Séminaire de probabilités XXXV
By: J. Azéma... [et al.], eds
Contributors: Azéma, J
Series: Lecture notes in mathematics -- 1755; Lecture notes in mathematics (Springer-Verlag) -- 1755
Publisher: Springer
Published: 2001
Place of publication: Berlin; New York
Language: eng
Number of pages: 424
Subjects: Probabilities -- Congresses
Genres: Congresses
Description: Researchers and graduate students in the theory of stochastic processes will find in this 35th volume some thirty articles on martingale theory, martingales and finance, analytical inequalities and semigroups, stochastic differential equations, functionals of Brownian motion and of Lévy processes. Ledoux's article contains a self-contained introduction to the use of semigroups in spectral gaps and logarithmic Sobolev inequalities; the contribution by Emery and Schachermayer includes an exposition for probabilists of Vershik's theory of backward discrete filtrations.
Notes: Includes bibliographical references

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