Skip to main content
SpringerLink
Log in

Séminaire de Probabilités XXXVII

  • Book
  • © 2003

Overview

Editors:
  1. Jacques Azéma
    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  2. Michel Émery
    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  3. Michel Ledoux
    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

Part of the book series: Lecture Notes in Mathematics (LNM, volume 1832)

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 (19 chapters)

  1. Front Matter

    Pages I-XIV
    Download chapter PDF

  2. An Introduction to Rough Paths

    • Antoine Lejay
    Pages 1-59

  3. Characterization of Markov semigroups on ℝ Associated to Some Families of Orthogonal Polynomials

    • Dominique Bakry, Olivier Mazet
    Pages 60-80

  4. Representations of Gaussian measures that are equivalent to Wiener measure

    • Patrick Cheridito
    Pages 81-89

  5. On the reduction of a multidimensional continuous martingale to a Brownian motion

    • Leonid Galtchouk
    Pages 90-93

  6. The time to a given drawdown in Brownian Motion

    • Isaac Meilijson
    Pages 94-108

  7. Application de la théorie des excursions à l’intégrale du mouvement brownien

    • Aimé Lachal
    Pages 109-195

  8. Brownian Sheet Local Time and Bubbles

    • Thomas S. Mountford
    Pages 196-215

  9. On the maximum of a diffusion process in a random Lévy environment

    • Katsuhiro Hirano
    Pages 216-235

  10. The Codimension of the Zeros of a Stable Process in Random Scenery

    • Davar Khoshnevisan
    Pages 236-245

  11. Deux notions équivalentes d’unicité en loi pour les équations différentielles stochastiques

    • Jean Brossard
    Pages 246-250

  12. Approximations of the Wong–Zakai type for stochastic differential equations in M-type 2 Banach spaces with applications to loop spaces

    • Zdzisław Brzeźniak, Andrew Carroll
    Pages 251-289

  13. Estimates of the Solutions of a System of Quasi-linear PDEs. A Probabilistic Scheme

    • François Delarue
    Pages 290-332

  14. Self-similar fragmentations and stable subordinators

    • Grégory Miermont, Jason Schweinsberg
    Pages 333-359

  15. A Remark on Hypercontractivity and Tail Inequalities for the Largest Eigenvalues of Random Matrices

    • Michel Ledoux
    Pages 360-369

  16. A note on representations of eigenvalues of classical Gaussian matrices

    • Yan Doumerc
    Pages 370-384

  17. Necessary and sufficient conditions for the supermartingale property of a stochastic integral with respect to a local martingale

    • Eva Strasser
    Pages 385-393

  18. A remark on the superhedging theorem under transaction costs

    • Miklós Rásonyi
    Pages 394-398

  19. On the Derivation of the Black–Scholes Formula

    • Ioanid Rosu, Dan Stroock
    Pages 399-414

  20. On a Class of Genealogical and Interacting Metropolis Models

    • Pierre Del Moral, Arnaud Doucet
    Pages 415-446
Back to top

Keywords

About this book

The 37th Séminaire de Probabilités contains A. Lejay's advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths. The rest of the volume consists of various articles on topics familiar to regular readers of the Séminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes.

Bibliographic Information

  • Book Title: Séminaire de Probabilités XXXVII

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

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/b94376

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 2003

  • Softcover ISBN: 978-3-540-20520-3Published: 26 November 2003

  • eBook ISBN: 978-3-540-40004-2Published: 10 December 2003

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: XIV, 454

  • Topics: Probability Theory and Stochastic Processes

Publish with us

Policies and ethics

Back to top

Search

Navigation