Séminaire de Probabilités: Specialized courses
From the very beginning, some articles to the Séminaire de Probabilités have been dedicated to give some overviews of some subjects, or a new presentation of known results. From Volume 33, the Séminaire de Probabilités started a series of specialized courses for students or researchers.
All specialized courses at level Master 2 or higher on recent topics in probability are welcomed.
Here is a list a already published courses from 1999:
- Lectures on Gaussian approximations with Malliavin calculus, Ivan Nourdin, Vol. 45, 3-89, LNM 2078 (2013) [Springer].
- Representation Formulae for Fractional Brownian Motion, Jean Picard, Vol. 43, 3-70, LNM 2006 (2011) [Springer].
- Yet another introduction to rough paths, Antoine Lejay, Vol. 42, 1-101, LNM 1979 (2009) [Springer].
- An introduction to (stochastic) calculus with respect to fractional Brownian motion, Laure Coutin, Vol. 40, 3-65, LNM 1899 (2007) [Springer, Mathscinet, Zbl].
- An introduction to rough paths, Antoine Lejay, Vol. 37, 1-59, LNM 1832 (2003) [Springer, Mathscinet, Zbl].
- Random matrices, non-colliding processes and queues, Neil O'Connell, Vol. 36, 165-182, LNM 1801 (2003) [Springer, Mathscinet, Zbl].
- Matrices aléatoires statistique asymptotique des valeurs propres, Leonid Pastur and Antoine Lejay, Vol. 36, 135-164, LNM 1801 (2003) [Springer, Mathscinet, Zbl].
- Lectures on logarithmic Sobolev inequalities, Alice Guionnet and Bogusław Zegarliński, Vol. 36, 1-134, LNM 1801 (2003) [Springer, Mathscinet, Zbl].
- Branching and interacting particle systems. Approximations of Feynman-Kac formulae with applications to non-linear filtering, Pierre Del Moral and Laurent Mіclo, Vol. 34, 1-145, LNM 1729 (2000) [Numdam, Springer, Mathscinet, Zbl].
- Concentration of measure and logarithmic Sobolev inequalities, Michel Ledoux, Vol. 33, 120-216, LNM 1709 (1999) [Numdam, Springer, Mathscinet, Zbl].
- Simulated annealing algorithms and Markov chains with rare transitions, Olivier Catoni, Vol. 33, 69-119, LNM 1709 (1999) [Numdam, Springer, Mathscinet, Zbl].
- Dynamics of stochastic approximation algorithms, Michel Benaïm, Vol. 33, 1-68, LNM 1709 (1999) [Numdam, Springer, Mathscinet, Zbl].
Last update of this web page: September 17, 2018