Browse by: Author name - Classification - Keywords - Nature

XLV: 01, 3-89, LNM 2078 (2013)
Lectures on Gaussian Approximations with Malliavin Calculus (Limit Theorems)
Nature: Original
XLV: 02, 93-121, LNM 2078 (2013)
PROKAJ, Vilmos
Some Sufficient Conditions for the Ergodicity of the Lévy Transformation (Theory of processes)
Keywords: Ergodic theory, Lévy process
Nature: Original
XLV: 03, 123-139, LNM 2078 (2013)
LAURENT, Stéphane
Vershik's Intermediate Level Standardness Criterion and the Scale of an Automorphism
Keywords: Filtration, Vershik standardness criterion
Nature: Original
XLV: 04, 141-157, LNM 2078 (2013)
Filtrations Indexed by Ordinals; Application to a Conjecture of S. Laurent
Keywords: Filtration
Nature: Original
XLV: 05, 159-165, LNM 2078 (2013)
ÉMERY, Michel
A Planar Borel Set Which Divides Every Non-negligible Borel Product
Keywords: Filtration
Nature: Original
XLV: 06, 167-180, LNM 2078 (2013)
BROSSARD, Jean; LEURIDAN, Christophe
Characterising Ocone Local Martingales with Reflections (Theory of processes)
Keywords: Ocone matingales, reflection principle
Nature: Original
XLV: 07, 181-199, LNM 2078 (2013)
Approximation and Stability of Solutions of SDEs Driven by a Symmetric $\alpha$-Stable Process with Non-Lipschitz Coefficients (Theory of processes)
Keywords: $\alpha$-stable processes, Euler-Maruyama approximation, stability of solution
Nature: Original
XLV: 08, 201-244, LNM 2078 (2013)
Path Properties and Regularity of Affine Processes on General State Spaces (Theory of processes)
Keywords: affine processes, path properties, regularity, Markov semimartingales
Nature: Original
XLV: 09, 245-275, LNM 2078 (2013)
JACOB, Emmanuel
Langevin Process Reflected on a Partially Elastic Boundary II (Theory of processes)
Keywords: Langevin process, second order reflection, recurrent extension, excursion measure, stochastic differential equations, $h$-transform
Nature: Original
XLV: 10, 277-300, LNM 2078 (2013)
Windings of Planar Stable Processes (Theory of processes)
Keywords: Stable processes, Lévy processes, Brownian motion, windings, exit time from a cone, Spitzer's Theorem, skew-product representation, Lamperti's relation, Law of the Iterated Logarithm for small times
Nature: Original
XLV: 11, 301-304, LNM 2078 (2013)
SOKOL, Alexander
An Elementary Proof that the First Hitting Time of an Open Set by a Jump Process is a Stopping Time (Theory of processes)
Keywords: Stopping time, Jump process, First hitting time
Nature: Original
XLV: 12, 305-322, LNM 2078 (2013)
DÖRING, Leif; ROBERTS, Matthew I.
Catalytic Branching Processes via Spine Techniques and Renewal Theory
Keywords: Branching processes, renewal theorem
Nature: Original
XLV: 13, 323-351, LNM 2078 (2013)
BOURGUIN, Solesne; TUDOR, Ciprian A.
Malliavin Calculus and Self Normalized Sums (Theory of processes)
Keywords: Malliavin calculus, Stein's method, self-normalized sums, limit theorems, multiple stochastic integrals, chaos expansions
Nature: Original
XLV: 14, 353-364, LNM 2078 (2013)
CATUOGNO, Pedro J.; LEDESMA, Diego S.; RUFFINO, Paulo R.
A Note on Stochastic Calculus in Vector Bundles (Theory of processes)
Keywords: Vector bundles, global analysis, stochastic calculus
Nature: Original
XLV: 15, 365-400, LNM 2078 (2013)
PAGÈS, Gilles
Functional Co-monotony of Processes with Applications to Peacocks and Barrier Options (Theory of processes)
Keywords: Co-monotony, antithetic simulation method, processes with independent increments, Liouville processes, fractional Brownian motion, Asian options, sensitivity, barrier options
Nature: Original
XLV: 16, 401-431, LNM 2078 (2013)
Fluctuations of the Traces of Complex-Valued Random Matrices (Non commutative probability theory)
Keywords: Random matrices, Central limit theorem
Nature: Original
XLV: 17, 433-458, LNM 2078 (2013)
ORTMANN, Janosch
Functionals of the Brownian Bridge (Non commutative probability theory)
Keywords: free Brownian bridge, semicircular random variables
Nature: Original
XLV: 18, 459-481, LNM 2078 (2013)
MICLO, Laurent; MONMARCHÉ, Pierre
Étude spectrale minutieuse de processus moins indécis que les autres (Theory of processes)
Keywords: Non-reversible Markov processes,convergence to equilibrium
Nature: Original
XLV: 19, 483-535, LNM 2078 (2013)
BARTHE, Franck; BORDENAVE, Charles
Combinatorial Optimization Over Two Random Point Sets
Keywords: combinatorial optimization, minimal matching, geometric probability
Nature: Original
XLV: 20, 537-558, LNM 2078 (2013)
A Simple Proof of Duquesne's Theorem on Contour Processes of Conditioned Galton-Watson Trees
Keywords: Conditioned Galton-Watson tree, Stable continuous random tree, Scaling limit, Invariance principle
Nature: Original