Séminaire de Probabilités XLIV (Record no. 102594)

000 -LEADER
fixed length control field 04021nam a22004935i 4500
001 - CONTROL NUMBER
control field 978-3-642-27461-9
003 - CONTROL NUMBER IDENTIFIER
control field DE-He213
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20140220083308.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
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020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783642274619
-- 978-3-642-27461-9
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1007/978-3-642-27461-9
Source of number or code doi
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA273.A1-274.9
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA274-274.9
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBT
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBWL
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code MAT029000
Source bisacsh
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.2
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Donati-Martin, Catherine.
Relator term editor.
245 10 - TITLE STATEMENT
Title Séminaire de Probabilités XLIV
Medium [electronic resource] /
Statement of responsibility, etc edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault.
264 #1 -
-- Berlin, Heidelberg :
-- Springer Berlin Heidelberg :
-- Imprint: Springer,
-- 2012.
300 ## - PHYSICAL DESCRIPTION
Extent VIII, 469 p. 17 illus., 10 illus. in color.
Other physical details online resource.
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-- txt
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-- computer
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-- rdamedia
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-- online resource
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-- text file
-- PDF
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490 1# - SERIES STATEMENT
Series statement Lecture Notes in Mathematics,
International Standard Serial Number 0075-8434 ;
Volume number/sequential designation 2046
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Context trees, variable length Markov chains and dynamical sources -- Martingale property of generalized stochastic exponentials -- Some classes of proper integrals and generalized Ornstein-Uhlenbeck processes -- Martingale representations for diffusion processes and backward stochastic differential equations -- Quadratic Semimartingale BSDEs Under an Exponential Moments Condition -- The derivative of the intersection local time of Brownian motion through Wiener chaos -- On the occupation times of Brownian excursions and Brownian loops -- Discrete approximation to solution flows of Tanaka’s SDE related to Walsh Brownian motion -- Spectral Distribution of the Free unitary Brownian motion: another approach -- Another failure in the analogy between Gaussian and semicircle laws -- Global solutions to rough differential equations with unbounded vector fields -- Asymptotic behavior of oscillatory fractional processes -- Time inversion property for rotation invariant self-similar diffusion processes -- On Peacocks: a general introduction to two articles -- Some examples of peacocks in a Markovian set-up -- Peacocks obtained by normalisation; strong and very strong peacocks -- Branching Brownian motion: Almost sure growth along scaled paths -- On the delocalized phase of the random pinning model -- Large deviations for Gaussian stationary processes and semi-classical analysis -- Girsanov theory under a finite entropy condition.
520 ## - SUMMARY, ETC.
Summary, etc As usual, some of the contributions to this 44th Séminaire de Probabilités were presented during the Journées de Probabilités held in Dijon in June 2010. The remainder were spontaneous submissions or were solicited by the editors. The traditional and historical themes of the Séminaire are covered, such as stochastic calculus, local times and excursions, and martingales. Some subjects already touched on in the previous volumes are still here: free probability, rough paths, limit theorems for general processes (here fractional Brownian motion and polymers), and large deviations. Lastly, this volume explores new topics, including variable length Markov chains and peacocks. We hope that the whole volume is a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Distribution (Probability theory).
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematics.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Probability Theory and Stochastic Processes.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Lejay, Antoine.
Relator term editor.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Rouault, Alain.
Relator term editor.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9783642274602
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Lecture Notes in Mathematics,
-- 0075-8434 ;
Volume number/sequential designation 2046
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://dx.doi.org/10.1007/978-3-642-27461-9
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