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雷达卡
Editors: Catherine Donati-Martin, Antoine Lejay, Alain Rouault
Provides a broad insight into current, high level research in probability theory
Continues the exploration of the subject of peacocks from previous volumes
Includes new material on harmonic measures, random fields and loop soups
In addition to its further exploration of the subject of peacocks, introduced in recent Séminaires de Probabilités, this volume continues the series’ focus on current research themes in traditional topics such as stochastic calculus, filtrations and random matrices. Also included are some particularly interesting articles involving harmonic measures, random fields and loop soups. The featured contributors are Mathias Beiglböck, Martin Huesmann and Florian Stebegg, Nicolas Juillet, Gilles Pags, Dai Taguchi, Alexis Devulder, Mátyás Barczy and Peter Kern, I. Bailleul, Jürgen Angst and Camille Tardif, Nicolas Privault, Anita Behme, Alexander Lindner and Makoto Maejima, Cédric Lecouvey and Kilian Raschel, Christophe Profeta and Thomas Simon, O. Khorunzhiy and Songzi Li, Franck Maunoury, Stéphane Laurent, Anna Aksamit and Libo Li, David Applebaum, and Wendelin Werner.
Table of contents (19 chapters)
Front Matter
Root to Kellerer
Peacocks Parametrised by a Partially Ordered Set
Convex Order for Path-Dependent Derivatives: A Dynamic Programming Approach
Stability Problem for One-Dimensional Stochastic Differential Equations with Discontinuous Drift
The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential
A Link Between Bougerol’s Identity and a Formula Due to Donati-Martin, Matsumoto and Yor
Large Deviation Principle for Bridges of Sub-Riemannian Diffusion Processes
Dévissage of a Poisson Boundary Under Equivariance and Regularity Conditions
Weitzenböck and Clark-Ocone Decompositions for Differential Forms on the Space of Normal Martingales
On the Range of Exponential Functionals of Lévy Processes
t-Martin Boundary of Killed Random Walks in the Quadrant
On the Harmonic Measure of Stable Processes
On High Moments of Strongly Diluted Large Wigner Random Matrices
Dyson Processes on the Octonion Algebra
Necessary and Sufficient Conditions for the Existence of α-Determinantal Processes
Filtrations of the Erased-Word Processes
Projections, Pseudo-Stopping Times and the Immersion Property
Stationary Random Fields on the Unitary Dual of a Compact Group
On the Spatial Markov Property of Soups of Unoriented and Oriented Loops
Back Matter
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