Seminaire de Probabilites XXXIV / Edition 1

by J. Azema, M. Emery, M. Ledoux, M. Yor

Overview

This volume contains 19 contributions to various subjects in the theory of (commutative and non-commutative) shastic 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.

Product Details

ISBN-13:	9783540673149
Publisher:	Springer Berlin Heidelberg
Publication date:	06/08/2000
Series:	Lecture Notes in Mathematics , #1729
Edition description:	2000
Pages:	440
Product dimensions:	5.98(w) x 9.02(h) x 0.36(d)

Table of Contents

Branching and interacting particle systems approximations of feynman-kac formulae with applications to non-linear filtering.- Exponential inequalities for bessel processes.- On sums of iid random variables indexed by N parameters.- Series of iterated quantum shastic integrals.- p-variation for families of local times on lines.- Large deviations for some poisson random integrals.- Formes de Dirichlet sur un Espace de Wiener-Poisson. Application au grossissement de filtration.- Saturations of gambling houses.- Convergence of a ‘gibbs-boltzmann’ random measure for a typed branching diffusion.- Time dependent subordination and markov processes with jumps.- Marked excursions and random trees.- Laws of the iterated logarithm for the Brownian snake.- On the Onsager-Machlup functional for elliptic diffusion processes.- A unified approach to several inequalities for gaussian and diffusion measures.- Trous spectraux pour certains algorithmes de Métropolis sur—.- Comportement asymptotique des fonctions harmoniques sur les arbres.- Asymptotic estimates for the first hitting time of fluctuating additive functionals of Brownian motion.- Monotonicity property for a class of semilinear partial differential equations.- Fast sets and points for fractional Brownian motion.- Some invariance properties (of the laws) of Ocone’s martingales.