Researchers and graduate students in the theory of stochastic processes will find in this 35th volume some thirty articles on martingale theory, martingales and finance, analytical inequalities and semigroups, stochastic differential equations, functionals of Brownian motion and of Levy processes. Ledoux's article contains a self-contained introduction to the use of semigroups in spectral gaps and logarithmic Sobolev inequalities; the contribution by Emery and Schachermayer includes an exposition for probabilists of Vershik's theory of backward discrete filtrations."
Researchers and graduate students in the theory of stochastic processes will find in this 35th volume some thirty articles on martingale theory, marti...
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.
All the papers in the volume are original research papers, discussing fundamental properties of stochastic processes. The topics under study (martinga...
This volume contains 19 contributions to various subjects in the theory of (commutative and non-commutative) stochastic processes. It also provides a 145-page graduate course on branching and interacting particle systems, with applications to non-linear filtering, by P. del Moral and L. Miclo.
This volume contains 19 contributions to various subjects in the theory of (commutative and non-commutative) stochastic processes. It also provides a ...
Vingt cinq articles ont ete selectionnes pour leur interet historique et scientifique des 14 premiers volumes du Seminaire de Probabilites, tous epuises.
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Vingt cinq articles ont ete selectionnes pour leur interet historique et scientifique des 14 premiers volumes du Seminaire de Probabilites, tous ep...
The volume consists entirely of research papers, principally in stochastic calculus, martingales, and Brownian motion, and gathers an important part of the works done in the main probability groups in France (Paris, Strasbourg, Toulouse, Besan on, Grenoble, ...) together with closely related works done by some probabilists elsewhere (Switzerland, India, Austria, ...)
The volume consists entirely of research papers, principally in stochastic calculus, martingales, and Brownian motion, and gathers an important part o...
The 36th Seminaire de Probabilites contains an advanced course on Logarithmic Sobolev Inequalities by A. Guionnet and B. Zegarlinski, as well as two shorter surveys by L. Pastur and N. O'Connell on the theory of random matrices and their links with stochastic processes. The main themes of the other contributions are Logarithmic Sobolev Inequalities, Stochastic Calculus, Martingale Theory and Filtrations. Besides the traditional readership of the Seminaires, this volume will be useful to researchers in statistical mechanics and mathematical finance.
The 36th Seminaire de Probabilites contains an advanced course on Logarithmic Sobolev Inequalities by A. Guionnet and B. Zegarlinski, as well as tw...
Besides a series of six articles on Levy processes, Volume 38 of the Seminaire de Probabilites 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.
Besides a series of six articles on Levy processes, Volume 38 of the Seminaire de Probabilites contains contributions whose topics range from analy...
Exploration of the nature of human communication and the media is a pre requisite to any assessment of the likely future role of communications . . We cannot assume that the nature of these things is transparently obvious to everyone and therefore commonly understood. Three developments in recent decades should adequately warn against such an assumption. First, we had the fiasco of social scientists trying to apply Shannon's mathematical theory of information as if it were a theory of human communication. 'In Shannon's use of information we cannot speak of how much information a person has...
Exploration of the nature of human communication and the media is a pre requisite to any assessment of the likely future role of communications . . We...
