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  • © 2005

Séminaire de Probabilités XXXVIII

Part of the book series: Lecture Notes in Mathematics (LNM, volume 1857)

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

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Table of contents (24 chapters)

  1. Front Matter

    Pages I-IX
  2. Some Martingales Associated to Reflected Lévy Processes

    • Laurent Nguyen-Ngoc, Marc Yor
    Pages 42-69
  3. Remarks on the true No-arbitrage Property

    • Yuri Kabanov, Christophe Stricker
    Pages 186-194
  4. Gaussian Limits for Vector-valued Multiple Stochastic Integrals

    • Giovanni Peccati, Ciprian A. Tudor
    Pages 247-262
  5. On Squared Fractional Brownian Motions

    • Nathalie Eisenbaum, Ciprian A. Tudor
    Pages 282-289

About this book

Besides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions whose topics range from analysis of semi-groups to free probability, via martingale theory, Wiener space and Brownian motion, Gaussian processes and matrices, diffusions and their applications to PDEs.

As do all previous volumes of this series, it provides an overview on the current state of the art in the research on stochastic processes.

Keywords

  • Brownian motion
  • Gaussian process
  • Lévy process
  • Markov process
  • Martingale
  • Ornstein-Uhlenbeck process
  • Probability
  • Random variable
  • Stochastic pro
  • filtration
  • fractional Brownian motion
  • local time
  • predictable process
  • random walk
  • stochastic process

Bibliographic Information

  • Book Title: Séminaire de Probabilités XXXVIII

  • Editors: Michel Émery, Michel Ledoux, Marc Yor

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/b104072

  • Publisher: Springer Berlin, Heidelberg

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

  • Copyright Information: Springer-Verlag Berlin Heidelberg 2005

  • Softcover ISBN: 978-3-540-23973-4Published: 02 December 2004

  • eBook ISBN: 978-3-540-31449-3Published: 15 November 2004

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: IX, 394

  • 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