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  • © 2014

Séminaire de Probabilités XLVI

  • This volume provides a broad insight on current, high level researches in probability theory

Part of the book series: Lecture Notes in Mathematics (LNM, volume 2123)

Part of the book sub series: Séminaire de Probabilités (SEMPROBAB)

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Table of contents (21 chapters)

  1. Front Matter

    Pages i-viii
  2. Branching Random Walk in an Inhomogeneous Breeding Potential

    • Sergey Bocharov, Simon C. Harris
    Pages 1-32
  3. The Backbone Decomposition for Spatially Dependent Supercritical Superprocesses

    • A. E. Kyprianou, J-L. Pérez, Y.-X. Ren
    Pages 33-59
  4. On Bochner-Kolmogorov Theorem

    • Lucian Beznea, Iulian Cîmpean
    Pages 61-70
  5. Flows Driven by Banach Space-Valued Rough Paths

    • Ismaël Bailleul
    Pages 195-205
  6. Some Properties of Path Measures

    • Christian Léonard
    Pages 207-230
  7. Semi Log-Concave Markov Diffusions

    • P. Cattiaux, A. Guillin
    Pages 231-292
  8. Admissible Trading Strategies Under Transaction Costs

    • Walter Schachermayer
    Pages 317-331
  9. Potentials of Stable Processes

    • A. E. Kyprianou, A. R. Watson
    Pages 333-343
  10. Unimodality of Hitting Times for Stable Processes

    • Julien Letemplier, Thomas Simon
    Pages 345-357
  11. On the Law of a Triplet Associated with the Pseudo-Brownian Bridge

    • Mathieu Rosenbaum, Marc Yor
    Pages 359-375
  12. Skew-Product Decomposition of Planar Brownian Motion and Complementability

    • Jean Brossard, Michel Émery, Christophe Leuridan
    Pages 377-394
  13. On the Exactness of the Lévy-Transformation

    • Vilmos Prokaj
    Pages 395-400
  14. Ergodicity, Decisions, and Partial Information

    • Ramon van Handel
    Pages 411-459

About this book

Providing a broad overview of the current state of the art in probability theory and its applications, and featuring an article coauthored by Mark Yor, this volume contains contributions on branching processes, Lévy processes, random walks and martingales and their connection with, among other topics, rough paths, semi-groups, heat kernel asymptotics and mathematical finance.

Keywords

  • 60GXX,60JXX,60KXX
  • Branching processes
  • Diffusion Processes
  • Random Walks
  • Rough Paths
  • Stable Processes

Editors and Affiliations

  • Université de Versailles-St-Quentin Laboratoire de Mathématiques, Versailles, France

    Catherine Donati-Martin

  • INRIA, Nancy-Université, Vandoeuvre-lès-Nancy, France

    Antoine Lejay

  • Laboratoire de Mathématiques, Université de Versailles-St-Quentin, Versailles, France

    Alain Rouault

Bibliographic Information

  • Book Title: Séminaire de Probabilités XLVI

  • Editors: Catherine Donati-Martin, Antoine Lejay, Alain Rouault

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/978-3-319-11970-0

  • Publisher: Springer Cham

  • eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)

  • Copyright Information: Springer International Publishing Switzerland 2014

  • Softcover ISBN: 978-3-319-11969-4Published: 16 January 2015

  • eBook ISBN: 978-3-319-11970-0Published: 29 December 2015

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: VIII, 512

  • Topics: Probability Theory

Buying options

eBook USD 39.99
Price excludes VAT (Canada)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions