Séminaire de Probabilités XXXVIII

  • Editors
  • Michel Émery
  • Michel Ledoux
  • Marc Yor

Part of the Lecture Notes in Mathematics book series (LNM, volume 1857)

Table of contents

  1. Front Matter
    Pages I-IX
  2. Laurent Nguyen-Ngoc, Marc Yor
    Pages 42-69
  3. Yuri Kabanov, Christophe Stricker
    Pages 186-194
  4. Giovanni Peccati, Ciprian A. Tudor
    Pages 247-262
  5. Nathalie Eisenbaum, Ciprian A. Tudor
    Pages 282-289

About this book

Introduction

Besides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions whose topics range from analysis of semi-groups to free probability, via martingale theory, Wiener space and Brownian motion, Gaussian processes and matrices, diffusions and their applications to PDEs.

As do all previous volumes of this series, it provides an overview on the current state of the art in the research on stochastic processes.

Keywords

Brownian motion Gaussian process Lévy process Markov process Martingale Ornstein-Uhlenbeck process Probability Random variable Stochastic pro filtration fractional Brownian motion local time predictable process random walk stochastic process

Bibliographic information

  • DOI https://doi.org/10.1007/b104072
  • Copyright Information Springer-Verlag Berlin Heidelberg 2005
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-540-23973-4
  • Online ISBN 978-3-540-31449-3
  • Series Print ISSN 0075-8434
  • Series Online ISSN 1617-9692
  • About this book