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| 003 | DE-He213 | ||
| 005 | 20191012062853.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 100806s2005 gw | s |||| 0|eng d | ||
| 020 | 6 | 4 |
_a9783540314493 _9978-3-540-31449-3 |
| 024 | 8 | 7 |
_a10.1007/b104072 _2doi |
| 050 | 8 | 4 | _aQA273.A1-274.9 |
| 050 | 8 | 4 | _aQA274-274.9 |
| 072 | 8 | 7 |
_aPBT _2bicssc |
| 072 | 8 | 7 |
_aPBWL _2bicssc |
| 072 | 8 | 7 |
_aMAT029000 _2bisacsh |
| 082 |
_a519.2 _223 |
||
| 100 | 8 | 1 |
_amery, Michel. _eeditor. _9106733 |
| 245 | 9 | 7 |
_aSȨminaire de ProbabilitȨs XXXVIII _h[electronic resource] / _cedited by Michel mery, Michel Ledoux, Marc Yor. |
| 001 | 000060462 | ||
| 300 | 6 | 4 |
_aIX, 394 p. Also available online. _bonline resource. |
| 490 | 8 | 1 |
_aLecture Notes in Mathematics, SȨminaire de ProbabilitȨs, _x1617-9692 ; _v1857 |
| 505 | 8 | 0 | _aProcessus de LȨvy: R.A. Doney: Tanaka's construction for random walks and LȨvy processes -- R.A. Doney: Some excursion calculations for spectrally one-sided LȨvy processes -- A.E. Kyprianou, Z. Palmowski: A martingale review of some fluctuation theory for spectrally megative LȨvy processes -- M.R. Pistorius: A potential-theoretical review of some exit problems of spectrally negative LȨvy processes -- L. Nguyen-Ngoc, M. Yor: Some martingales associated to reflected LȨvy processes -- K.B. Erickson, R.A. Maller: Generalised Ornstein-Uhlenbeck processes and the convergence of LȨvy integrals -- Autres ExposȨs: P. Fougȿres: Spectral gap for log-concave probability measures on the real line -- L. Godefroy: PropriȨtȨ de Choquet-Deny et fonctions harmoniques sur les hypergroupes commutatifs -- M. Buiculescu: Exponential decay parameters associated with excessive measures -- V. Grecca: Positive bilinear mappings associated with stochastic processes -- A. Jakubowski: An almost sure approximation for the predictable process in the Doob-Meyer decomposition theorem -- A. Cherny, A. Shiryaev: On stochastic integrals up to infinity and predictable criteria for integrability -- Y. Kabanov, C. Stricker: Remarks on the true no-arbitrage property -- H. Bȭhler: Information-equivalence: On filtrations created by independent increments -- M. Zakai: Rotations and tangent processes on Wiener space -- I. Shigekawa: Lp multiplier theorem for the Hodge-Kodaira operator -- G. Peccati, C.A. Tudor: Gaussian limits for vector-valued multiple stochastic integrals -- J. Rosen: Derivatives of self-intersection local times -- N. Eisenbaum, C. A. Tudor: On squared fractional Brownian motions -- A. Ayache et al: Regularity and identification of generalised miltifractional Gaussian processes -- F. Benaych-Georges: Failure of the Raikov theorem for free random variables -- G. Aubrun: Aharp small deviation inequality for the largest eigenvalue of a randommatrix -- F. Baudoin: The tangent space to a hypoelliptic diffusion and applications -- A. BenchȨrif-Madani, . Pardoux: Homogenization of a diffusion with locally periodic coefficients. |
| 520 | 6 | 4 | _aBesides a series of six articles on LȨvy processes, Volume 38 of the SȨminaire de ProbabilitȨs contains contributions whose topics range from analysis of semi-groups to free probability, via martingale theory, Wiener space and Brownian motion, Gaussian processes and matrices, diffusions and their applications to PDEs. As do all previous volumes of this series, it provides an overview on the current state of the art in the research on stochastic processes. |
| 650 | 8 | 0 |
_aMathematics. _98571 |
| 650 | 8 | 0 |
_aDistribution (Probability theory). _98572 |
| 650 |
_aMathematics. _98571 |
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| 650 |
_aProbability Theory and Stochastic Processes. _98574 |
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| 700 | 8 | 1 |
_aLedoux, Michel. _eeditor. _9106734 |
| 700 | 8 | 1 |
_aYor, Marc. _eeditor. _9106735 |
| 710 | 8 | 2 |
_aSpringerLink (Online service) _9106736 |
| 773 | 8 | 0 | _tSpringer eBooks |
| 776 |
_iPrinted edition: _z9783540239734 |
||
| 830 | 8 | 0 |
_aLecture Notes in Mathematics, SȨminaire de ProbabilitȨs, _x1617-9692 ; _v1857 _9106737 |
| 856 |
_uhttp://dx.doi.org/10.1007/b104072 _zde clik aquí para ver el libro electrónico |
||
| 264 | 8 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2005. |
| 336 | 6 | 4 |
_atext _btxt _2rdacontent |
| 337 | 6 | 4 |
_acomputer _bc _2rdamedia |
| 338 | 6 | 4 |
_aonline resource _bcr _2rdacarrier |
| 347 | 6 | 4 |
_atext file _bPDF _2rda |
| 516 | 6 | 4 | _aZDB-2-SMA |
| 516 | 6 | 4 | _aZDB-2-LNM |
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_c60192 _d60192 |
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