Yet another introduction to rough paths.- Monotonicity of the extremal functions for one-dimensional inequalities of logarithmic Sobolev type.- Non-monotone convergence in the quadratic Wasserstein distance.- On the equation = #x002A;.- Shabat polynomials and harmonic measure.- Radial Dunkl Processes Associated with Dihedral Systems.- Matrix Valued Brownian Motion and a Paper by P#x00F3;lya.- On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable L#x00E9;vy Processes.- L#x00E9;vy Systems and Time Changes.- Self-Similar Branching Markov Chains.- A Spine Approach to Branching Diffusions with Applications to L-Convergence of Martingales.- Penalisation of the Standard Random Walk by a Function of the One-Sided Maximum, of the Local Time, or of the Duration of the Excursions.- Canonical Representation for Gaussian Processes.- Recognising Whether a Filtration is Brownian: a Case Study.- Markovian properties of the spin-boson model.- Statistical properties of Pauli matrices going through noisy channels.- Erratum to: New methods in the arbitrage theory of financial markets with transaction costs, in Seminaire XLI.
Yet another introduction to rough paths.- Monotonicity of the extremal functions for one-dimensional inequalities of logarithmic Sobolev type.- Non-monotone convergence in the quadratic Wasserstein distance.- On the equation = #x002A;.- Shabat polynomials and harmonic measure.- Radial Dunkl Processes Associated with Dihedral Systems.- Matrix Valued Brownian Motion and a Paper by P#x00F3;lya.- On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable L#x00E9;vy Processes.- L#x00E9;vy Systems and Time Changes.- Self-Similar Branching Markov Chains.- A Spine Approach to Branching Diffusions with Applications to L-Convergence of Martingales.- Penalisation of the Standard Random Walk by a Function of the One-Sided Maximum, of the Local Time, or of the Duration of the Excursions.- Canonical Representation for Gaussian Processes.- Recognising Whether a Filtration is Brownian: a Case Study.- Markovian properties of the spin-boson model.- Statistical properties of Pauli matrices going through noisy channels.- Erratum to: New methods in the arbitrage theory of financial markets with transaction costs, in Seminaire XLI.
Besides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions whose topics range from analysis of semi-groups to free probability, via...
The last! This volume closes the Séminaire de Probabilités, a long and rich series that started in 1966 under the name Séminaire de Probabilités de Strasbourg. In addition to a tribute to our...
As usual, some of the contributions to this 44th Séminaire de Probabilités were presented during the Journées de Probabilités held in Dijon in June 2010. The remainder were spontaneous submissions or...
Vingt cinq articles ont été sélectionnés pour leur intérêt historique et scientifique des 14 premiers volumes du Séminaire de Probabilités, tous épuisés.
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