TitleSรฉminaire de Probabilitรฉs XXXIII [electronic resource] / edited by Jacques Azรฉma, Michel รmery, Michel Ledoux, Marc Yor
ImprintBerlin, Heidelberg : Springer Berlin Heidelberg, 1999
Connect tohttp://dx.doi.org/10.1007/BFb0096508
Descript VIII, 418 p. online resource

CONTENT

Dynamics of stochastic approximation algorithms -- Simulated annealing algorithms and Markov chains with rare transitions / Algorithmes de recuit simulรฉ et chaรฎnes de Markov ร  transitions rares -- Concentration of measure and logarithmic Sobolev inequalities -- Une simplification de l'argument de Tsirelson sur le caractere non-brownien des processus de walsh -- On certain probabilities equivalent to Wiener measure, d'Aprรจs Dubins, Feldman, Smorodinsky and Tsirelson -- On certain probabilities equivalent to Coin-Tossing, d'Aprรจs Schachermayer -- On the joining of sticky brownian motion -- Brownian filtrations are not stable under equivalent time-changes -- The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane -- A remark on Tsirelson's stochastic differential equation -- Appendice ร  l'exposรฉ prรฉcรฉdent: La filtration naturelle du mouvement brownien indexรฉ par ? dans une variรฉtรฉ compacte -- A stochastic differential equation with a unique (up to indistinguishability) but not strong solution -- Some remarks on the uniform integrability of continuous martingales -- An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales -- A short proof of decomposition of strongly reduced martingales -- Some remarks on L?, H? and BMO -- A bipolar theorem for -- Barycentre canonique pour un espace mรฉtrique ร  courbure nรฉgative -- Dualitรฉ du problรจme des marges et ses applications -- The distribution of local times of a Brownian bridge -- Paths of finitely additive Brownian Motion need not be bizarre -- A limit theorem for the prediction process under absolute continuity -- Processus gouvernรฉs par des noyaux -- Sur l'hypercontractivite des semi-groupes ultraspheriques -- An addendum to a remark on Slutsky's theorem -- Theoremes limites pour les temps locaux d'un processus stable symetrique


SUBJECT

  1. Mathematics
  2. Computer science
  3. Probabilities
  4. Mathematics
  5. Probability Theory and Stochastic Processes
  6. Computer Science
  7. general