Séminaire de probabilités XXXVI / J. Azéma [and others] (eds.). - Berlin ; New York : Springer, ©2003. - 1 online resource (497 pages) - Lecture notes in mathematics, 1801 0075-8434 ; . - Lecture notes in mathematics (Springer-Verlag) ; 1801. .

Includes bibliographical references.

Cours spcialiss et exposs thmatiques: A. Guionnet, B. Zegarlinski: Lectures on Logarithmic Sobolev inequalities -- A. Lejay, L. Pastur: Matrices alatoires : statistique asymptotique des valeurs propres -- N. O'Connell: Random matrices, non-colliding particle systems and queues -- Exposs: A. Dermoune, O. Moutsinga: Generalized variational principles -- D. Chafa: Gaussian maximum of entropy and reversed log-Sobolev inequality -- L. Miclo: About projections of logarithmic Sobolev inequalities -- L. Miclo: Sur l'inegalit de Sobolev logarithmique des oprateurs de Laguerre petit paramtre -- A. Bentaleb: Sur les fonctions extrmales des ingalits de Sobolev des oprateurs de diffusion -- C. Donati-Martin, Y. Hu: Penalization of the Wiener measure and principal values -- C. Leuridan: Thorme de Ray-Knight dans un arbre : Une approche algbrique -- R. Bass: Stochastic differential equations driven by symmetric stable processes -- T. Simon: Support d'une quation d' It avec sauts en dimension 1 -- N. Eisenbaum: A Gaussian sheet connected to symmetric Markov chains -- C. Leuridan: Filtration d'une marche alatoire stationnaire sur le cercle -- S. Beghdadi-Sakrani: Une martingale non pure, dont la filtration est brownienne -- J. Hannig: On filtrations related to purely discontinuous martingales -- S. Beghdadi-Sakrani: Calcul stochastique pour des mesures signes -- J. Jacod: On processes with conditional independent increments and stable convergence in law -- V. Grecea: Duality and quasi-continuity for supermartingales -- Y. Kabanov, C. Stricker: On the true submartingale property, d'aprs Schachermayer -- C. Stricker: Simple strategies in exponential utility maximization -- M. Arnaudon, A. Thalmaier: Horizontal martingales in vector bundles -- D. Kurtz: Reprsentation nuclaire des martingales d'Azma -- S. Attal: Approximating the Fock space with the toy Fock space -- Corrections aux volumes antrieurs.

The 36th Sminaire de Probabilits contains an advanced course on Logarithmic Sobolev Inequalities by A. Guionnet and B. Zegarlinski, as well as two shorter surveys by L. Pastur and N. O'Connell on the theory of random matrices and their links with stochastic processes. The main themes of the other contributions are Logarithmic Sobolev Inequalities, Stochastic Calculus, Martingale Theory and Filtrations. Besides the traditional readership of the Sminaires, this volume will be useful to researchers in statistical mechanics and mathematical finance.


Text in English and French.

9783540361077 3540361073


Inequalities (Mathematics)
Random matrices.
Probabilities.
Inequalities (Mathematics)
Probabilities.
Random matrices.
Wahrscheinlichkeit
Sobolevsche Ungleichung
Inégalités.
Matrices aléatoires.
Probabilités.


Electronic books.

QA3 / .L28 no.1801

519.2

V1043227

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