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  • 1
    Online Resource
    Online Resource
    Berlin, Heidelberg : Springer Berlin Heidelberg
    Keywords: Distribution (Probability theory) ; Mathematics ; Probabilities. ; Probability Theory and Stochastic Processes ; Mathematics
    Description / Table of Contents: Homogeneous chaos revisited -- A propos des distributions sur l'espace de wiener -- Developpement des distributions suivant les chaos de wiener et applications a l'analyse stochastique -- Elements de probabilites quantiques -- Densite en temps petit d'un processus de sauts -- Construction de l'operateur de malliavin sur l'espace de poisson -- Inegalite de sobolev sup l'espace de poisson -- Etude des transformations de Riesz dans les variétés riemanniennes à courbure de Ricci minorée -- A simple proof of the logarithmic sobolev inequality on the circle -- Temps local et superchamp -- Temps locaux et integration stochastique pour les processus de dirichlet -- L p inequalities for functionals of Brownian motion -- On the Barlow-Yor inequalities for local time -- A maximal inequality for martingale local times -- Inegalites pour les processus self-similaires arrêtés a un temps quelconque -- Limit distribution for 1-dimensional diffusion in a reflected Brownian medium -- Interpretation d'un calcul de H. Tanaka en theorie generale des processus -- Un processus qui ressemble au pont Brownien -- Tribus homogenes et commutation de projections -- Stationary excursions -- Stationary Markov sets -- Temps locaux d'intersection et points multiples des processus de levy -- Renormalisation et convergence en loi pour certaines integrales multiples associees au mouvement Brownien dans ?d -- Sur l'equivalent du module de continuite des processus de diffusion -- Représentation du champ de fluctuation de diffusions indépendantes par le drap brownien -- L'approximation UCP et la continuite de certaines integrales stochastiques dependant d'un parametre -- Approximation of predictable characteristics of processes with filtrations -- Processus admettant un processus a accroissements independants tangent : Cas general -- Sur la methode de picard (edo et eds) -- Equations differentielles stochastiques multivoques unidimensionnelles -- Convergence des approximations de mcshane d'une diffusion sur une variete compacte -- Topologie faible et meta-stabilite -- Une mesure d'information caracterisant la lot de poisson -- Slepian's inequality and commuting semigroups -- Corrections au Séminaire de Probabilités XX.
    Type of Medium: Online Resource
    Pages: Online-Ressource (IV, 579 p, online resource)
    ISBN: 9783540478140 , 9783540177685
    Series Statement: Lecture Notes in Mathematics 1247
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    Language: French , English
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  • 2
    Online Resource
    Online Resource
    Berlin, Heidelberg : Springer Berlin Heidelberg
    Keywords: Distribution (Probability theory) ; Mathematics ; Mathematical physics ; Mathematical models. ; Probabilities. ; Mathematical and Computational Physics ; Probability Theory and Stochastic Processes ; Mathematics ; Aufsatzsammlung ; Wahrscheinlichkeitstheorie
    Description / Table of Contents: In this volume of original research papers, the main topics discussed relate to the asymptotic windings of planar Brownian motion, structure equations, closure properties of stochastic integrals. The contents of the volume represent an important fraction of research undertaken by French probabilists and their collaborators from abroad during the academic year 1992-1993
    Type of Medium: Online Resource
    Pages: Online-Ressource (VI, 338 p, online resource)
    ISBN: 9783540486565 , 9783540583318
    Series Statement: Lecture Notes in Mathematics 1583
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    Language: English , French
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  • 3
    Online Resource
    Online Resource
    Berlin, Heidelberg : Springer
    Keywords: Distribution (Probability theory) ; Mathematics ; Probabilities. ; Mathematical physics. ; Lasers. ; Quantum optics. ; Quantenmechanik ; Wahrscheinlichkeitstheorie
