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40th seminar on probability. (Séminaire de Probabilités XL.) (English) Zbl 1116.60002
Lecture Notes in Mathematics 1899. Berlin: Springer (ISBN 978-3-540-71188-9/pbk; 978-3-540-71189-6/ebook). xi, 481 p. (2007).

Show indexed articles as search result.

The articles of this volume will be reviewed individually. The preceding seminar has been announced (see Zbl 1092.60003).
Indexed articles:
Coutin, Laure, An introduction to (stochastic) calculus with respect to fractional Brownian motion, 3-65 [Zbl 1126.60042]
Peskir, Goran, A change-of-variable formula with local time on surfaces, 69-96 [Zbl 1141.60035]
Kyprianou, Andreas E.; Surya, Budhi A., A note on a change of variable formula with local time-space for Lévy processes of bounded variation, 97-104 [Zbl 1126.60037]
Najnudel, Joseph, Integration with respect to self-intersection local time of a one-dimensional Brownian motion, 105-116 [Zbl 1130.60062]
Elworthy, K. David; Truman, Aubrey; Zhao, Huaizhong, Generalized Itô formulae and space-time Lebesgue-Stieltjes integrals of local times, 117-136 [Zbl 1126.60044]
Eisenbaum, Nathalie, Local time-space calculus for reversible semimartingales, 137-146 [Zbl 1126.60043]
Russo, Francesco; Vallois, Pierre, Elements of stochastic calculus via regularization, 147-185 [Zbl 1126.60045]
Pham, Huyên, On the smooth-fit property for one-dimensional optimal switching problem, 187-199 [Zbl 1126.60031]
Crimaldi, Irene; Letta, Giorgio; Pratelli, Luca, A strong form of stable convergence, 203-225 [Zbl 1129.60030]
Catuogno, Pedro J.; Ruffino, Paulo R. C., Product of harmonic maps is harmonic: a stochastic approach, 227-233 [Zbl 1131.58012]
Ledoux, Michel, More hypercontractive bounds for deformed orthogonal polynomial ensembles, 235-240 [Zbl 1130.15013]
Cépa, Emmanuel; Lépingle, Dominique, No multiple collisions for mutually repelling Brownian particles, 241-246 [Zbl 1126.60083]
Alili, Larbi; Patie, Pierre, On the joint law of the \(L^1\) and \(L^2\) norms of a 3-dimensional Bessel bridge, 247-264 [Zbl 1142.60023]
Salminen, Paavo; Yor, Marc, Tanaka formula for symmetric Lévy processes, 265-285 [Zbl 1129.60043]
Pistorius, Martijn R., An excursion-theoretical approach to some boundary crossing problems and the Skorokhod embedding for reflected Lévy processes, 287-307 [Zbl 1126.60039]
Obłój, Jan, The maximality principle revisited: on certain optimal stopping problems, 309-328 [Zbl 1126.60030]
Enriquez, Nathanaël, Correlated processes and the composition of generators, 329-342 [Zbl 1137.60040]
Serlet, Laurent, Representation of the martingales for the Brownian snake, 343-354 [Zbl 1126.60058]
Gobet, Emmanuel; Menozzi, Stéphane, Discrete sampling of functionals of Itô processes, 355-374 [Zbl 1154.60057]
Chybiryakov, Oleksandr, Itô’s integrated formula for strict local martingales with jumps, 375-388 [Zbl 1140.60021]
Ankirchner, Stefan; Dereich, Steffen; Imkeller, Peter, Enlargement of filtrations and continuous Girsanov-type embeddings, 389-410 [Zbl 1155.60017]
De Donno, Marzia; Pratelli, Maurizio, On a lemma by Ansel and Stricker, 411-414 [Zbl 1314.60108]
Cherny, Alexander, General arbitrage pricing model. I: Probability approach, 415-445 [Zbl 1321.91111]
Cherny, Alexander, General arbitrage pricing model. II: Transaction costs, 447-461 [Zbl 1322.91052]
Cherny, Alexander, General arbitrage pricing model. III: Possibility approach, 463-481 [Zbl 1322.91053]

MSC:
60-06 Proceedings, conferences, collections, etc. pertaining to probability theory
00B25 Proceedings of conferences of miscellaneous specific interest
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