GLORIA

GEOMAR Library Ocean Research Information Access

feed icon rss

Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
  • 1
    Online Resource
    Online Resource
    Berlin, Heidelberg : Springer Berlin Heidelberg
    Keywords: Distribution (Probability theory) ; Mathematics ; Mathematical physics ; Mathematical models. ; Probabilities. ; Functions of real variables. ; Mathematical and Computational Physics ; Real Functions ; Probability Theory and Stochastic Processes ; Mathematics ; Konferenzschrift 1991 ; Wahrscheinlichkeitsrechnung
    Description / Table of Contents: This volume represents a part of the main result obtained by a group of French probabilists, together with the contributions of a number of colleagues, mainly from the USA and Japan. All the papers present new results obtained during the academic year 1991-1992. The main themes of the papers are: quantum probability (P.A. Meyer and S. Attal), stochastic calculus (M. Nagasawa, J.B. Walsh, F. Knight, to name a few authors), fine properties of Brownian motion (Bertoin, Burdzy, Mountford), stochastic differential geometry (Arnaudon, Elworthy), quasi-sure analysis (Lescot, Song, Hirsch). Taken all together, the papers contained in this volume reflect the main directions of the most up-to-date research in probability theory. FROM THE CONTENTS: J.P. Ansal, C. Stricker: Unicite et existence de la loi minimale.- K. Kawazu, H. Tanaka: On the maximum of a diffusion process in a drifted Brownian environment.- P.A. Meyer: Representation de martingales d'operateurs, d'apres Parthasarathy-Sinha.- K. Burdzy: Excursion laws and exceptional points on Brownian paths.- X. Fernique: Convergence en loi de variables aleatoires et de fonctions aleatoires, proprietes de compacite des lois, II.- M. Nagasawa: Principle ofsuperposition and interference of diffusion processes.- F. Knight: Some remarks on mutual windings.- S. Song: Inegalites relatives aux processus d'Ornstein-Ulhenbeck a n-parametres et capacite gaussienne c (n,2).- S. Attal, P.A. Meyer: Interpretation probabiliste et extension des integrales stochastiques non commutatives.- J. Azema, Th. Jeulin, F. Knight,M. Yor: Le theoreme d'arret en une fin d'ensemble previsible
    Type of Medium: Online Resource
    Pages: Online-Ressource (VI, 330 p, online resource)
    ISBN: 9783540480341 , 9783540572824
    Series Statement: Lecture Notes in Mathematics 1557
    RVK:
    Language: English , French
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 2
    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
    RVK:
    Language: English , French
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 3
    Online Resource
    Online Resource
    Berlin, Heidelberg : Springer Berlin Heidelberg
    Keywords: Distribution (Probability theory) ; Mathematics ; Probabilities. ; Probability Theory and Stochastic Processes ; Mathematics ; Konferenzschrift 1989 ; Wahrscheinlichkeitsrechnung
    Description / Table of Contents: Théorie non linéaire du potentiel: Un principe unifié de domination et du maximum et quelques applications -- Quelques cas de représentation chaotique -- The Azéma martingales as components of quantum independent increment processes -- Realisation of a class of Markov processes through unitary evolutions in Fock space -- An additional remark on unitary evolutions in Fock space -- Generalized harmonic oscillators in quantum probability -- Application du “bébé fock” au modèle d’Ising -- Les “fonctions caractéristiques” des distributions sur l’espace de Wiener -- Notes on the Wiener semigroup and renormalization -- Some remarks on the theory of stochastic integration -- Sur la méthode de L. Schwartz pour les é.d.s. -- On almost sure convergence of modified Euler-Peano approximation of solution to an S.D.E. driven by a semimartingale -- On Newton’s method for stochastic differential equations -- Une remarque sur les equations differentielles stochastiques a solutions markoviennes -- Regularite d’ordre quelconque pour un modele statistique filtre -- Condition UT et stabilité en loi des solutions d’équations différentielles stochastiques -- Convergence en loi de fonctions aléatoires continues ou cadlag, propriétés de compacité des lois -- Calcul stochastique avec sauts sur une variete -- Sur le barycentre d’une probabilité dans une variété -- Inégalités de Sobolev faibles : un critère ?2 -- Multiplicative decomposition of nonsingular matrix valued semimartingales -- Intégrale multiple de Stratonovich pour le processus de poisson -- A continuous martingale in the plane that may spiral away to infinity -- Sur la mecanique statistique d’une particule brownienne sur le tore -- New sufficient conditions for the law of the iterated logarithm in Banach spaces -- Un résultat élémentaire de fiabilité. Application à la formule de Weierstrass sur la fonction gamma -- Stochastic integral equations for the random fields -- Decomposition du mouvement brownien avec dérive en un minimum local par juxtaposition de ses excursions positives et négatives -- Une remarque sur la théorie des grandes déviations -- On filtrations of Brownian polynomials -- An extension of Krein’s inverse spectral theorem to strings with nonreflecting left boundaries -- Necessary and sufficient conditions for the existence of m-perfect processes associated with Dirichlet forms -- Second order limit laws for the local times of stable processes -- Sur deux estimations d’intégrales multiples -- Calculs Antisymétriques… -- Generalizations of Gross’ and Minlos’ theorems -- A Generalized Biane process.
    Type of Medium: Online Resource
    Pages: Online-Ressource (VIII, 444 p, online resource)
    ISBN: 9783540384960 , 9783540546160
    Series Statement: Lecture Notes in Mathematics 1485
    RVK:
    Language: French
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 4
    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
    RVK:
    Language: English
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 5
    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
    RVK:
    Language: French
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 6
    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
    RVK:
    Language: French , English
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 7
    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
    RVK:
    Language: English , French
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 8
    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
    RVK:
    Language: French
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 9
    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
    RVK:
    Language: English , French
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 10
    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
    RVK:
    Language: English
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
Close ⊗
This website uses cookies and the analysis tool Matomo. More information can be found here...