Sminaire de Probabilits XXXVIII [Paperback]

Besides a series of six articles on L?vy processes, Volume 38 of the S?minaire de Probabilit?s 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.

As do all previous volumes of this series, it provides an overview on the current state of the art in the research on stochastic processes.

Besides a series of six articles on L?vy processes, Volume 38 of the S?minaire de Probabilit?s 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.

As do all previous volumes of this series, it provides an overview on the current state of the art in the research on stochastic processes.

Processus de L?vy: R.A. Doney: Tanaka's construction for random walks and L?vy processes.- R.A. Doney: Some excursion calculations for spectrally one-sided L?vy processes.- A.E. Kyprianou, Z. Palmowski: A martingale review of some fluctuation theory for spectrally megative L?vy processes.- M.R. Pistorius: A potential-theoretical review of some exit problems of spectrally negative L?vy processes.- L. Nguyen-Ngoc, M. Yor: Some martingales associated to reflected L?vy processes.- K.B. Erickson, R.A. Maller: Generalised Ornstein-Uhlenbeck processes and the convergence of L?vy integrals.- Autres Expos?s: P. Foug?res: Spectral gap for log-concave probability measures on the real line.- L. Godefroy: Propri?t? de Choquet-Deny et fonctions harmoniques sur les hypergroupes commutatifs.- M. Buiculescu: Exponential decay parameters associated with excessive measures.- V. Grecca: Positive bilinear mappings associated with stochastic processes.- A. Jakubowski: An almost sure approximation for the predictabll£&