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In Memoriam Marc Yor - Sminaire de Probabilits XLVII [Paperback]

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  • Category: Books (Mathematics)
  • ISBN-10:  3319185845
  • ISBN-10:  3319185845
  • ISBN-13:  9783319185842
  • ISBN-13:  9783319185842
  • Publisher:  Springer
  • Publisher:  Springer
  • Pages:  540
  • Pages:  540
  • Binding:  Paperback
  • Binding:  Paperback
  • Pub Date:  01-Feb-2015
  • Pub Date:  01-Feb-2015
  • SKU:  3319185845-11-SPRI
  • SKU:  3319185845-11-SPRI
  • Item ID: 100803080
  • List Price: $54.99
  • Seller: ShopSpell
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  • Delivery by: Jan 24 to Jan 26
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This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament to the value and diversity of his work and of his research focus, which covered broad areas of probability theory. The volume also provides personal recollections about him, and an article on his essential role concerning the Doeblin documents.

With contributions by P. Salminen, J-Y. Yen & M. Yor; J. Warren; T. Funaki; J. Pitman& W. Tang; J-F. Le Gall; L. Alili, P. Graczyk & T. Zak; K. Yano & Y. Yano; D. Bakry & O. Zribi; A. Aksamit, T. Choulli & M. Jeanblanc; J. Pitman; J. Obloj, P. Spoida & N. Touzi; P. Biane; J. Najnudel; P. Fitzsimmons, Y. Le Jan & J. Rosen; L.C.G. Rogers & M. Duembgen; E. Azmoodeh, G. Peccati & G. Poly, timP-L M?liot, A. Nikeghbali; P. Baldi; N. Demni, A. Rouault & M. Zani; N. O'Connell; N. Ikeda & H. Matsumoto; A. Comtet & Y. Tourigny; P. Bougerol; L. Chaumont; L. Devroye & G. Letac; D. Stroock and M. Emery.

P. Salminen, J-Y. Yen, M. Yor: Integral representations of certain measures in the one-dimensional diffusions excursion theory.- J. Warren: Sticky Particles and Stochastic Flows.- T. Funaki: Infinitesimal invariance for the coupled KPZ equations.- J. Pitman, W. Tang: Patterns in random walks and Brownian motion.- J-F. Le Gall: Bessel processes, the Brownian snake and super-Brownian motion.- L. Alili, P. Graczyk, T. Zak: On inversions and Doob h-transforms of linear diffusions.- K. Yano, Y. Yano: On h-transforms of one-dimensional diffusions stopped upon hitting zero.- D. Bakry, O. Zribi: h-transforms and orthogonal polynomials.- A. Aksamit, T. Choulli, M. Jeanblanc: On an optional semi-martingale decomposition and thlƒN

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