Séminaire de Probabilités LI

Catherine Donati-Martin, Antoine Lejay, Alain Rouault (Herausgeber)

Buch | Softcover

VIII, 398 Seiten

2022 | 1st ed. 2022
Springer International Publishing (Verlag)
978-3-030-96408-5 (ISBN)

Artikel merken

This volume presents a selection of texts that reflects the current research streams in probability, with an interest toward topics such as filtrations, Markov processes and Markov chains as well as large deviations, Stochastic Partial Differential equations, rough paths theory, quantum probabilities and percolation on graphs.
The featured contributors are R. L. Karandikar and B. V. Rao, C. Leuridan, M. Vidmar, L. Miclo and P. Patie, A. Bernou, M.-E. Caballero and A. Rouault, J. Dedecker, F. Merlevède and E. Rio, F. Brosset, T. Klein, A. Lagnoux and P. Petit, C. Marinelli and L. Scarpa, C. Castaing, N. Marie and P. Raynaud de Fitte, S. Attal, J. Deschamps and C. Pellegrini, and N. Eisenbaum.

- 1. Stochastic Integrals and Two Filtrations. - 2. Filtrations Associated to Some Two-to-One Transformations. - 3. Exit Problems for Positive Self-Similar Markov Processes with One-Sided Jumps. - 4. On Intertwining Relations Between Ehrenfest, Yule and Ornstein-Uhlenbeck Processes. - 5. On Subexponential Convergence to Equilibrium of Markov Processes. - 6. Invariance Principles for Clocks. - 7. Criteria for Borel-Cantelli Lemmas with Applications to Markov Chains and Dynamical Systems. - 8. Large Deviations at the Transition for Sums of Weibull-Like Random Variables. - 9. Well-Posedness of Monotone Semilinear SPDEs with Semimartingale Noise. - 10. Sweeping Processes Perturbed by Rough Signals. - 11. Classical Noises Emerging from Quantum Environments. - 12. Percolation of Repulsive Particles on Graphs.

Erscheinungsdatum	15.05.2022
Reihe/Serie	Lecture Notes in Mathematics
Reihe/Serie	Séminaire de Probabilités
Zusatzinfo	VIII, 398 p. 2 illus.
Verlagsort	Cham
Sprache	englisch
Maße	155 x 235 mm
Gewicht	623 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
Schlagworte	Filtrations • large deviations • markov chains • Markov process • Quantum Probabilities • rough paths theory • SPDE
ISBN-10	3-030-96408-6 / 3030964086
ISBN-13	978-3-030-96408-5 / 9783030964085
Zustand	Neuware