Titlebook: In Memoriam Marc Yor - Séminaire de Probabilités XLVII; Catherine Donati-Martin,Antoine Lejay,Alain Rouaul Book 2015 Springer Internationa

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书目名称In Memoriam Marc Yor - Séminaire de Probabilités XLVII影响因子(影响力)学科排名




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书目名称In Memoriam Marc Yor - Séminaire de Probabilités XLVII被引频次学科排名




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书目名称In Memoriam Marc Yor - Séminaire de Probabilités XLVII读者反馈学科排名

moratorium

Sticky Particles and Stochastic Flows,of viscosity and molecular diffusivity, pairs of particles exhibit the phenomena of stickiness when they meet. In this paper we characterise the motion of an arbitrary number of particles in a simplified version of their model.

厚颜无耻

Patterns in Random Walks and Brownian Motion,roblem, we derive the asymptotics of the expected waiting time for several interesting patterns. These suggest corresponding results on the existence/non-existence of continuous paths embedded in Brownian motion. With further effort we are able to prove some of these existence and non-existence resu

事与愿违

On Inversions and Doob ,-Transforms of Linear Diffusions,Doob .-transform of the law of ., where . is a positive harmonic function for the infinitesimal generator of . on .. We provide a construction of .. as a deterministic inversion .(.) of ., time changed with some random clock. Such inversions generalize the Euclidean inversions that intervene when .

形状

On ,-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero,died. The limit processes are .-transforms of the process stopped upon hitting zero, where .’s are the ground state, the scale function, and the renormalized zero-resolvent. Several properties of the .-transforms are investigated.

antiandrogen

On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtrati random time or initially with a random variable. In both situations, under suitable conditions, we present a .-optional semimartingale decomposition for .-local martingales. Our study is then applied to the question of how an arbitrage-free semimartingale model is affected when stopped at the rando

帽子

天赋

柔美流畅

On ,-Finite Measures Related to the Martin Boundary of Recurrent Markov Chains, measure related to penalisations of different stochastic processes, including the Brownian motion in dimension 1 or 2, and a large class of linear diffusions. In the last chapter of the monograph, we define similar measures from recurrent Markov chains satisfying some technical conditions. In the p

DAFT