Rio, F. Brosset, T. Klein, A. Lagnoux and P. Petit, C. Marinelli and L. Scarpa, C. Castaing, N. Marie and P. Raynaud de Fitte, S. Attal, J. Deschamps and C. Pellegrini, and N. Eisenbaum.

Séminaire de Probabilités L

Author : Catherine Donati-Martin
Publisher : Springer Nature
ISBN 13 : 3030285359
Total Pages : 562 pages
Book Rating : 4.0/5 (32 download)

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Book Synopsis Séminaire de Probabilités L by : Catherine Donati-Martin

Download or read book Séminaire de Probabilités L written by Catherine Donati-Martin and published by Springer Nature. This book was released on 2019-11-19 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt: This milestone 50th volume of the "Séminaire de Probabilités" pays tribute with a series of memorial texts to one of its former editors, Jacques Azéma, who passed away in January. The founders of the "Séminaire de Strasbourg", which included Jacques Azéma, probably had no idea of the possible longevity and success of the process they initiated in 1967. Continuing in this long tradition, this volume contains contributions on state-of-art research on Brownian filtrations, stochastic differential equations and their applications, regularity structures, quantum diffusion, interlacing diffusions, mod-Ø convergence, Markov soup, stochastic billiards and other current streams of research.

From Probability to Finance

Author : Ying Jiao
Publisher : Springer Nature
ISBN 13 : 981151576X
Total Pages : 253 pages
Book Rating : 4.8/5 (115 download)

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Book Synopsis From Probability to Finance by : Ying Jiao

Download or read book From Probability to Finance written by Ying Jiao and published by Springer Nature. This book was released on 2020-03-20 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents a collection of lecture notes of mini-courses taught at BICMR Summer School of Financial Mathematics, from May 29 to June 9, 2017. Each chapter is self-contained and corresponds to one mini-course which deals with a distinguished topic, such as branching processes, enlargement of filtrations, Hawkes processes, copula models and valuation adjustment analysis, whereas the global topics cover a wide range of advanced subjects in financial mathematics, from both theoretical and practical points of view. The authors include world-leading specialists in the domain and also young active researchers. This book will be helpful for students and those who work on probability and financial mathematics.

Stochastic Processes and Random Matrices

Author : Grégory Schehr
Publisher : Oxford University Press
ISBN 13 : 0192517864
Total Pages : 432 pages
Book Rating : 4.1/5 (925 download)

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Book Synopsis Stochastic Processes and Random Matrices by : Grégory Schehr

Download or read book Stochastic Processes and Random Matrices written by Grégory Schehr and published by Oxford University Press. This book was released on 2017-08-15 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: The field of stochastic processes and Random Matrix Theory (RMT) has been a rapidly evolving subject during the last fifteen years. The continuous development and discovery of new tools, connections and ideas have led to an avalanche of new results. These breakthroughs have been made possible thanks, to a large extent, to the recent development of various new techniques in RMT. Matrix models have been playing an important role in theoretical physics for a long time and they are currently also a very active domain of research in mathematics. An emblematic example of these recent advances concerns the theory of growth phenomena in the Kardar-Parisi-Zhang (KPZ) universality class where the joint efforts of physicists and mathematicians during the last twenty years have unveiled the beautiful connections between this fundamental problem of statistical mechanics and the theory of random matrices, namely the fluctuations of the largest eigenvalue of certain ensembles of random matrices. This text not only covers this topic in detail but also presents more recent developments that have emerged from these discoveries, for instance in the context of low dimensional heat transport (on the physics side) or integrable probability (on the mathematical side).

Spectral Expansions of Non-Self-Adjoint Generalized Laguerre Semigroups

Author : Pierre Patie
Publisher : American Mathematical Society
ISBN 13 : 1470449366
Total Pages : 182 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis Spectral Expansions of Non-Self-Adjoint Generalized Laguerre Semigroups by : Pierre Patie

Download or read book Spectral Expansions of Non-Self-Adjoint Generalized Laguerre Semigroups written by Pierre Patie and published by American Mathematical Society. This book was released on 2021-11-16 with total page 182 pages. Available in PDF, EPUB and Kindle. Book excerpt: View the abstract.

Peter Carr Gedenkschrift: Research Advances In Mathematical Finance

Author : Robert A Jarrow
Publisher : World Scientific
ISBN 13 : 9811280312
Total Pages : 866 pages
Book Rating : 4.8/5 (112 download)

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Book Synopsis Peter Carr Gedenkschrift: Research Advances In Mathematical Finance by : Robert A Jarrow

