Séminaire de Probabilités XLVI

  • Catherine Donati-Martin
  • Antoine Lejay
  • Alain Rouault

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

Also part of the Séminaire de Probabilités book sub series (SEMPROBAB, volume 2123)

Table of contents

  1. Front Matter
    Pages i-viii
  2. Sergey Bocharov, Simon C. Harris
    Pages 1-32
  3. A. E. Kyprianou, J-L. Pérez, Y.-X. Ren
    Pages 33-59
  4. Lucian Beznea, Iulian Cîmpean
    Pages 61-70
  5. Ismaël Bailleul
    Pages 195-205
  6. Christian Léonard
    Pages 207-230
  7. P. Cattiaux, A. Guillin
    Pages 231-292
  8. Walter Schachermayer
    Pages 317-331
  9. A. E. Kyprianou, A. R. Watson
    Pages 333-343
  10. Julien Letemplier, Thomas Simon
    Pages 345-357
  11. Mathieu Rosenbaum, Marc Yor
    Pages 359-375
  12. Jean Brossard, Michel Émery, Christophe Leuridan
    Pages 377-394
  13. Vilmos Prokaj
    Pages 395-400
  14. Ramon van Handel
    Pages 411-459

About this book

Introduction

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

  • Catherine Donati-Martin
    • 1
  • Antoine Lejay
    • 2
  • Alain Rouault
    • 3
  1. 1.Université de Versailles-St-Quentin Laboratoire de MathématiquesVersaillesFrance
  2. 2.INRIANancy-UniversitéVandoeuvre-lès-NancyFrance
  3. 3.Laboratoire de MathématiquesUniversité de Versailles-St-QuentinVersaillesFrance

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-11970-0
  • Copyright Information Springer International Publishing Switzerland 2014
  • Publisher Name Springer, Cham
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-319-11969-4
  • Online ISBN 978-3-319-11970-0
  • Series Print ISSN 0075-8434
  • Series Online ISSN 1617-9692
  • About this book