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Stochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or other), Lévy processes, martingales and probabilistic finance. Other probabilistic themes are also present: large random matrices, statistical mechanics. The contributions in this volume provide a sampling of recent results on these topics. All contributions with the exception of two are written in English language.
Probabilities. --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk --- Matrix theory. --- Distribution (Probability theory. --- Mathematics. --- Statistical physics. --- Linear and Multilinear Algebras, Matrix Theory. --- Probability Theory and Stochastic Processes. --- Game Theory, Economics, Social and Behav. Sciences. --- Complex Systems. --- Statistical Physics and Dynamical Systems. --- Physics --- Math --- Science --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Statistical methods --- Algebra. --- Game theory. --- Dynamical systems. --- Games, Theory of --- Theory of games --- Mathematical models --- Mathematical analysis --- Dynamical systems --- Kinetics --- Mechanics, Analytic --- Force and energy --- Mechanics --- Statics --- Stochastic processes. --- Random processes
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Providing a broad overview of the current state of the art in probability theory and its applications, and featuring an article coauthored by Mark Yor, this volume contains contributions on branching processes, Lévy processes, random walks and martingales and their connection with, among other topics, rough paths, semi-groups, heat kernel asymptotics and mathematical finance.
Mathematics. --- Probabilities. --- Probability Theory and Stochastic Processes. --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk --- Math --- Science --- Distribution (Probability theory. --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities
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The tradition of specialized courses in the Séminaires de Probabilités is continued with A. Lejay's Another introduction to rough paths. Other topics from this 42nd volume range from the interface between analysis and probability to special processes, Lévy processes and Lévy systems, branching, penalization, representation of Gaussian processes, filtrations and quantum probability.
Mathematical Statistics --- Mathematics --- Physical Sciences & Mathematics --- Probabilities --- Stochastic processes --- Mathematics. --- Mathematical analysis. --- Analysis (Mathematics). --- Difference equations. --- Functional equations. --- Operator theory. --- Applied mathematics. --- Engineering mathematics. --- Number theory. --- Probabilities. --- Probability Theory and Stochastic Processes. --- Analysis. --- Applications of Mathematics. --- Number Theory. --- Difference and Functional Equations. --- Operator Theory. --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Number study --- Numbers, Theory of --- Algebra --- Engineering --- Engineering analysis --- Mathematical analysis --- Functional analysis --- Equations, Functional --- Calculus of differences --- Differences, Calculus of --- Equations, Difference --- 517.1 Mathematical analysis --- Math --- Science --- Distribution (Probability theory. --- Global analysis (Mathematics). --- Analysis, Global (Mathematics) --- Differential topology --- Functions of complex variables --- Geometry, Algebraic --- Distribution functions --- Frequency distribution --- Characteristic functions
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In addition to its further exploration of the subject of peacocks, introduced in recent Séminaires de Probabilités, this volume continues the series’ focus on current research themes in traditional topics such as stochastic calculus, filtrations and random matrices. Also included are some particularly interesting articles involving harmonic measures, random fields and loop soups. The featured contributors are Mathias Beiglböck, Martin Huesmann and Florian Stebegg, Nicolas Juillet, Gilles Pags, Dai Taguchi, Alexis Devulder, Mátyás Barczy and Peter Kern, I. Bailleul, Jürgen Angst and Camille Tardif, Nicolas Privault, Anita Behme, Alexander Lindner and Makoto Maejima, Cédric Lecouvey and Kilian Raschel, Christophe Profeta and Thomas Simon, O. Khorunzhiy and Songzi Li, Franck Maunoury, Stéphane Laurent, Anna Aksamit and Libo Li, David Applebaum, and Wendelin Werner. .
Mathematics. --- Probabilities. --- Probability Theory and Stochastic Processes. --- Probability --- Statistical inference --- Math --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk --- Science --- Distribution (Probability theory. --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities
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This 49th volume offers a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France. This includes articles on latest developments on diffusion processes, large deviations, martingale theory, quasi-stationary distribution, random matrices, and many more. All the contributions come from spontaneous submissions and their diversity illustrates the good health of this branch of mathematics. The featured contributors are E. Boissard, F. Bouguet, J. Brossard, M. Capitaine, P. Cattiaux, N. Champagnat, K. Abdoulaye Coulibaly-Pasquier, H. Elad Altman, A. Guillin, P. Kratz, A. Lejay, C. Leuridan, P. McGill, L. Miclo, G. Pagès, E. Pardoux, P. Petit, B. Rajeev, L. Serlet, H. Tsukada, D. Villeomannais and B. Wilbertz.
Mathematics. --- Probabilities. --- Probability Theory and Stochastic Processes. --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk --- Math --- Science --- Distribution (Probability theory. --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities
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This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament to the value and diversity of his work and of his research focus, which covered broad areas of probability theory. The volume also provides personal recollections about him, and an article on his essential role concerning the Doeblin documents. With contributions by P. Salminen, J-Y. Yen & M. Yor; J. Warren; T. Funaki; J. Pitman& W. Tang; J-F. Le Gall; L. Alili, P. Graczyk & T. Zak; K. Yano & Y. Yano; D. Bakry & O. Zribi; A. Aksamit, T. Choulli & M. Jeanblanc; J. Pitman; J. Obloj, P. Spoida & N. Touzi; P. Biane; J. Najnudel; P. Fitzsimmons, Y. Le Jan & J. Rosen; L.C.G. Rogers & M. Duembgen; E. Azmoodeh, G. Peccati & G. Poly, timP-L Méliot, A. Nikeghbali; P. Baldi; N. Demni, A. Rouault & M. Zani; N. O'Connell; N. Ikeda & H. Matsumoto; A. Comtet & Y. Tourigny; P. Bougerol; L. Chaumont; L. Devroye & G. Letac; D. Stroock and M. Emery.
Distribution (Probability theory. --- Probability Theory and Stochastic Processes. --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Probabilities. --- Mathematics. --- Math --- Science --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk
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This milestone 50th volume of the "Séminaire de Probabilités" pays tribute with a series of memorial texts to one of its former editors, Jacques Azéma, who passed away in January. The founders of the "Séminaire de Strasbourg", which included Jacques Azéma, probably had no idea of the possible longevity and success of the process they initiated in 1967. Continuing in this long tradition, this volume contains contributions on state-of-art research on Brownian filtrations, stochastic differential equations and their applications, regularity structures, quantum diffusion, interlacing diffusions, mod-Ø convergence, Markov soup, stochastic billiards and other current streams of research. .
Probabilities. --- Probability Theory and Stochastic Processes. --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk
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Probabilities. --- Mathematics. --- Math --- Science --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk --- Probabilitats --- Càlcul de probabilitats --- Inferència estadística --- Probabilitat --- Combinatòria (Matemàtica) --- Lògica --- Lògica matemàtica --- Anàlisi de sèries temporals --- Correlació (Estadística) --- Descomposició (Matemàtica) --- Distribució (Teoria de la probabilitat) --- Fiabilitat (Enginyeria) --- Funcions característiques --- Geometria estocàstica --- Incertesa (Teoria de la informació) --- Integrals de camí --- Jocs d'atzar (Matemàtica) --- Mitjana (Estadística) --- Probabilitats combinatòries --- Processos estocàstics --- Sort --- Teoremes de límit (Teoria de probabilitats) --- Teoria matemàtica de la comunicació --- Variables aleatòries --- Atzar --- Risc (Economia) --- Teoria ergòdica
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