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019 _a223378364
020 _a9783540361077
_q(electronic bk.)
020 _a3540361073
_q(electronic bk.)
020 _z3540000720
020 _z9783540000723
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035 _a(OCoLC)56338141
_z(OCoLC)223378364
041 0 _aeng
_afre
050 4 _aQA3
_b.L28 no.1801
082 0 4 _a519.2
_221
088 _aV1043227
049 _aMAIN
111 2 _aSéminaire de probabilités
_n(36th)
_969880
245 1 0 _aSéminaire de probabilités XXXVI /
_cJ. Azéma [and others] (eds.).
260 _aBerlin ;
_aNew York :
_bSpringer,
_c©2003.
300 _a1 online resource (497 pages)
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aLecture notes in mathematics,
_x0075-8434 ;
_v1801
546 _aText in English and French.
504 _aIncludes bibliographical references.
505 0 _aCours 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.
520 _aThe 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.
650 0 _aInequalities (Mathematics)
_93085
650 0 _aRandom matrices.
_95329
650 0 _aProbabilities.
_91650
650 7 _aInequalities (Mathematics)
_2fast
_0(OCoLC)fst00972020
_93085
650 7 _aProbabilities.
_2fast
_0(OCoLC)fst01077737
_91650
650 7 _aRandom matrices.
_2fast
_0(OCoLC)fst01089803
_95329
650 7 _aWahrscheinlichkeit
_2gnd
_92798
650 7 _aSobolevsche Ungleichung
_2gnd
_969881
650 7 _aInégalités.
_2ram
_9919520
650 7 _aMatrices aléatoires.
_2ram
_9919521
650 7 _aProbabilités.
_2ram
_9919522
655 4 _aElectronic books.
_9396
700 1 _aAzéma, J.
_9919523
776 0 8 _iPrint version:
_tSéminaire de probabilités XXXVI.
_dBerlin ; London : Springer, ©2003
_z3540000720
_w(OCoLC)51235442
830 0 _aLecture notes in mathematics (Springer-Verlag) ;
_v1801.
_9919524
856 4 0 _uhttps://link-springer-com.libraryproxy.ist.ac.at/10.1007/b10068
938 _aBaker & Taylor
_bBKTY
_c99.00
_d99.00
_i3540000720
_n0004138802
_sactive
_zB&T Title: Seminaire De Probabilities Xxxvi
994 _a92
_bATIST
999 _c387642
_d387642