Marc Yor.
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In Memoriam Paul-André Meyer – Séminaire de Probabilités XXXIX

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In Memoriam Paul-André Meyer – Séminaire de Probabilités XXXIX

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Local Times and Excursion Theory for Brownian Motion: A Tale of Wiener and Itô Measures

Original price was: ₹3,948.00.Current price is: ₹3,159.00.
Both local times and excursion theory are usually discussed in much longer texts. We examine these topics in relation to readersÂ’ basic knowledge of stochastic processes Presents interesting applications of excursion theory Similarly with local times of Brownian motion Includes supplementary material: sn.pub/extras
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Local Times and Excursion Theory for Brownian Motion: A Tale of Wiener and Itô Measures

Original price was: ₹3,948.00.Current price is: ₹3,159.00.
Both local times and excursion theory are usually discussed in much longer texts. We examine these topics in relation to readersÂ’ basic knowledge of stochastic processes Presents interesting applications of excursion theory Similarly with local times of Brownian motion Includes supplementary material: sn.pub/extras
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Penalising Brownian Paths

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Penalising a process is to modify its distribution with a limiting procedure, thus defining a new process whose properties differ somewhat from those of the original one. We are presenting a number of examples of such penalisations in the Brownian and Bessel processes framework.
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Penalising Brownian Paths

Original price was: ₹5,511.00.Current price is: ₹4,410.00.
Penalising a process is to modify its distribution with a limiting procedure, thus defining a new process whose properties differ somewhat from those of the original one. We are presenting a number of examples of such penalisations in the Brownian and Bessel processes framework.
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Random Times and Enlargements of Filtrations in a Brownian Setting

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Random Times and Enlargements of Filtrations in a Brownian Setting

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Séminaire de Probabilités XV. 1979/80: Avec table generale des exposes de 1966/67 a 1978/79

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Séminaire de Probabilités XV. 1979/80: Avec table generale des exposes de 1966/67 a 1978/79

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Séminaire de Probabilités XVII 1981/82: Proceedings

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Séminaire de Probabilités XVII 1981/82: Proceedings

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Séminaire de Probabilités XXXII

Original price was: ₹5,511.00.Current price is: ₹4,410.00.
All the papers in the volume are original research papers, discussing fundamental properties of stochastic processes. The topics under study (martingales, filtrations, path properties, etc.) represent an important part of the current research performed in 1996-97 by various groups of probabilists in France and abroad.
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Séminaire de Probabilités XXXII

Original price was: ₹5,511.00.Current price is: ₹4,410.00.
All the papers in the volume are original research papers, discussing fundamental properties of stochastic processes. The topics under study (martingales, filtrations, path properties, etc.) represent an important part of the current research performed in 1996-97 by various groups of probabilists in France and abroad.
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Séminaire de Probabilités XXXVI

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Séminaire de Probabilités XXXVI

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Séminaire de Probabilités XXXVII

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The 37th Séminaire de Probabilités contains A. Lejay's advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths.
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Séminaire de Probabilités XXXVII

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The 37th Séminaire de Probabilités contains A. Lejay's advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths.
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Séminaire de Probabilités XXXVIII

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Séminaire de Probabilités XXXVIII

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Seminaire de Probabilites XIV: 1978/79

Original price was: ₹4,986.00.Current price is: ₹3,989.00.
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Seminaire de Probabilites XIV: 1978/79

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Seminaire de Probabilites XIX 1983/84: Proceedings

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Seminaire de Probabilites XIX 1983/84: Proceedings

Original price was: ₹4,986.00.Current price is: ₹3,989.00.
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