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Séminaire de probabilités XXXIII

Besides topics traditionally found in the Séminaire de Probabilités (Martingale Theory, Stochastic Processes, questions of general interest in Probability Theory), this volume Mathematical Physics and MathematicsXIII presents nine contributions to the study of filtrations up to isomorphism. It also...

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Detalles Bibliográficos
Autores principales: Azéma, Jacques, Émery, Michel, Ledoux, Michel, Yor, Marc
Lenguaje:fre
Publicado: Springer 1999
Materias:
Acceso en línea:https://dx.doi.org/10.1007/BFb0096508
http://cds.cern.ch/record/1695941
Descripción
Sumario:Besides topics traditionally found in the Séminaire de Probabilités (Martingale Theory, Stochastic Processes, questions of general interest in Probability Theory), this volume Mathematical Physics and MathematicsXIII presents nine contributions to the study of filtrations up to isomorphism. It also contains three graduate courses: Dynamics of stochastic algorithms, by M. Benaim; Simulated annealing algorithms and Markov chains with rare transitions, by O. Catoni; and Concentration of measure and logarithmic Sobolev inequalities, by M. Ledoux. These up to date courses present the state of the art in three matters of interest to students in theoretical or applied Probability Theory, and to researchers as well.