Seminaire De Probabilites Xlix

Download Seminaire De Probabilites Xlix full books in PDF, epub, and Kindle. Read online Seminaire De Probabilites Xlix ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!

Séminaire de Probabilités XLIX

Author : Catherine Donati-Martin
Publisher : Springer
ISBN 13 : 3319924206
Total Pages : 544 pages
Book Rating : 4.3/5 (199 download)

DOWNLOAD NOW!

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

Download or read book Séminaire de Probabilités XLIX written by Catherine Donati-Martin and published by Springer. This book was released on 2018-08-07 with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 49th volume offers a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France. This includes articles on latest developments on diffusion processes, large deviations, martingale theory, quasi-stationary distribution, random matrices, and many more. All the contributions come from spontaneous submissions and their diversity illustrates the good health of this branch of mathematics. The featured contributors are E. Boissard, F. Bouguet, J. Brossard, M. Capitaine, P. Cattiaux, N. Champagnat, K. Abdoulaye Coulibaly-Pasquier, H. Elad Altman, A. Guillin, P. Kratz, A. Lejay, C. Leuridan, P. McGill, L. Miclo, G. Pagès, E. Pardoux, P. Petit, B. Rajeev, L. Serlet, H. Tsukada, D. Villeomannais and B. Wilbertz.

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)

DOWNLOAD NOW!

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 XL

Author : Catherine Donati-Martin
Publisher : Springer
ISBN 13 : 3540711899
Total Pages : 489 pages
Book Rating : 4.5/5 (47 download)

DOWNLOAD NOW!

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

Download or read book Séminaire de Probabilités XL written by Catherine Donati-Martin and published by Springer. This book was released on 2007-07-25 with total page 489 pages. Available in PDF, EPUB and Kindle. Book excerpt: Who could have predicted that the S ́ eminaire de Probabilit ́ es would reach the age of 40? This long life is ?rst due to the vitality of the French probabil- tic school, for which the S ́ eminaire remains one of the most speci?c media of exchange. Another factor is the amount of enthusiasm, energy and time invested year after year by the R ́ edacteurs: Michel Ledoux dedicated himself tothistaskuptoVolumeXXXVIII,andMarcYormadehisnameinseparable from the S ́ eminaire by devoting himself to it during a quarter of a century. Browsing among the past volumes can only give a faint glimpse of how much is owed to them; keeping up with the standard they have set is a challenge to the new R ́ edaction. In a changing world where the status of paper and ink is questioned and where, alas, pressure for publishing is increasing, in particular among young mathematicians, we shall try and keep the same direction. Although most contributions are anonymously refereed, the S ́ eminaire is not a mathema- cal journal; our ?rst criterion is not mathematical depth, but usefulness to the French and international probabilistic community. We do not insist that everything published in these volumes should have reached its ?nal form or be original, and acceptance–rejection may not be decided on purely scienti?c grounds.

Séminaire de Probabilités XLVI

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

DOWNLOAD NOW!

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.

Séminaire de Probabilités XXXVII

Author : Jacques Azéma
Publisher : Springer Science & Business Media
ISBN 13 : 9783540205203
Total Pages : 468 pages
Book Rating : 4.2/5 (52 download)

DOWNLOAD NOW!

Book Synopsis Séminaire de Probabilités XXXVII by : Jacques Azéma

Download or read book Séminaire de Probabilités XXXVII written by Jacques Azéma and published by Springer Science & Business Media. This book was released on 2003-11-26 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 37th Séminaire de Probabilités contains A. Lejay's advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths. The rest of the volume consists of various articles on topics familiar to regular readers of the Séminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes.

Marginal and Functional Quantization of Stochastic Processes

Author : Harald Luschgy
Publisher : Springer Nature
ISBN 13 : 3031454642
Total Pages : 918 pages
Book Rating : 4.0/5 (314 download)

DOWNLOAD NOW!

