Seminaire de Probabilites XXXIV

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.

List of contents

Branching and interacting particle systems approximations of feynman-kac formulae with applications to non-linear filtering.- Exponential inequalities for bessel processes.- On sums of iid random variables indexed by N parameters.- Series of iterated quantum stochastic integrals.- p-variation for families of local times on lines.- Large deviations for some poisson random integrals.- Formes de Dirichlet sur un Espace de Wiener-Poisson. Application au grossissement de filtration.- Saturations of gambling houses.- Convergence of a 'gibbs-boltzmann' random measure for a typed branching diffusion.- Time dependent subordination and markov processes with jumps.- Marked excursions and random trees.- Laws of the iterated logarithm for the Brownian snake.- On the Onsager-Machlup functional for elliptic diffusion processes.- A unified approach to several inequalities for gaussian and diffusion measures.- Trous spectraux pour certains algorithmes de Métropolis sur ?.- Comportement asymptotique des fonctions harmoniques sur les arbres.- Asymptotic estimates for the first hitting time of fluctuating additive functionals of Brownian motion.- Monotonicity property for a class of semilinear partial differential equations.- Fast sets and points for fractional Brownian motion.- Some invariance properties (of the laws) of Ocone's martingales.

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: 9783540673149
• ISBN: 978-3-540-67314-9
• No. of pages: 440
• Dimensions: 157 mm x 236 mm x 25 mm
• Weight: 696 g
• Illustrations: VIII, 440 p.
• Series: Lecture Notes in Mathematics; Lecture Notes in Mathematics / Séminaire de Probabilités; Séminaire de Probabilités; Lecture Notes in Mathematics; Séminaire de Probabilités
• Subject: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics