Lecture Notes in Mathematics - Séminaire de Probabilités XLII
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Published By Springer Berlin Heidelberg

9783642017629, 9783642017636

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Penalisation of the Standard Random Walk by a Function of the One-Sided Maximum, of the Local Time, or of the Duration of the Excursions

Lecture Notes in Mathematics - Séminaire de Probabilités XLII ◽

10.1007/978-3-642-01763-6_12 ◽

2009 ◽

pp. 331-363 ◽

Author(s):

Pierre Debs

Keyword(s):

Random Walk ◽

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Matrix Valued Brownian Motion and a Paper by Pólya

Lecture Notes in Mathematics - Séminaire de Probabilités XLII ◽

10.1007/978-3-642-01763-6_7 ◽

2009 ◽

pp. 171-185 ◽

Author(s):

Philippe Biane

Keyword(s):

Brownian Motion

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Radial Dunkl Processes Associated with Dihedral Systems

Lecture Notes in Mathematics - Séminaire de Probabilités XLII ◽

10.1007/978-3-642-01763-6_6 ◽

2009 ◽

pp. 153-169 ◽

Author(s):

Nizar Demni

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Markovian properties of the spin-boson model

Lecture Notes in Mathematics - Séminaire de Probabilités XLII ◽

10.1007/978-3-642-01763-6_15 ◽

2009 ◽

pp. 397-432 ◽

Author(s):

Ameur Dhahri

Keyword(s):

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On the equation μ = S t μ * μ t

Lecture Notes in Mathematics - Séminaire de Probabilités XLII ◽

10.1007/978-3-642-01763-6_4 ◽

2009 ◽

pp. 137-145

Author(s):

Fangjun Xu*

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Erratum to: New methods in the arbitrage theory of financial markets with transaction costs, in Seminaire XLI

Lecture Notes in Mathematics - Séminaire de Probabilités XLII ◽

10.1007/978-3-642-01763-6_17 ◽

2009 ◽

pp. 449-449 ◽

Author(s):

MikÓs Rásonyi*

Keyword(s):

Financial Markets ◽

Transaction Costs ◽

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Shabat polynomials and harmonic measure

Lecture Notes in Mathematics - Séminaire de Probabilités XLII ◽

10.1007/978-3-642-01763-6_5 ◽

2009 ◽

pp. 147-151

Author(s):

Philippe Biane

Keyword(s):

Harmonic Measure

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Lévy Systems and Time Changes

Lecture Notes in Mathematics - Séminaire de Probabilités XLII ◽

10.1007/978-3-642-01763-6_9 ◽

2009 ◽

pp. 229-259

Author(s):

P.J. Fitzsimmons ◽

R.K. Getoor

Keyword(s):

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Non-monotone convergence in the quadratic Wasserstein distance

Lecture Notes in Mathematics - Séminaire de Probabilités XLII ◽

10.1007/978-3-642-01763-6_3 ◽

2009 ◽

pp. 131-136

Author(s):

Walter Schachermayer ◽

Uwe Schmock ◽

Josef Teichmann

Keyword(s):

Wasserstein Distance ◽

Monotone Convergence

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Monotonicity of the extremal functions for one-dimensional inequalities of logarithmic Sobolev type

Lecture Notes in Mathematics - Séminaire de Probabilités XLII ◽

10.1007/978-3-642-01763-6_2 ◽

2009 ◽

pp. 103-130 ◽

Author(s):

Miclo Laurent

Keyword(s):

Sobolev Type ◽

Extremal Functions ◽

One Dimensional

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