Seminaire de Probabilites XXXV

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 Lévy 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.

List of contents

Articles by: J.-M. Alibert; L. Alili; K. Bahlali; M. Barlow; R. Bass; K. Burdzy; T.-M. Chao; L. Chaumont; A.S. Cherny; C.-S. Chou; F. Coquet; N. Eisenbaum; M. Emery; N. Enriquez; A. Estrade; P. J. Fitzsimmons; L. Forzani; J. Franchi; D.G. Hobson, Y. Kabanov; H. Kaspi; M. Kuchta; D. Kurtz; Y. Le Jan; M. Ledoux; M. Malric; A. Mandelbaum; P. Marchal; H. Matsumoto; J. Mémin; M. Morayne; M. Nasagawa; E. Perkins; A. Phan; M. Pontier; N. Privault; B. Rajeev; H. Tanaka; W. Schachermayer; R. Scotto; T. Shiraishi; L. Slominski; S. Solecki; C. Stricker; W. Urbina; M. Yor.

Product details

• Assisted by: J. Azema (Editor), Emery (Editor), M Emery (Editor), M. Emery (Editor), M. Ledoux (Editor), M Ledoux et al (Editor), M. Yor (Editor)
• Publisher: Springer, Berlin
• Languages: English
• Product format: Paperback / Softback
• Released: 01.07.2009
• EAN: 9783540416593
• ISBN: 978-3-540-41659-3
• No. of pages: 384
• Dimensions: 157 mm x 236 mm x 22 mm
• Weight: 684 g
• Illustrations: VIII, 384 p.
• Series: Lecture Notes in Mathematics; Lecture Notes in Mathematics / Séminaire de Probabilités; Séminaire de Probabilités; Lecture Notes in Mathematics; Séminaire de Probabilités
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; B, Angewandte Mathematik, Mathematics and Statistics, Applications of Mathematics, Finance & accounting, Probability Theory and Stochastic Processes, Probabilities, Stochastics, Probability Theory, Engineering mathematics, Applied mathematics, Economics, Mathematical, Quantitative Finance, Mathematics in Business, Economics and Finance