Seminaire de Probabilites XXXIV
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
| Other Authors: | , , , |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2000, 2000
|
| Edition: | 1st ed. 2000 |
| Series: | Séminaire de Probabilités
|
| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
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 stochastic 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