Seminaire de Probabilites LI

Seminaire de Probabilites LI

Donati-Martin, Catherine; Rouault, Alain; Lejay, Antoine

Springer Nature Switzerland AG

05/2022

398

Mole

Inglês

9783030964085

15 a 20 dias

623

Descrição não disponível.
- 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.
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Filtrations;Markov Process;Large Deviations;Quantum Probabilities;SPDE;Rough Paths Theory;Markov Chains