    Description / Table of Contents: In recent years, the classical theory of stochastic integration and stochastic differential equations has been extended to a non-commutative set-up to develop models for quantum noises. The author, a specialist of classical stochastic calculus and martingale theory, tries to provide anintroduction to this rapidly expanding field in a way which should be accessible to probabilists familiar with the Ito integral. It can also, on the other hand, provide a means of access to the methods of stochastic calculus for physicists familiar with Fock space analysis
    Type of Medium: Online Resource
    Pages: Online-Ressource (X, 293 p, online resource)
    ISBN: 9783662215586
    Series Statement: Lecture Notes in Mathematics, Institut de Mathématiques, Université de Strasbourg 1538
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    Language: English
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  • 4
    Online Resource
    Online Resource
    Berlin, Heidelberg : Springer Berlin Heidelberg
    Keywords: Mathematics ; Probabilities. ; Mathematics, general ; Mathematics ; Stochastisches Integral ; Martingal
    Type of Medium: Online Resource
    Pages: Online-Ressource (VIII, 96 p, online resource)
    ISBN: 9783540379683 , 9783540059837
    Series Statement: Lecture Notes in Mathematics 284
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    Language: English
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  • 5
    Online Resource
    Online Resource
    Berlin, Heidelberg : Springer Berlin Heidelberg
    Keywords: Distribution (Probability theory) ; Mathematics ; Probabilities. ; Probability Theory and Stochastic Processes ; Mathematics
    Description / Table of Contents: La propriété de sous-harmonicité des diffusions dans les variétés -- Chaos de Wiener et integrale de Feynman -- Sur les integrales multiples de Stratonovitch -- Un nouvel exemple de distribution de Hida -- Une remarque sur les processus de Dirichlet forts -- Quasimartingales hilbertiennes d'après Enchev -- A perturbation theorem for semigroups of linear operators -- A formula for densities of transition functions -- Eléments de Probabilités quantiques. IX Calculs Antisymétriques Et «Supersymétriques» En Probabilités -- Elements de probabilites quantiques. X Calculs avec des noyaux discrets -- Integration stochastique et geometrie des espaces de Banach -- Une surmartingale limite de martingales continues -- Sur un theoreme de B. Rajeev -- A propos d'une conjecture de meyer -- En cherchant une caractérisation variationnelle des martingales -- A note on approximation for stochastic differential equations -- Extending Lévy's characterisation of Brownian motion -- Penetration times and skorohod stopping -- The statistical equilibrium of an isotropic stochastic flow with negative lyapounov exponents is trivial -- Sur les fonctions polaires pour le mouvement brownien -- Sur un calcul de F. Knight -- Operateurs filtres et chaines de tribus invariantes sur un espace probabilise denombrable -- A simple proof of a theorem of blackwell & dubins on the maximum of a uniformly integrable martingale -- Remarques sur certaines constructions des mouvements browniens fractionnaires -- Le mouvement brownien de Levy index par ?3 comme limite centrale de temps locaux d'intersection -- Inégalités isopérimétriques et calcul stochastique -- Remarks on absolute continuity, contiguity and convergence in variation of probability measures -- Integration by parts for jump processes -- Diffusion semigroups corresponding to uniformly elliptic divergence form operators -- Sur le theoreme de l'indice des familles -- Calcul des variations sur un brownien subordonne -- Une condition necessaire et suffisante pour la convergence en pseudo-loi des processus -- Systeme de particules et mesures-martingales: Un theoreme de propagation du chaos -- Un exemple de processus mesurable adapte non progressif -- Sur la loi des temps locaux browniens pris en un temps exponentiel -- Distributions, noyaux, symboles d'après kree -- Calcul stochastique non adapte par rapport a la mesure aleatoire de poisson -- Riesz transforms: A simpler analytic proof of P.A. Meyer's inequality -- Brownian excursions from extremes -- Controle de processus de Markov -- Pathwise approximations of processes based on the fine structure of their filtrations -- Erratum au Seminaire XX.
