Séminaire de Probabilités XXXVIII
Publication year: 2005
ISBN: 978-3-540-31449-3
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Besides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions whose topics range from analysis of semi-groups to free probability, via martingale theory, Wiener space and Brownian motion, Gaussian processes and matrices, diffusions and their applications to PDEs.
Subject: Mathematics and Statistics, Brownian motion, Gaussian process, Lévy process, Markov process, Martingale, Ornstein-Uhlenbeck process, Probability, Random variable, Stochastic pro, filtration, fractional Brownian motion, local time, predictable process, random walk, stochastic process
