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  • © 2009

Séminaire de Probabilités XLII

Part of the book series: Lecture Notes in Mathematics (LNM, volume 1979)

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

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Table of contents (17 chapters)

  1. Front Matter

    Pages 1-10
  2. Yet another introduction to rough paths

    • Antoine Lejay
    Pages 1-101
  3. Non-monotone convergence in the quadratic Wasserstein distance

    • Walter Schachermayer, Uwe Schmock, Josef Teichmann
    Pages 131-136
  4. On the equation μ = S t μ * μ t

    • Fangjun Xu*
    Pages 137-145
  5. Shabat polynomials and harmonic measure

    • Philippe Biane
    Pages 147-151
  6. Lévy Systems and Time Changes

    • P.J. Fitzsimmons, R.K. Getoor
    Pages 229-259
  7. Self-Similar Branching Markov Chains

    • Nathalie Krell
    Pages 261-280
  8. Canonical Representation for Gaussian Processes

    • M. Erraoui, E. H. Essaky
    Pages 365-381
  9. Statistical properties of Pauli matrices going through noisy channels

    • Stéphane Attal, Nadine Guillotin‐Plantard
    Pages 433-448
  10. Back Matter

    Pages 1-6

About this book

The tradition of specialized courses in the Séminaires de Probabilités is continued with A. Lejay's Another introduction to rough paths. Other topics from this 42nd volume range from the interface between analysis and probability to special processes, Lévy processes and Lévy systems, branching, penalization, representation of Gaussian processes, filtrations and quantum probability.

Keywords

  • Measure
  • STATISTICA
  • best fit
  • linear optimization
  • probability
  • stochastic processes
  • stochastics

Editors and Affiliations

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

    Catherine Donati-Martin

  • Inst. Recherche, Mathématiques Avancées, Université Strasbourg I, Strasbourg CX, France

    Michel Émery

  • Laboratoire de Mathematiques, Université de Versailles, Versailles CX, France

    Alain Rouault

  • CNRS UMR 6623, Lab. de Mathématiques, Université Besancon, Besancon CX, 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