Download or read book Peter Carr Gedenkschrift: Research Advances In Mathematical Finance written by Robert A Jarrow and published by World Scientific. This book was released on 2023-11-10 with total page 866 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Gedenkschrift for Peter Carr, our dear friend and colleague who suddenly left us on March 1, 2022, was organized to honor the life and lasting contributions of Peter to Quantitative Finance. A group of Peter's co-authors and professional friends contributed chapters for this Gedenkschrift shortly after his passing. The papers were received by September 15, 2022 and some were presented at the Peter Carr Gedenkschrift Conference held at the Robert H Smith School of Business on November 11, 2022. The contributed papers cover a wide range of topics corresponding to the vast range of Peter's interests. Each paper represents new research results in recognition of Peter's scholarly activities. The book serves as an important marker for the research knowledge existing at the time of the Gedenkschrift's publication on a number of topics within quantitative finance. It reflects the diverse interactions between mathematics and finance and illustrates, for those interested, the breadth and depth of this development. The book also presents a collection of tributes to Peter from family and friends including those made at his Memorial Service on March 19, 2022. The result is hopefully a more complete testament to a personal and professional life well lived, and unexpectedly cut short.

Séminaire de Probabilités XLVI

Author : Catherine Donati-Martin
Publisher : Springer
ISBN 13 : 3319119702
Total Pages : 511 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis Séminaire de Probabilités XLVI by : Catherine Donati-Martin

Download or read book Séminaire de Probabilités XLVI written by Catherine Donati-Martin and published by Springer. This book was released on 2014-12-29 with total page 511 pages. Available in PDF, EPUB and Kindle. Book excerpt: Providing a broad overview of the current state of the art in probability theory and its applications, and featuring an article coauthored by Mark Yor, this volume contains contributions on branching processes, Lévy processes, random walks and martingales and their connection with, among other topics, rough paths, semi-groups, heat kernel asymptotics and mathematical finance.

Seminaire de Probabilites XXVII

Author : Jaques Azema
Publisher :
ISBN 13 : 9783662198339
Total Pages : 340 pages
Book Rating : 4.1/5 (983 download)

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Book Synopsis Seminaire de Probabilites XXVII by : Jaques Azema

Download or read book Seminaire de Probabilites XXVII written by Jaques Azema and published by . This book was released on 2014-09-01 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Probabilistic Methods in Geometry, Topology and Spectral Theory

Author : Yaiza Canzani
Publisher : American Mathematical Soc.
ISBN 13 : 1470441454
Total Pages : 197 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis Probabilistic Methods in Geometry, Topology and Spectral Theory by : Yaiza Canzani

Download or read book Probabilistic Methods in Geometry, Topology and Spectral Theory written by Yaiza Canzani and published by American Mathematical Soc.. This book was released on 2019-11-20 with total page 197 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the proceedings of the CRM Workshops on Probabilistic Methods in Spectral Geometry and PDE, held from August 22–26, 2016 and Probabilistic Methods in Topology, held from November 14–18, 2016 at the Centre de Recherches Mathématiques, Université de Montréal, Montréal, Quebec, Canada. Probabilistic methods have played an increasingly important role in many areas of mathematics, from the study of random groups and random simplicial complexes in topology, to the theory of random Schrödinger operators in mathematical physics. The workshop on Probabilistic Methods in Spectral Geometry and PDE brought together some of the leading researchers in quantum chaos, semi-classical theory, ergodic theory and dynamical systems, partial differential equations, probability, random matrix theory, mathematical physics, conformal field theory, and random graph theory. Its emphasis was on the use of ideas and methods from probability in different areas, such as quantum chaos (study of spectra and eigenstates of chaotic systems at high energy); geometry of random metrics and related problems in quantum gravity; solutions of partial differential equations with random initial conditions. The workshop Probabilistic Methods in Topology brought together researchers working on random simplicial complexes and geometry of spaces of triangulations (with connections to manifold learning); topological statistics, and geometric probability; theory of random groups and their properties; random knots; and other problems. This volume covers recent developments in several active research areas at the interface of Probability, Semiclassical Analysis, Mathematical Physics, Theory of Automorphic Forms and Graph Theory.

Stochastic Dynamics Out of Equilibrium

Author : Giambattista Giacomin
Publisher : Springer
ISBN 13 : 3030150968
Total Pages : 649 pages
Book Rating : 4.0/5 (31 download)

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Book Synopsis Stochastic Dynamics Out of Equilibrium by : Giambattista Giacomin

Download or read book Stochastic Dynamics Out of Equilibrium written by Giambattista Giacomin and published by Springer. This book was released on 2019-06-30 with total page 649 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stemming from the IHP trimester "Stochastic Dynamics Out of Equilibrium", this collection of contributions focuses on aspects of nonequilibrium dynamics and its ongoing developments. It is common practice in statistical mechanics to use models of large interacting assemblies governed by stochastic dynamics. In this context "equilibrium" is understood as stochastically (time) reversible dynamics with respect to a prescribed Gibbs measure. Nonequilibrium dynamics correspond on the other hand to irreversible evolutions, where fluxes appear in physical systems, and steady-state measures are unknown. The trimester, held at the Institut Henri Poincaré (IHP) in Paris from April to July 2017, comprised various events relating to three domains (i) transport in non-equilibrium statistical mechanics; (ii) the design of more efficient simulation methods; (iii) life sciences. It brought together physicists, mathematicians from many domains, computer scientists, as well as researchers working at the interface between biology, physics and mathematics. The present volume is indispensable reading for researchers and Ph.D. students working in such areas.

