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  • Book
  • © 2011

Séminaire de Probabilités XLIII

  • Original research articles

  • Original survey/lecture on a new topic

  • Wide range of topics

  • Includes supplementary material: sn.pub/extras

Part of the book series: Lecture Notes in Mathematics (LNM, volume 2006)

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

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Table of contents (21 chapters)

  1. Front Matter

    Pages i-xi
  2. Specialized Course

    1. Front Matter

      Pages 1-1
  3. Other Contributions

    1. Front Matter

      Pages 71-71
    2. Horizontal Diffusion in C 1 Path Space

      • Marc Arnaudon, Koléhè Abdoulaye Coulibaly, Anton Thalmaier
      Pages 73-94
    3. On a Zero-One Law for the Norm Process of Transient Random Walk

      • Ayako Matsumoto, Kouji Yano
      Pages 105-126
    4. On Standardness and I-cosiness

      • Stéphane Laurent
      Pages 127-186
    5. On Isomorphic Probability Spaces

      • Claude Dellacherie
      Pages 187-189
    6. Cylindrical Wiener Processes

      • Markus Riedle
      Pages 191-214
    7. Convergence at First and Second Order of Some Approximations of Stochastic Integrals

      • Blandine Bérard Bergery, Pierre Vallois
      Pages 241-268
    8. Convergence of Multi-Dimensional Quantized SDE’s

      • Gilles Pagès, Afef Sellami
      Pages 269-307
    9. Moments of the Gaussian Chaos

      • Joseph Lehec
      Pages 327-340
    10. Ewens Measures on Compact Groups and Hypergeometric Kernels

      • Paul Bourgade, Ashkan Nikeghbali, Alain Rouault
      Pages 351-377
    11. Discrete Approximation of the Free Fock Space

      • Stéphane Attal, Ion Nechita
      Pages 379-394
    12. Convergence in the Semimartingale Topology and Constrained Portfolios

      • Christoph Czichowsky, Nicholas Westray, Harry Zheng
      Pages 395-412

About this book

This is a new volume of the Séminaire de Probabilités which is now in its 43rd year. Following the tradition, this volume contains about 20 original research and survey articles on topics related to stochastic analysis. It contains an advanced course of J. Picard on the representation formulae for fractional Brownian motion. The regular chapters cover a wide range of themes, such as stochastic calculus and stochastic differential equations, stochastic differential geometry, filtrations, analysis on Wiener space, random matrices and free probability, as well as mathematical finance. Some of the contributions were presented at the Journées de Probabilités held in Poitiers in June 2009.

Keywords

  • 60Gxx, 60Hxx, 60Jxx, 60Kxx, 60G22, 60G44, 60H35, 46L54
  • fractional Brownian motion
  • free probability
  • martingale theory
  • stochastic differential geometry
  • stochastic processes

Editors and Affiliations

  • Lab. de Probabilités et Modèles Aléatoir, Université Pierre et Marie Curie, Paris Cedex 05, France

    Catherine Donati-Martin

  • IECN, Campus scientifique, BP 239, Nancy-Université, INRIA, 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 XLIII

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

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/978-3-642-15217-7

  • Publisher: Springer Berlin, Heidelberg

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

  • Copyright Information: Springer-Verlag Berlin Heidelberg 2011

  • Softcover ISBN: 978-3-642-15216-0Published: 28 October 2010

  • eBook ISBN: 978-3-642-15217-7Published: 20 October 2010

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: XI, 503

  • Topics: Probability Theory

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