    Type of Medium: Online Resource
    Pages: Online-Ressource (IV, 600 p. (196 p. en Anglais), online resource)
    ISBN: 9783540392286 , 9783540193517
    Series Statement: Lecture Notes in Mathematics 1321
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    Language: French
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  • 6
    Online Resource
    Online Resource
    Berlin, Heidelberg : Springer Berlin Heidelberg
    Keywords: Global analysis (Mathematics) ; Distribution (Probability theory) ; Mathematics ; Probabilities. ; Mathematical analysis. ; Analysis ; Probability Theory and Stochastic Processes ; Mathematics
    Description / Table of Contents: Besides a number of papers on classical areas of research in probability such as martingale theory, Malliavin calculus and 2-parameter processes, this new volume of the Séminaire de Probabilités develops the following themes: - chaos representation for some new kinds of martingales, - quantum probability, - branching aspects on Brownian excursions, - Brownian motion on a set of rays
    Type of Medium: Online Resource
    Pages: Online-Ressource (IV, 583 p. (288 p. en Anglais), online resource)
    ISBN: 9783540461760 , 9783540511915
    Series Statement: Lecture Notes in Mathematics 1372
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    Language: French
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  • 7
    Online Resource
    Online Resource
    Berlin, Heidelberg : Springer Berlin Heidelberg
    Keywords: Global differential geometry ; Distribution (Probability theory) ; Mathematics ; Probabilities. ; Geometry, Differential. ; Differential Geometry ; Probability Theory and Stochastic Processes ; Mathematics
    Description / Table of Contents: All the papers included in this volume are original research papers. They represent an important part of the work of French probabilists and colleagues with whom they are in close contact throughout the world. The main topics of the papers are martingale and Markov processes studies
    Type of Medium: Online Resource
    Pages: Online-Ressource (VI, 334 p, online resource)
    ISBN: 9783540447443 , 9783540602194
    Series Statement: Lecture Notes in Mathematics 1613
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    Language: English , French
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  • 8
    Online Resource
    Online Resource
    Berlin, Heidelberg : Springer Berlin Heidelberg
    Keywords: Distribution (Probability theory) ; Mathematics ; Probabilities. ; Probability Theory and Stochastic Processes ; Mathematics ; Konferenzschrift 1990 ; Wahrscheinlichkeitsrechnung
    Description / Table of Contents: All the papers contained in the volume are original, fully refereed researchpapers. They represent a fairly broad spectrum of the research activity in probability theory, which was done internationally in 1990-1991, with particular emphasis on Markov processes and stochastic calculus. The latter subject keeps growing, and some important new developments, included in the volume, concern anticipative stochastic integrals, and new applications of the enlargements of filtrations to the study of zeros of martingales. FROM THE CONTENTS: R. Bass, D. Khoshnevisan: Stochastic calculus and the continuity of local times of Levy processes.- M.T. Barlow, P. Imkeller: On some sample path properties of Skorokhod integral processes.- T.S. Mountford: A critical function for the planar Brownian convex hull.- L. Dubins, M. Smorodinsky: The modified, discrete Levy transformation is Bernoulli.- M. Baxter: Markov processes on the boundary of the binary tree.- R. Abraham: Unarbre aleatoire infini associe a l'excursion brownienne.- S.E. Kuznetsov: On the existence of a dual semigroup
    Type of Medium: Online Resource
    Pages: Online-Ressource (X, 634 p, online resource)
    ISBN: 9783540473428 , 9783540560210
    Series Statement: Lecture Notes in Mathematics 1526
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    Language: English , French
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  • 9
    Keywords: Distribution (Probability theory) ; Mathematics ; Probabilities. ; Probability Theory and Stochastic Processes ; Mathematics ; Konferenzschrift 1985 ; Wahrscheinlichkeitstheorie ; Banach-Raum ; Banach-Raum ; Wahrscheinlichkeit ; Wahrscheinlichkeit ; Geometrie ; Banach-Raum ; Wahrscheinlichkeit ; Statistik ; Banach-Raum ; Banach-Raum ; Geometrie ; Banach-Raum ; Statistik
    Description / Table of Contents: A brief survey of Antoine Ehrhard's scientific work -- Invariance principles for the empirical measure of a mixing sequence and for the local time of markov processes -- Almost exchangeable sequences in Lq, 1 ? q 〈2 -- An application of a martingale inequality of dubins and freedman to the law of large numbers in Banach spaces -- On the small balls condition in the central limit theorem in uniformly convex spaces -- Some remarks on the uniform convergence of Gaussian and Rademacher Fourier quadratic forms -- Rates of convergence in the central limit theorem for empirical processes -- Mean square convergence of weak martingales -- Metric entropy and the central limit theorem in Banach spaces.
    Type of Medium: Online Resource
    Pages: Online-Ressource (CXXXVI, 130 p, online resource)
    ISBN: 9783540398264 , 9783540164876
    Series Statement: Lecture Notes in Mathematics 1193
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    Language: English
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  • 10
    Online Resource
    Online Resource
    Berlin, Heidelberg : Springer Berlin Heidelberg
    Keywords: Distribution (Probability theory) ; Mathematics ; Probabilities. ; Probability Theory and Stochastic Processes ; Mathematics ; Konferenzschrift 1988 ; Wahrscheinlichkeitsrechnung
    Description / Table of Contents: The different papers contained in this volume are all research papers. The main directions of research which are being developed are: quantum probability, semimartingales and stochastic calculus
    Type of Medium: Online Resource
    Pages: Online-Ressource (V, 490 p, online resource)
    ISBN: 9783540470984 , 9783540526940
    Series Statement: Lecture Notes in Mathematics 1426
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    Language: French
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