Sminaire de Probabilits XLI [Paperback]

Stochastic processes are as usual the main subject of the S?minaire, with contributions on Brownian motion (fractional or other), L?vy processes, martingales and probabilistic finance. Other probabilistic themes are also present: large random matrices, statistical mechanics. The contributions in this volume provide a sampling of recent results on these topics. All contributions with the exception of two are written in English language.

Stochastic processes are as usual the main subject of the S?minaire, with contributions on Brownian motion (fractional or other), L?vy processes, martingales and probabilistic finance. Other probabilistic themes are also present: large random matrices, statistical mechanics. The contributions in this volume provide a sampling of recent results on these topics. All contributions with the exception of two are written in English language.

A. Dermoune, Ph. Heinrich : Spectral gap for a colored disordered lattice gas.-D. F?ral : On large deviations for the spectral measure of discrete Coulomb gas.- O. Khorunzhiy : Estimates for moments of random matrices with Gaussian elements.- M. Capitaine, M. Casalis : Geometric interpretation of the cumulants for random matrices previously defined as convolutions on the symmetric group.- A. Kyprianou, Z. Palmowski : Fluctuations of spectrally negative Markov additive processes.- J. Bertoin, A. Lindner, R. Maller : On continuity properties of the law of integrals of L?vy processes.- D. Baraka, T. S. Mountford : A law of the iterated logarithm for fractional Brownian motions.- I. Nourdin : A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimensio local time in R1.- I. Bailleul : Une preuve simple dun r?sultat de Dufresne.- L. Serlet : Creation or deletion of a drift on a Brownian trajectory.- A. M. G. Cox : Extending Chacon-Walsh: minimality and generalised starting distributions.- J. Brossard, C. Leuridan : Transformations browniennes l³l