Séminaire de Probabilités XLV / Catherine Donati-Martin, Antoine Lejay, Alain Rouault, editors

Collectivité principale: Séminaire de probabilités, 45, Strasbourg (2011) Auteur secondaire : Donati-Martin, Catherine - Editeur scientifique ; Rouault, Alain (1949-) - Editeur scientifique ; Lejay, Antoine (1972-) - Editeur scientifiqueType de document: SéminaireCollection: Lecture notes in mathematics ; 2078Langue: anglaisPays: SwisseÉditeur: Cham : Springer, cop. 2013Description: 1 vol. (VIII-558 p.) : fig. ; 24 cm ISBN: 9783319003207 ; br. ISSN: 0075-8434Résumé: The series of advanced courses initiated in Séminaire de Probabilités XXXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus. The Séminaire also occasionally publishes a series of contributions on a unifying subject; in this spirit, selected participants to the September 2011 Conference on Stochastic Filtrations, held in Strasbourg and organized by Michel Émery, have also contributed to the present volume. The rest of the work covers a wide range of topics, such as stochastic calculus and Markov processes, random matrices and free probability, and combinatorial optimization. (Source : Springer).Bibliographie: Bibliogr. en fin de contributions. Sujets MSC: 60-06 Probability theory and stochastic processes -- Proceedings, conferences, collections, etc
60J10 Probability theory and stochastic processes -- Markov processes -- Markov chains (discrete-time Markov processes on discrete state spaces)
60J55 Probability theory and stochastic processes -- Markov processes -- Local time and additive functionals
60J65 Probability theory and stochastic processes -- Markov processes -- Brownian motion
46L54 Functional analysis -- Selfadjoint operator algebras (C*-algebras, von Neumann (W*-) algebras, etc.) -- Free probability and free operator algebras
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Bibliogr. en fin de contributions

The series of advanced courses initiated in Séminaire de Probabilités XXXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus. The Séminaire also occasionally publishes a series of contributions on a unifying subject; in this spirit, selected participants to the September 2011 Conference on Stochastic Filtrations, held in Strasbourg and organized by Michel Émery, have also contributed to the present volume. The rest of the work covers a wide range of topics, such as stochastic calculus and Markov processes, random matrices and free probability, and combinatorial optimization. (Source : Springer)

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