Séminaire de Probabilités XXXIV

  • Editors
  • Jacques Azéma
  • Michel Ledoux
  • Michel Émery
  • Marc Yor
Book
Part of the Lecture Notes in Mathematics book series (LNM, volume 1729)

Table of contents

  1. Front Matter
    Pages N2-VI
  2. Nathalie Eisenbaum
    Pages 146-150
  3. Stéphane Attal, Robin L. Hudson
    Pages 157-170
  4. Jay Rosen, Haya Kaspi
    Pages 171-184
  5. Zbigniew J. Jurek, Liming Wu
    Pages 185-197
  6. A. Maitra, W. Sudderth
    Pages 218-238
  7. Masao Nagasawa, Hiroshi Tanaka
    Pages 257-288
  8. David G. Hobson
    Pages 289-301
  9. Laurent Miclo, Cyril Roberto
    Pages 336-352
  10. Davar Khoshnevisan, Zhan Shi
    Pages 393-416

About this book

Introduction

This volume contains 19 contributions to various subjects in the theory of (commutative and non-commutative) stochastic processes. It also provides a 145-page graduate course on branching and interacting particle systems, with applications to non-linear filtering, by P. del Moral and L. Miclo.

Keywords

Bessel process Brownian motion Feynman-Kac formula Markov process Martingale Random variable Stochastic processes Variance diffusion process filtration hitting time interacting particle system local time random measure stochastic process

Bibliographic information

  • DOI https://doi.org/10.1007/BFb0103797
  • Copyright Information Springer-Verlag Berlin Heidelberg 2000
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-67314-9
  • Online ISBN 978-3-540-46413-6
  • Series Print ISSN 0075-8434
  • Series Online ISSN 1617-9692
  • About this book