Séminaire de Probabilités XLI

By C. Donati-Martin

A. Dermoune, Ph. Heinrich: Spectral gap for a colored disordered lattice gas.-D. F?ral: On large deviations for the spectral measure of discrete Coulomb gas.- O. Khorunzhiy: Estimates for moments of random matrices with Gaussian elements.- M. Capitaine, M. Casalis: Geometric interpretation of the cumulants for random matrices previously defined as convolutions on the symmetric group.- A. Kyprianou, Z. Palmowski: Fluctuations of spectrally negative Markov additive processes.- J. Bertoin, A. Lindner, R. Maller: On continuity properties of the law of integrals of L?vy processes.- D. Baraka, T. S. Mountford: A law of the iterated logarithm for fractional Brownian motions.- I. Nourdin: A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimensio local time in R1.- I. Bailleul: Une preuve simple d'un r?sultat de Dufresne.- L. Serlet: Creation or deletion of a drift on a Brownian trajectory.- A. M. G. Cox: Extending Chacon-Walsh: minimality and generalised starting distributions.- J. Brossard, C. Leuridan: Transformations browniennes et compl?ments ind?pendants: r?sultats et probl?mes ouverts.- J.-C. Gruet: Hyperbolic random walks.- D. Bakry, N. Huet: The hypergroup property and representation of Markov kernels.- D. Williams: A new look at 'Markovian' Wiener-Hopf theory.- F. Bolley: Separability and completeness for the Wasserstein distance.- N. Privault: A probabilistic interpretation to the symmetries of a discrete heat equation.- S. Kaji: On tail distributions of supremum and quadratic variation of c?dl?g local martingales.- P. Friz, N. Victoir: The Burkholder-Davis-Gundy inequality for enhanced martingales.- Yu. Kabanov, C. Stricker: On martingale selectors of conevalued processes.- I. Klein: No asymptotic freelunch reviewed in the light of Orlicz spaces.- M. R?sonyi: New methods in the arbitrage theory of financial markets with transaction costs.

• Format: Paperback
• Language: English
• ISBN: 3540779124
• ISBN13: 9783540779124
• Release Date: May 2008
• Publisher: Springer
• Length: 462 Pages
• Weight: 1.54 lbs.
• Dimensions: 1.0" x 6.1" x 9.1"