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Séminaire de Probabilités XLIV

  • Book
  • © 2012

Overview

Editors:
  1. Catherine Donati-Martin

    1. , Laboratoire de Mathématiques, Université de Versailles-St-Quentin, Versailles, France

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  2. Antoine Lejay

    1. IECN, Campus scientifique, BP 239, Nancy-Université, INRIA, Vandoeuvre-lès-Nancy, France

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  3. Alain Rouault

    1. Laboratoire de Mathématiques, Université de Versailles-St-Quentin, Versailles, France

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  • This volume provides a broad insights on current, high level researches in probability theory
  • Includes supplementary material: sn.pub/extras

Part of the book series: Lecture Notes in Mathematics (LNM, volume 2046)

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

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Table of contents (20 chapters)

  1. Front Matter

    Pages i-viii
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  2. Context Trees, Variable Length Markov Chains and Dynamical Sources

    • Peggy Cénac, Brigitte Chauvin, Frédéric Paccaut, Nicolas Pouyanne
    Pages 1-39

  3. Martingale Property of Generalized Stochastic Exponentials

    • Aleksandar Mijatović, Nika Novak, Mikhail Urusov
    Pages 41-59

  4. Some Classes of Proper Integrals and Generalized Ornstein–Uhlenbeck Processes

    • Andreas Basse-O’Connor, Svend-Erik Graversen, Jan Pedersen
    Pages 61-74

  5. Martingale Representations for Diffusion Processes and Backward Stochastic Differential Equations

    • Zhongmin Qian, Jiangang Ying
    Pages 75-103

  6. Quadratic Semimartingale BSDEs Under an Exponential Moments Condition

    • Markus Mocha, Nicholas Westray
    Pages 105-139

  7. The Derivative of the Intersection Local Time of Brownian Motion Through Wiener Chaos

    • Greg Markowsky
    Pages 141-148

  8. On the Occupation Times of Brownian Excursions and Brownian Loops

    • Hao Wu
    Pages 149-166

  9. Discrete Approximations to Solution Flows of Tanaka’s SDE Related to Walsh Brownian Motion

    • Hatem Hajri
    Pages 167-190

  10. Spectral Distribution of the Free Unitary Brownian Motion: Another Approach

    • Nizar Demni, Taoufik Hmidi
    Pages 191-206

  11. Another Failure in the Analogy Between Gaussian and Semicircle Laws

    • Nathalie Eisenbaum
    Pages 207-213

  12. Global Solutions to Rough Differential Equations with Unbounded Vector Fields

    • Antoine Lejay
    Pages 215-246

  13. Asymptotic Behavior of Oscillatory Fractional Processes

    • Renaud Marty, Knut Sølna
    Pages 247-269

  14. Time Inversion Property for Rotation Invariant Self-similar Diffusion Processes

    • Juha Vuolle-Apiala
    Pages 271-277

  15. On Peacocks: A General Introduction to Two Articles

    • Antoine-Marie Bogso, Christophe Profeta, Bernard Roynette
    Pages 279-280

  16. Some Examples of Peacocks in a Markovian Set-Up

    • Antoine-Marie Bogso, Christophe Profeta, Bernard Roynette
    Pages 281-315

  17. Peacocks Obtained by Normalisation: Strong and Very Strong Peacocks

    • Antoine-Marie Bogso, Christophe Profeta, Bernard Roynette
    Pages 317-374

  18. Branching Brownian Motion: Almost Sure Growth Along Scaled Paths

    • Simon C. Harris, Matthew I. Roberts
    Pages 375-399

  19. On the Delocalized Phase of the Random Pinning Model

    • Jean-Christophe Mourrat
    Pages 401-407

  20. Large Deviations for Gaussian Stationary Processes and Semi-Classical Analysis

    • Bernard Bercu, Jean-François Bony, Vincent Bruneau
    Pages 409-428
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Keywords

About this book

As usual, some of the contributions to this 44th Séminaire de Probabilités were presented during the Journées de Probabilités held in Dijon in June 2010. The remainder were spontaneous submissions or were solicited by the editors. The traditional and historical themes of the Séminaire are covered, such as stochastic calculus, local times and excursions, and martingales. Some subjects already touched on in the previous volumes are still here: free probability, rough paths, limit theorems for general processes (here fractional Brownian motion and polymers), and large deviations.
Lastly, this volume explores new topics, including variable length Markov chains and peacocks. We hope that the whole volume is a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France.

Editors and Affiliations

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

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

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/978-3-642-27461-9

  • Publisher: Springer Berlin, Heidelberg

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

  • Copyright Information: Springer-Verlag Berlin Heidelberg 2012

  • Softcover ISBN: 978-3-642-27460-2Published: 17 May 2012

  • eBook ISBN: 978-3-642-27461-9Published: 12 May 2012

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: VIII, 469

  • Number of Illustrations: 7 b/w illustrations, 10 illustrations in colour

  • Topics: Probability Theory and Stochastic Processes

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