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020 _a9783540314493
_99783540314493
024 7 _a10.1007/b104072
_2doi
035 _avtls000347681
039 9 _a201509031108
_bVLOAD
_c201405070454
_dVLOAD
_y201402070937
_zstaff
040 _aMX-SnUAN
_bspa
_cMX-SnUAN
_erda
050 4 _aQA273.A1-274.9
100 1 _aÉmery, Michel.
_eeditor.
_9329372
245 1 0 _aSéminaire de Probabilités XXXVIII /
_cedited by Michel Émery, Michel Ledoux, Marc Yor.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2005.
300 _aIx, 394 páginas Also available online.
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
490 0 _aLecture Notes in Mathematics, Séminaire de Probabilités,
_x1617-9692 ;
_v1857
500 _aSpringer eBooks
505 0 _aProcessus de Lévy: R.A. Doney: Tanaka's construction for random walks and Lévy processes -- R.A. Doney: Some excursion calculations for spectrally one-sided Lévy processes -- A.E. Kyprianou, Z. Palmowski: A martingale review of some fluctuation theory for spectrally megative Lévy processes -- M.R. Pistorius: A potential-theoretical review of some exit problems of spectrally negative Lévy processes -- L. Nguyen-Ngoc, M. Yor: Some martingales associated to reflected Lévy processes -- K.B. Erickson, R.A. Maller: Generalised Ornstein-Uhlenbeck processes and the convergence of Lévy integrals -- Autres Exposés: P. Fougères: Spectral gap for log-concave probability measures on the real line -- L. Godefroy: Propriété 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. Bühler: 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. Benchérif-Madani, É. Pardoux: Homogenization of a diffusion with locally periodic coefficients.
520 _aBesides 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 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.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700 1 _aLedoux, Michel.
_eeditor.
_9323816
700 1 _aYor, Marc.
_eeditor.
_9323319
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9783540239734
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/b104072
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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