Book Synopsis Marginal and Functional Quantization of Stochastic Processes by : Harald Luschgy

Download or read book Marginal and Functional Quantization of Stochastic Processes written by Harald Luschgy and published by Springer Nature. This book was released on 2023-12-06 with total page 918 pages. Available in PDF, EPUB and Kindle. Book excerpt: Vector Quantization, a pioneering discretization method based on nearest neighbor search, emerged in the 1950s primarily in signal processing, electrical engineering, and information theory. Later in the 1960s, it evolved into an automatic classification technique for generating prototypes of extensive datasets. In modern terms, it can be recognized as a seminal contribution to unsupervised learning through the k-means clustering algorithm in data science. In contrast, Functional Quantization, a more recent area of study dating back to the early 2000s, focuses on the quantization of continuous-time stochastic processes viewed as random vectors in Banach function spaces. This book distinguishes itself by delving into the quantization of random vectors with values in a Banach space—a unique feature of its content. Its main objectives are twofold: first, to offer a comprehensive and cohesive overview of the latest developments as well as several new results in optimal quantization theory, spanning both finite and infinite dimensions, building upon the advancements detailed in Graf and Luschgy's Lecture Notes volume. Secondly, it serves to demonstrate how optimal quantization can be employed as a space discretization method within probability theory and numerical probability, particularly in fields like quantitative finance. The main applications to numerical probability are the controlled approximation of regular and conditional expectations by quantization-based cubature formulas, with applications to time-space discretization of Markov processes, typically Brownian diffusions, by quantization trees. While primarily catering to mathematicians specializing in probability theory and numerical probability, this monograph also holds relevance for data scientists, electrical engineers involved in data transmission, and professionals in economics and logistics who are intrigued by optimal allocation problems.

Séminaire de Probabilités XLIV

Author : Catherine Donati-Martin
Publisher : Springer
ISBN 13 : 3642274617
Total Pages : 466 pages
Book Rating : 4.6/5 (422 download)

DOWNLOAD NOW!

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

Download or read book Séminaire de Probabilités XLIV written by Catherine Donati-Martin and published by Springer. This book was released on 2012-05-12 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt: As usual, some of the contributions to this 44th Séminaire de Probabilités were presented during the Journées de Probabilités held in Dijon in June 2010. The remainder were spontaneous submissions or were solicited by the editors. The traditional and historical themes of the Séminaire are covered, such as stochastic calculus, local times and excursions, and martingales. Some subjects already touched on in the previous volumes are still here: free probability, rough paths, limit theorems for general processes (here fractional Brownian motion and polymers), and large deviations. Lastly, this volume explores new topics, including variable length Markov chains and peacocks. We hope that the whole volume is a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France.

Séminaire de Probabilités XLIII

Author : Catherine Donati Martin
Publisher : Springer
ISBN 13 : 3642152171
Total Pages : 503 pages
Book Rating : 4.6/5 (421 download)

DOWNLOAD NOW!

Book Synopsis Séminaire de Probabilités XLIII by : Catherine Donati Martin

Download or read book Séminaire de Probabilités XLIII written by Catherine Donati Martin and published by Springer. This book was released on 2010-10-20 with total page 503 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a new volume of the Séminaire de Probabilités which is now in its 43rd year. Following the tradition, this volume contains about 20 original research and survey articles on topics related to stochastic analysis. It contains an advanced course of J. Picard on the representation formulae for fractional Brownian motion. The regular chapters cover a wide range of themes, such as stochastic calculus and stochastic differential equations, stochastic differential geometry, filtrations, analysis on Wiener space, random matrices and free probability, as well as mathematical finance. Some of the contributions were presented at the Journées de Probabilités held in Poitiers in June 2009.

Séminaire de Probabilités XLI

Author : Catherine Donati-Martin
Publisher : Springer
ISBN 13 : 3540779132
Total Pages : 462 pages
Book Rating : 4.5/5 (47 download)

DOWNLOAD NOW!

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

Download or read book Séminaire de Probabilités XLI written by Catherine Donati-Martin and published by Springer. This book was released on 2008-08-30 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or other), Lévy processes, martingales and probabilistic finance. Other probabilistic themes are also present: large random matrices, statistical mechanics. The contributions in this volume provide a sampling of recent results on these topics. All contributions with the exception of two are written in English language.

Séminaire de Probabilités XLII

Author : Catherine Donati-Martin
Publisher : Springer Science & Business Media
ISBN 13 : 3642017622
Total Pages : 457 pages
Book Rating : 4.6/5 (42 download)

DOWNLOAD NOW!

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

Download or read book Séminaire de Probabilités XLII written by Catherine Donati-Martin and published by Springer Science & Business Media. This book was released on 2009-06-29 with total page 457 pages. Available in PDF, EPUB and Kindle. Book excerpt: The tradition of specialized courses in the Séminaires de Probabilités is continued with A. Lejay's Another introduction to rough paths. Other topics from this 42nd volume range from the interface between analysis and probability to special processes, Lévy processes and Lévy systems, branching, penalization, representation of Gaussian processes, filtrations and quantum probability.

