{"product_id":"9783319003207","title":"S\u0026#233;minaire de Probabilit\u0026#233;s (Lecture Notes in Mathematics) \u003cVol. 2078\u003e","description":"The series of advanced courses initiated in Séminaire de Probabilités XXXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus. The Séminaire also occasionally publishes a series of contributions on a unifying subject; in this spirit, selected participants to the September 2011 Conference on Stochastic Filtrations, held in Strasbourg and organized by Michel Émery, have also contributed to the present volume. The rest of the work covers a wide range of topics, such as stochastic calculus and Markov processes, random matrices and free probability, and combinatorial optimization. Special Course: \u003ci\u003eI. Nourdin:\u003c\/i\u003e Lectures on Gaussian approximations with Malliavin calculus.- Other Contributions: \u003ci\u003eV. Prokaj:\u003c\/i\u003e Some sufficient conditions for the ergodicity of the Lévy-transformation.- \u003ci\u003eS. Laurent:\u003c\/i\u003e Vershik's intermediate level standardness criterion and the scale of an automorphism.- \u003ci\u003eC. Dellacherie and M. Émery:\u003c\/i\u003e Filtrations indexed by ordinals; application to a conjecture of \u003ci\u003eS. Laurent.- M. Émery:\u003c\/i\u003e A planar Borel set which divides every Borel product.- \u003ci\u003eJ. Brossard et C. Leuridan:\u003c\/i\u003e Characterising Ocone local martingales with reflections.- \u003ci\u003eH. Hashimoto:\u003c\/i\u003e Approximation and stability of solutions of SDEs driven by a symmetric a stable process with non-Lipschitz coefficients.- \u003ci\u003eC. Cuchiero and Josef Teichman:\u003c\/i\u003e Path properties and regularity of affine processes on general state spaces.- \u003ci\u003eE. Jacob:\u003c\/i\u003e Langevin process reflected on a partially elastic boundary II.- \u003ci\u003eR. Doney and S. Vakeroudis:\u003c\/i\u003e Windings of planar stable processes.- \u003ci\u003eA. Sokol:\u003c\/i\u003e Elementary proof that the first hitting time of an open set by a jump process is a stopping time.- \u003ci\u003eL. Döring\u003c\/i\u003e \u003ci\u003eand M. Roberts:\u003c\/i\u003e Catalytic branching processes via spine techniques and renewal theory.- \u003ci\u003eS. Bourguin and C. Tudor:\u003c\/i\u003e Malliavin calculus and self normalized sums.- \u003ci\u003eP. Catuogno, D. Ledesma and P. Ruffino:\u003c\/i\u003e A note on stochastic calculus in vector bundles.- \u003ci\u003eG. Pagès:\u003c\/i\u003e Functional co-monotony of processes with an application to peacocks.- \u003ci\u003eS. Noreddine:\u003c\/i\u003e Fluctuations of the traces of complex-valued iid random matrices.- \u003ci\u003eJ. Ortmann:\u003c\/i\u003e Functionals of the Free Brownian motion.- \u003ci\u003eL. Miclo and P. Monmarche〓:\u003c\/i\u003e Étude de processus moins indécis que les autres.- \u003ci\u003eF. Barthe and C. Bordenave: \u003c\/i\u003e Combinatorial optimization over two random point sets.- \u003ci\u003eI. Kortchemski:\u003c\/i\u003e A simple proof of Duquesne's theorem on contour processes of conditioned Galton-Watson trees.","brand":"Springer","offers":[{"title":"Default Title","offer_id":49662855119096,"sku":"00000_00000_00000_00000","price":107.69,"currency_code":"AUD","in_stock":true}],"url":"https:\/\/kinokuniya.com.au\/products\/9783319003207","provider":"Books Kinokuniya Australia","version":"1.0","type":"link"}