Book Volume 2078 2013

Séminaire de Probabilités XLV

Editors:

ISBN: 978-3-319-00320-7 (Print) 978-3-319-00321-4 (Online)

Table of contents (20 chapters)

  1. Front Matter

    Pages i-viii

  2. Specialized Course

    1. Front Matter

      Pages 1-1

    2. No Access

      Chapter

      Pages 3-89

      Lectures on Gaussian Approximations with Malliavin Calculus

  3. Other Contributions

    1. Front Matter

      Pages 91-91

    2. No Access

      Chapter

      Pages 93-121

      Some Sufficient Conditions for the Ergodicity of the Lévy Transformation

    3. No Access

      Chapter

      Pages 123-139

      Vershik’s Intermediate Level Standardness Criterion and the Scale of an Automorphism

    4. No Access

      Chapter

      Pages 141-157

      Filtrations Indexed by Ordinals; Application to a Conjecture of S. Laurent

    5. No Access

      Chapter

      Pages 159-165

      A Planar Borel Set Which Divides Every Non-negligible Borel Product

    6. No Access

      Chapter

      Pages 167-180

      Characterising Ocone Local Martingales with Reflections

    7. No Access

      Chapter

      Pages 181-199

      Approximation and Stability of Solutions of SDEs Driven by a Symmetric α Stable Process with Non-Lipschitz Coefficients

    8. No Access

      Chapter

      Pages 201-244

      Path Properties and Regularity of Affine Processes on General State Spaces

    9. No Access

      Chapter

      Pages 245-275

      Langevin Process Reflected on a Partially Elastic Boundary II

    10. No Access

      Chapter

      Pages 277-300

      Windings of Planar Stable Processes

    11. No Access

      Chapter

      Pages 301-304

      An Elementary Proof that the First Hitting Time of an Open Set by a Jump Process is a Stopping Time

    12. No Access

      Chapter

      Pages 305-322

      Catalytic Branching Processes via Spine Techniques and Renewal Theory

    13. No Access

      Chapter

      Pages 323-351

      Malliavin Calculus and Self Normalized Sums

    14. No Access

      Chapter

      Pages 353-364

      A Note on Stochastic Calculus in Vector Bundles

    15. No Access

      Chapter

      Pages 365-400

      Functional Co-monotony of Processes with Applications to Peacocks and Barrier Options

    16. No Access

      Chapter

      Pages 401-431

      Fluctuations of the Traces of Complex-Valued Random Matrices

    17. No Access

      Chapter

      Pages 433-458

      Functionals of the Brownian Bridge

    18. No Access

      Chapter

      Pages 459-481

      Étude spectrale minutieuse de processus moins indécis que les autres

    19. No Access

      Chapter

      Pages 483-535

      Combinatorial Optimization Over Two Random Point Sets

    20. No Access

      Chapter

      Pages 537-558

      A Simple Proof of Duquesne’s Theorem on Contour Processes of Conditioned Galton–Watson Trees

  4. Back Matter

    Pages 559-560