Séminaire de Probabilités XLVIII

Author : Catherine Donati-Martin
Publisher : Springer
ISBN 13 : 3319444654
Total Pages : 503 pages
Book Rating : 4.3/5 (194 download)

DOWNLOAD NOW!

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

Download or read book Séminaire de Probabilités XLVIII written by Catherine Donati-Martin and published by Springer. This book was released on 2016-11-17 with total page 503 pages. Available in PDF, EPUB and Kindle. Book excerpt: In addition to its further exploration of the subject of peacocks, introduced in recent Séminaires de Probabilités, this volume continues the series’ focus on current research themes in traditional topics such as stochastic calculus, filtrations and random matrices. Also included are some particularly interesting articles involving harmonic measures, random fields and loop soups. The featured contributors are Mathias Beiglböck, Martin Huesmann and Florian Stebegg, Nicolas Juillet, Gilles Pags, Dai Taguchi, Alexis Devulder, Mátyás Barczy and Peter Kern, I. Bailleul, Jürgen Angst and Camille Tardif, Nicolas Privault, Anita Behme, Alexander Lindner and Makoto Maejima, Cédric Lecouvey and Kilian Raschel, Christophe Profeta and Thomas Simon, O. Khorunzhiy and Songzi Li, Franck Maunoury, Stéphane Laurent, Anna Aksamit and Libo Li, David Applebaum, and Wendelin Werner.

Séminaire de Probabilités XLV

Author : Catherine Donati-Martin
Publisher : Springer
ISBN 13 : 3319003216
Total Pages : 558 pages
Book Rating : 4.3/5 (19 download)

DOWNLOAD NOW!

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

Download or read book Séminaire de Probabilités XLV written by Catherine Donati-Martin and published by Springer. This book was released on 2013-07-19 with total page 558 pages. Available in PDF, EPUB and Kindle. Book excerpt: The series of advanced courses initiated in Séminaire de Probabilités XXXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus. The Séminaire also occasionally publishes a series of contributions on a unifying subject; in this spirit, selected participants to the September 2011 Conference on Stochastic Filtrations, held in Strasbourg and organized by Michel Émery, have also contributed to the present volume. The rest of the work covers a wide range of topics, such as stochastic calculus and Markov processes, random matrices and free probability, and combinatorial optimization.

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)

DOWNLOAD NOW!

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 XL: Other contributions

Author :
Publisher :
ISBN 13 : 9781280960246
Total Pages : 481 pages
Book Rating : 4.9/5 (62 download)

DOWNLOAD NOW!

Book Synopsis Séminaire de Probabilités XL: Other contributions by :

Download or read book Séminaire de Probabilités XL: Other contributions written by and published by . This book was released on 2007 with total page 481 pages. Available in PDF, EPUB and Kindle. Book excerpt: Annotation Two noteworthy features of the 40th volume of Séminaire de Probabilités are L. Coutins advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance include three contributions by A.S. Cherny on general approaches to arbitrage pricing.

Séminaire de Probabilités XXXVIII

Author : Michel Émery
Publisher : Springer Science & Business Media
ISBN 13 : 9783540239734
Total Pages : 408 pages
Book Rating : 4.2/5 (397 download)

DOWNLOAD NOW!

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 Science & Business Media. This book was released on 2004-12-02 with total page 408 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.

Séminaire de Probabilités XXXII

Author : Jacques Azema
Publisher : Springer
ISBN 13 : 3540697624
Total Pages : 443 pages
Book Rating : 4.5/5 (46 download)

DOWNLOAD NOW!

Book Synopsis Séminaire de Probabilités XXXII by : Jacques Azema

Download or read book Séminaire de Probabilités XXXII written by Jacques Azema and published by Springer. This book was released on 2007-01-05 with total page 443 pages. Available in PDF, EPUB and Kindle. Book excerpt: All the papers in the volume are original research papers, discussing fundamental properties of stochastic processes. The topics under study (martingales, filtrations, path properties, etc.) represent an important part of the current research performed in 1996-97 by various groups of probabilists in France and abroad.

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)

DOWNLOAD NOW!

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.