Ebook: 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 XXXIII 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.

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Besides topics traditionally found in the S?minaire de Probabilit?s (Martingale Theory, Stochastic Processes, questions of general interest in Probability Theory), this volume XXXIII 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.

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Besides topics traditionally found in the S?minaire de Probabilit?s (Martingale Theory, Stochastic Processes, questions of general interest in Probability Theory), this volume XXXIII 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.
Content:
Front Matter....Pages -
Dynamics of stochastic approximation algorithms....Pages 1-68
Simulated annealing algorithms and Markov chains with rare transitions....Pages 69-119
Concentration of measure and logarithmic Sobolev inequalities....Pages 120-216
Une simplification de l'argument de Tsirelson sur le caractere non-brownien des processus de walsh....Pages 217-220
On certain probabilities equivalent to Wiener measure, d'Apr?s Dubins, Feldman, Smorodinsky and Tsirelson....Pages 221-239
On certain probabilities equivalent to Coin-Tossing, d'Apr?s Schachermayer....Pages 240-256
On the joining of sticky brownian motion....Pages 257-266
Brownian filtrations are not stable under equivalent time-changes....Pages 267-276
The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane....Pages 277-290
A remark on Tsirelson's stochastic differential equation....Pages 291-303
Appendice ? l'expos? pr?c?dent: La filtration naturelle du mouvement brownien index? par ? dans une vari?t? compacte....Pages 304-314
A stochastic differential equation with a unique (up to indistinguishability) but not strong solution....Pages 315-326
Some remarks on the uniform integrability of continuous martingales....Pages 327-333
An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales....Pages 334-338
A short proof of decomposition of strongly reduced martingales....Pages 339-341
Some remarks on L?, H? and BMO....Pages 342-348
Barycentre canonique pour un espace m?trique ? courbure n?gative....Pages 349-354
Dualit? du probl?me des marges et ses applications....Pages 355-370
The distribution of local times of a Brownian bridge....Pages 371-387
Paths of finitely additive Brownian Motion need not be bizarre....Pages 388-394
A limit theorem for the prediction process under absolute continuity....Pages 395-396
Processus gouvern?s par des noyaux....Pages 397-404
Sur l'hypercontractivite des semi-groupes ultraspheriques....Pages 405-409
An addendum to a remark on Slutsky's theorem....Pages 410-414
Theoremes limites pour les temps locaux d'un processus stable symetrique....Pages 415-416
....Pages 417-418