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Book Synopsis

- Part I: In Memoriam Dominique Lépingle.- 1. From Martingales to Multivalued Stochastic Differential Equations in Polyhedral Domains: A Tribute to Dominique Lépingle. - Part II: Regular Contributions.- 2. An Example Driven Introduction to Probabilistic Rough Paths.- 3. Fluctuations of Linear Spectral Statistics of Deformed Wigner Matrices.- 4. Brownian Paths in an Affine Weyl Chamber and Littelmann Paths: What is known and What ought to be.- 5. Strong Solutions to Beta-Jacobi Processes.- 6. On the Helmholtz Decomposition for Finite Markov Processes.- 7. One-Dimensional Discrete Gaussian Markov Processes: Harmonic Decomposition of Invariant Boundary Conditions.- 8. Switching Identities by Probabilistic Means.- 9. An Application of Sparre Andersen’s Fluctuation Theorem for Exchangeable and Sign-Invariant Random Variables.- 10. Precise Asymptotics for the Density and the Upper Tail of Exponential Functionals of Subordinators.- 11. Results for Convergence Rates Associated with Renewal Processes.

Séminaire de Probabilités LII

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    A Paperback by Catherine Donati-Martin

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      View other formats and editions of Séminaire de Probabilités LII by Catherine Donati-Martin

      Publisher: Springer
      Publication Date: 17/05/2025
      ISBN13: 9783031864216, 978-3031864216
      ISBN10:
      Also in:
      Mathematics Probability and statistics

      Description

      Book Synopsis

      - Part I: In Memoriam Dominique Lépingle.- 1. From Martingales to Multivalued Stochastic Differential Equations in Polyhedral Domains: A Tribute to Dominique Lépingle. - Part II: Regular Contributions.- 2. An Example Driven Introduction to Probabilistic Rough Paths.- 3. Fluctuations of Linear Spectral Statistics of Deformed Wigner Matrices.- 4. Brownian Paths in an Affine Weyl Chamber and Littelmann Paths: What is known and What ought to be.- 5. Strong Solutions to Beta-Jacobi Processes.- 6. On the Helmholtz Decomposition for Finite Markov Processes.- 7. One-Dimensional Discrete Gaussian Markov Processes: Harmonic Decomposition of Invariant Boundary Conditions.- 8. Switching Identities by Probabilistic Means.- 9. An Application of Sparre Andersen’s Fluctuation Theorem for Exchangeable and Sign-Invariant Random Variables.- 10. Precise Asymptotics for the Density and the Upper Tail of Exponential Functionals of Subordinators.- 11. Results for Convergence Rates Associated with Renewal Processes.

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