Skip to main content
SpringerLink
Log in

Seminaire de Probabilites XXXIV

  • Book
  • © 2000

Overview

Editors:
  1. Jacques Azéma
    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  2. Michel Ledoux
    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  3. Michel Émery
    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  4. Marc Yor
    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  • Besides articles, this volume contains a 145-page graduate course on branching and interacting particle systems, with applications to non-linear filtering

Part of the book series: Lecture Notes in Mathematics (LNM, volume 1729)

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

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (20 chapters)

  1. Front Matter

    Pages N2-VI
    Download chapter PDF

  2. Branching and interacting particle systems approximations of feynman-kac formulae with applications to non-linear filtering

    • P. Del Moral, L. Miclo
    Pages 1-145

  3. Exponential inequalities for bessel processes

    • Nathalie Eisenbaum
    Pages 146-150

  4. On sums of iid random variables indexed by N parameters

    • D. Khoshnevisan
    Pages 151-156

  5. Series of iterated quantum stochastic integrals

    • Stéphane Attal, Robin L. Hudson
    Pages 157-170

  6. p-variation for families of local times on lines

    • Jay Rosen, Haya Kaspi
    Pages 171-184

  7. Large deviations for some poisson random integrals

    • Zbigniew J. Jurek, Liming Wu
    Pages 185-197

  8. Formes de Dirichlet sur un Espace de Wiener-Poisson. Application au grossissement de filtration

    • Laurent Denis, Axel Grorud, Monique Pontier
    Pages 198-217

  9. Saturations of gambling houses

    • A. Maitra, W. Sudderth
    Pages 218-238

  10. Convergence of a ‘gibbs-boltzmann’ random measure for a typed branching diffusion

    • Simon C. Harris
    Pages 239-256

  11. Time dependent subordination and markov processes with jumps

    • Masao Nagasawa, Hiroshi Tanaka
    Pages 257-288

  12. Marked excursions and random trees

    • David G. Hobson
    Pages 289-301

  13. Laws of the iterated logarithm for the Brownian snake

    • Laurent Serlet
    Pages 302-312

  14. On the Onsager-Machlup functional for elliptic diffusion processes

    • Mireille Capitaine
    Pages 313-328

  15. A unified approach to several inequalities for gaussian and diffusion measures

    • Yaozhong Hu
    Pages 329-335

  16. Trous spectraux pour certains algorithmes de Métropolis sur ℝ

    • Laurent Miclo, Cyril Roberto
    Pages 336-352

  17. Comportement asymptotique des fonctions harmoniques sur les arbres

    • Frédéric Mouton
    Pages 353-373

  18. Asymptotic estimates for the first hitting time of fluctuating additive functionals of Brownian motion

    • Y. Isozaki, S. Kotani
    Pages 374-387

  19. Monotonicity property for a class of semilinear partial differential equations

    • Siva Athreya
    Pages 388-392

  20. Fast sets and points for fractional Brownian motion

    • Davar Khoshnevisan, Zhan Shi
    Pages 393-416
Back to top

Keywords

About this book

This volume contains 19 contributions to various subjects in the theory of (commutative and non-commutative) stochastic processes. It also provides a 145-page graduate course on branching and interacting particle systems, with applications to non-linear filtering, by P. del Moral and L. Miclo.

Bibliographic Information

  • Book Title: Seminaire de Probabilites XXXIV

  • Editors: Jacques Azéma, Michel Ledoux, Michel Émery, Marc Yor

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/BFb0103797

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 2000

  • Softcover ISBN: 978-3-540-67314-9Published: 06 May 2000

  • eBook ISBN: 978-3-540-46413-6Published: 06 May 2007

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: VIII, 440

  • Topics: Probability Theory and Stochastic Processes

Publish with us

Policies and ethics

Back to top

Search

Navigation