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020 _a9783540464136
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024 7 _a10.1007/BFb0103797
_2doi
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
072 7 _aPBT
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072 7 _aMAT029000
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082 0 4 _a519.2
_223
245 1 0 _aSéminaire de Probabilités XXXIV
_h[electronic resource] /
_cedited by Jacques Azéma, Michel Ledoux, Michel Émery, Marc Yor.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg :
_bImprint: Springer,
_c2000.
300 _aVIII, 440 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSéminaire de Probabilités,
_x0720-8766 ;
_v1729
505 0 _aBranching and interacting particle systems approximations of feynman-kac formulae with applications to non-linear filtering -- Exponential inequalities for bessel processes -- On sums of iid random variables indexed by N parameters -- Series of iterated quantum stochastic integrals -- p-variation for families of local times on lines -- Large deviations for some poisson random integrals -- Formes de Dirichlet sur un Espace de Wiener-Poisson. Application au grossissement de filtration -- Saturations of gambling houses -- Convergence of a ‘gibbs-boltzmann’ random measure for a typed branching diffusion -- Time dependent subordination and markov processes with jumps -- Marked excursions and random trees -- Laws of the iterated logarithm for the Brownian snake -- On the Onsager-Machlup functional for elliptic diffusion processes -- A unified approach to several inequalities for gaussian and diffusion measures -- Trous spectraux pour certains algorithmes de Métropolis sur ? -- Comportement asymptotique des fonctions harmoniques sur les arbres -- Asymptotic estimates for the first hitting time of fluctuating additive functionals of Brownian motion -- Monotonicity property for a class of semilinear partial differential equations -- Fast sets and points for fractional Brownian motion -- Some invariance properties (of the laws) of Ocone’s martingales.
520 _aThis volume contains 19 contributions to various subjects in the theory of (commutative and non-commutative) stochastic processes. It also provides a 145-page graduate course on branching and interacting particle systems, with applications to non-linear filtering, by P. del Moral and L. Miclo.
650 0 _aDistribution (Probability theory.
650 1 4 _aProbability Theory and Stochastic Processes.
_0http://scigraph.springernature.com/things/product-market-codes/M27004
700 1 _aAzéma, Jacques.
_eeditor.
_4edt
_4http://id.loc.gov/vocabulary/relators/edt
700 1 _aLedoux, Michel.
_eeditor.
_4edt
_4http://id.loc.gov/vocabulary/relators/edt
700 1 _aÉmery, Michel.
_eeditor.
_4edt
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700 1 _aYor, Marc.
_eeditor.
_4edt
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710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
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776 0 8 _iPrinted edition:
_z9783540673149
830 0 _aSéminaire de Probabilités,
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856 4 0 _uhttps://doi.org/10.1007/BFb0103797
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