Séminaire de Probabilités XLVIII

Mathias Beiglb?ck, Martin Huesmann and Florian Stebegg: Root to Kellerer.- Nicolas Juillet: Peacocks Parametrised by a Partially Ordered Set.- Convex order for path-dependent derivatives: a dynamic programming approach.- Dai Taguchi: Stability problem for one-dimensional stochastic differential equations with discontinuous drift.- Alexis Devulder: The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential.- M?ty?s Barczy and Peter Kern: A link between Bougerol's identity and a formula due to Donati-Martin, Matsumoto and Yor.- Ismal Bailleul: Large deviation principle for bridges of sub-Riemannian diffus ion processes.- J?rgen Angst and Camille Tardif: D?vissage of a Poisson boundary under equivariance and regularity conditions.- Nicolas Privault: Weitzenb?ck and Clark-Ocone decompositions for differential forms on the space of normal martingales.- Anita Behme, Alexander Lindner and Makoto Maejima: On the range of exponentialfunctionals of L?vy processes.- C?dric Lecouvey and Kilian Raschel: t-Martin boundary of killed random walks in the quadrant.- Christophe Profeta and Thomas Simon: On the harmonic measure of stable processes.- Oleskiy Khorunzhiy: On High Moments of Strongly Diluted Large Wigner Random Matrices.- Songzi Li: Dyson processes on the octonion algebra.- Franck Maunoury: Necessary and sufficient conditions for the existence of a-determinantal processes.- St?phane Laurent: Filtrations of the erased-word processes.- Anna Aksamit and Libo Li: Projections, pseudo-stopping times and the immersion property.- David Applebaum: Stationary Random Fields on the Unitary Dual of a Compact Group.- Wendelin Werner: On the spatial Markov property of soups of unoriented and oriented loops.

• Format: Paperback
• Language: English
• ISBN: 3319444646
• ISBN13: 9783319444642
• Release Date: November 2016
• Publisher: Springer
• Length: 503 Pages
• Weight: 1.58 lbs.
• Dimensions: 1.0" x 6.1" x 9.2"