Séminaire de Probabilités XXXVIII

Author : Michel Émery
Publisher : Springer
ISBN 13 : 3540314490
Total Pages : 394 pages
Book Rating : 4.5/5 (43 download)

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Book Synopsis Séminaire de Probabilités XXXVIII by : Michel Émery

Download or read book Séminaire de Probabilités XXXVIII written by Michel Émery and published by Springer. This book was released on 2004-11-15 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: Besides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions whose topics range from analysis of semi-groups to free probability, via martingale theory, Wiener space and Brownian motion, Gaussian processes and matrices, diffusions and their applications to PDEs. As do all previous volumes of this series, it provides an overview on the current state of the art in the research on stochastic processes.

Seminaire de Probabilites XXVIII

Author : Jacques Azema
Publisher :
ISBN 13 : 9783662198681
Total Pages : 344 pages
Book Rating : 4.1/5 (986 download)

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Book Synopsis Seminaire de Probabilites XXVIII by : Jacques Azema

Download or read book Seminaire de Probabilites XXVIII written by Jacques Azema and published by . This book was released on 2014-01-15 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Seminaire de Probabilites XXVI

Author : Jacques Azema
Publisher :
ISBN 13 : 9783662180426
Total Pages : 644 pages
Book Rating : 4.1/5 (84 download)

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Book Synopsis Seminaire de Probabilites XXVI by : Jacques Azema

Download or read book Seminaire de Probabilites XXVI written by Jacques Azema and published by . This book was released on 2014-01-15 with total page 644 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Seminaire de Probabilites XXX

Author : Jacques Azéma
Publisher :
ISBN 13 : 9783662185391
Total Pages : 396 pages
Book Rating : 4.1/5 (853 download)

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Book Synopsis Seminaire de Probabilites XXX by : Jacques Azéma

Download or read book Seminaire de Probabilites XXX written by Jacques Azéma and published by . This book was released on 2014-09-01 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Transfer Operators, Endomorphisms, and Measurable Partitions

Author : Sergey Bezuglyi
Publisher : Springer
ISBN 13 : 3319924176
Total Pages : 162 pages
Book Rating : 4.3/5 (199 download)

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Book Synopsis Transfer Operators, Endomorphisms, and Measurable Partitions by : Sergey Bezuglyi

Download or read book Transfer Operators, Endomorphisms, and Measurable Partitions written by Sergey Bezuglyi and published by Springer. This book was released on 2018-06-21 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt: The subject of this book stands at the crossroads of ergodic theory and measurable dynamics. With an emphasis on irreversible systems, the text presents a framework of multi-resolutions tailored for the study of endomorphisms, beginning with a systematic look at the latter. This entails a whole new set of tools, often quite different from those used for the “easier” and well-documented case of automorphisms. Among them is the construction of a family of positive operators (transfer operators), arising naturally as a dual picture to that of endomorphisms. The setting (close to one initiated by S. Karlin in the context of stochastic processes) is motivated by a number of recent applications, including wavelets, multi-resolution analyses, dissipative dynamical systems, and quantum theory. The automorphism-endomorphism relationship has parallels in operator theory, where the distinction is between unitary operators in Hilbert space and more general classes of operators such as contractions. There is also a non-commutative version: While the study of automorphisms of von Neumann algebras dates back to von Neumann, the systematic study of their endomorphisms is more recent; together with the results in the main text, the book includes a review of recent related research papers, some by the co-authors and their collaborators.

Quantum Theory and Symmetries

Author : M. B. Paranjape
Publisher : Springer Nature
ISBN 13 : 3030557774
Total Pages : 670 pages
Book Rating : 4.0/5 (35 download)

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Book Synopsis Quantum Theory and Symmetries by : M. B. Paranjape

Download or read book Quantum Theory and Symmetries written by M. B. Paranjape and published by Springer Nature. This book was released on 2021 with total page 670 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume of the CRM Conference Series is based on a carefully refereed selection of contributions presented at the "11th International Symposium on Quantum Theory and Symmetries", held in Montreal, Canada from July 1-5, 2019. The main objective of the meeting was to share and make accessible new research and recent results in several branches of Theoretical and Mathematical Physics, including Algebraic Methods, Condensed Matter Physics, Cosmology and Gravitation, Integrability, Non-perturbative Quantum Field Theory, Particle Physics, Quantum Computing and Quantum Information Theory, and String/ADS-CFT. There was also a special session in honour of Decio Levi. The volume is divided into sections corresponding to the sessions held during the symposium, allowing the reader to appreciate both the homogeneity and the diversity of mathematical tools that have been applied in these subject areas. Several of the plenary speakers, who are internationally recognized experts in their fields, have contributed reviews of the main topics to complement the original contributions. .