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Séminaire de Probabilités XLV

  • Catherine Donati-Martin
  • Antoine Lejay
  • Alain Rouault

Part of the Lecture Notes in Mathematics book series (LNM, volume 2078)

Also part of the Séminaire de Probabilités book sub series (SEMPROBAB, volume 2078)

Table of contents

  1. Front Matter
    Pages i-viii
  2. Specialized Course

    1. Front Matter
      Pages 1-1
  3. Other Contributions

    1. Front Matter
      Pages 91-91
    2. Claude Dellacherie, Michel Émery
      Pages 141-157
    3. Jean Brossard, Christophe Leuridan
      Pages 167-180
    4. Christa Cuchiero, Josef Teichmann
      Pages 201-244
    5. R. A. Doney, S. Vakeroudis
      Pages 277-300
    6. Leif Döring, Matthew I. Roberts
      Pages 305-322
    7. Solesne Bourguin, Ciprian A. Tudor
      Pages 323-351
    8. Pedro J. Catuogno, Diego S. Ledesma, Paulo R. Ruffino
      Pages 353-364
    9. Janosch Ortmann
      Pages 433-458

About this book

Introduction

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.

Keywords

60-XX, 60JXX, 60J60, 60J10, 60J65, 60J55, 46L54 Malliavin Calculus combinatorial optimization random matrices stochastic calculus stochastic filtrations

Editors and affiliations

  • Catherine Donati-Martin
    • 1
  • Antoine Lejay
    • 2
  • Alain Rouault
    • 3
  1. 1., Laboratoire de MathématiquesUniversité de Versailles-St QuentinVersaillesFrance
  2. 2.IECN, Campus scientifique, BP 239Nancy-Université, INRIAVandoeuvre-lès-NancyFrance
  3. 3.Laboratoire de MathématiquesUniversité de Versailles-St-QuentinVersaillesFrance

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-00321-4
  • Copyright Information Springer International Publishing Switzerland 2013
  • Publisher Name Springer, Heidelberg
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-319-00320-7
  • Online ISBN 978-3-319-00321-4
  • Series Print ISSN 0075-8434
  • Series Online ISSN 1617-9692
  • Buy this book on publisher's site