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  • © 2008

Séminaire de Probabilités XLI

Part of the book series: Lecture Notes in Mathematics (LNM, volume 1934)

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

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Table of contents (23 chapters)

  1. Front Matter

    Pages I-IX
  2. Spectral gap inequality for a colored disordered lattice gas

    • Azzouz Dermoune, Philippe Heinrich
    Pages 1-18
  3. Fluctuations of spectrally negative Markov additive processes

    • Andreas E. Kyprianou, Zbigniew Palmowski
    Pages 121-135
  4. On Continuity Properties of the Law of Integrals of Lévy Processes

    • Jean Bertoin, Alexander Lindner, Ross Maller
    Pages 137-159
  5. A Law of the Iterated Logarithm for Fractional Brownian Motions

    • Driss Baraka, Thomas Mountford
    Pages 161-179
  6. Une preuve simple d’un résultat de Dufresne

    • Ismael Bailleul
    Pages 203-213
  7. Hyperbolic random walks

    • Jean-Claude Gruet
    Pages 279-294

About this book

Stochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or other), Lévy processes, martingales and probabilistic finance. Other probabilistic themes are also present: large random matrices, statistical mechanics. The contributions in this volume provide a sampling of recent results on these topics. All contributions with the exception of two are written in English language.

Keywords

  • Brownian motion
  • Càdlàg
  • Lévy process
  • Markov additive process
  • Markov kernel
  • Martingale
  • financial probability
  • fractional Brownian motion
  • law of the iterated logarithm
  • local martingale
  • local time
  • quadratic variation
  • random walk
  • stochastic process
  • matrix theory

Editors and Affiliations

  • Laboratoire de Probabilités et Modèles Aléatoires, Université Pierre et Marie Curie, Paris cedex 05, France

    Catherine Donati-Martin

  • Institut de Recherche Mathématique Avancée, Université Louis Pasteur, Strasbourg cedex, France

    Michel Émery

  • Laboratoire de Mathématiques Bâtiment Fermat, Université Versailles-Saint-Quentin, Versailles cedex, France

    Alain Rouault

  • UFR Sciences et techniques, Université de Besançon, Besançon cedex, France

    Christophe Stricker

Bibliographic Information

Buying options

eBook USD 39.99
Price excludes VAT (Canada)
  • Available as 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