Sminaire de Probabilits XLV [Paperback]

The series of advanced courses initiated in S?minaire de Probabilit?s XXXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus. The S?minaire also occasionally publishes a series of contributions on a unifying subject; in this spirit, selected participants to the September 2011 Conference on Stochastic Filtrations, held in Strasbourg and organized by Michel ?mery, have also contributed to the present volume. The rest of the work covers a wide range of topics, such as stochastic calculus and Markov processes, random matrices and free probability, and combinatorial optimization.Special Course: I. Nourdin: Lectures on Gaussian approximations with Malliavin calculus.- Other Contributions: V. Prokaj: Some sufficient conditions for the ergodicity of the L?vy-transformation.- S. Laurent: Vershiks intermediate level standardness criterion and the scale of an automorphism.- C. Dellacherie and M.??mery: Filtrations indexed by ordinals; application to a conjecture of S. Laurent.- M. ?mery: A planar Borel set which divides every Borel product.- J. Brossard et C. Leuridan: Characterising Ocone local martingales with reflections.- H. Hashimoto: Approximation and stability of solutions of SDEs driven by a symmetric a stable process with non-Lipschitz coefficients.- C. Cuchiero and Josef Teichman: Path properties and regularity of affine processes on general state spaces.- E. Jacob: Langevin process reflected on a partially elastic boundary II.- R. Doney and S. Vakeroudis: Windings of planar stable processes.- A. Sokol: Elementary proof that the first hitting time of an open set by a jump process is a stopping time.- L. D?ring and M. Roberts: Catalytic branching processes via spine techniques and l“x