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

9783540239734, 9783540314493

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Rotations and Tangent Processes on Wiener Space

Lecture Notes in Mathematics - Séminaire de Probabilités XXXVIII ◽

10.1007/978-3-540-31449-3_15 ◽

2004 ◽

pp. 205-225 ◽

Cited By ~ 2

Author(s):

Moshe Zakai

Keyword(s):

Wiener Space

A Potential-theoretical Review of some Exit Problems of Spectrally Negative Lévy Processes

Lecture Notes in Mathematics - Séminaire de Probabilités XXXVIII ◽

10.1007/978-3-540-31449-3_4 ◽

2004 ◽

pp. 30-41 ◽

Cited By ~ 9

Author(s):

Martijn R. Pistorius

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Exit Problems ◽

Spectrally Negative Lévy Processes

Some Martingales Associated to Reflected Lévy Processes

Lecture Notes in Mathematics - Séminaire de Probabilités XXXVIII ◽

10.1007/978-3-540-31449-3_5 ◽

2004 ◽

pp. 42-69 ◽

Cited By ~ 15

Author(s):

Laurent Nguyen-Ngoc ◽

Marc Yor

Keyword(s):

Lévy Processes ◽

Levy Processes

A Sharp Small Deviation Inequality for the Largest Eigenvalue of a Random Matrix

Lecture Notes in Mathematics - Séminaire de Probabilités XXXVIII ◽

10.1007/978-3-540-31449-3_22 ◽

2004 ◽

pp. 320-337 ◽

Cited By ~ 10

Author(s):

Guillaume Aubrun

Keyword(s):

Random Matrix ◽

Small Deviation ◽

Largest Eigenvalue ◽

Deviation Inequality ◽

The Largest Eigenvalue

Remarks on the true No-arbitrage Property

Lecture Notes in Mathematics - Séminaire de Probabilités XXXVIII ◽

10.1007/978-3-540-31449-3_13 ◽

2004 ◽

pp. 186-194 ◽

Cited By ~ 6

Author(s):

Yuri Kabanov ◽

Christophe Stricker

Keyword(s):

No Arbitrage

Tanaka’s Construction for Random Walks and Lévy Processes

Lecture Notes in Mathematics - Séminaire de Probabilités XXXVIII ◽

10.1007/978-3-540-31449-3_1 ◽

2004 ◽

pp. 1-4 ◽

Cited By ~ 1

Author(s):

Ronald A. Doney

Keyword(s):

Random Walks ◽

Lévy Processes ◽

Levy Processes

Failure of the Raikov Theorem for Free Random Variables

Lecture Notes in Mathematics - Séminaire de Probabilités XXXVIII ◽

10.1007/978-3-540-31449-3_21 ◽

2004 ◽

pp. 313-319 ◽

Cited By ~ 3

Author(s):

Florent Benaych-Georges

Keyword(s):

Random Variables ◽

Free Random Variables

L p Multiplier Theorem for the Hodge-Kodaira Operator

Lecture Notes in Mathematics - Séminaire de Probabilités XXXVIII ◽

10.1007/978-3-540-31449-3_16 ◽

2004 ◽

pp. 226-246

Author(s):

Ichiro Shigekawa

Keyword(s):

Multiplier Theorem

Exponential Decay Parameters Associated with Excessive Measures

Lecture Notes in Mathematics - Séminaire de Probabilités XXXVIII ◽

10.1007/978-3-540-31449-3_9 ◽

2004 ◽

pp. 135-144

Author(s):

Mioara Buiculescu

Keyword(s):

Exponential Decay ◽

Excessive Measures ◽

Decay Parameters

Information-equivalence: On Filtrations Created by Independent Increments

Lecture Notes in Mathematics - Séminaire de Probabilités XXXVIII ◽

10.1007/978-3-540-31449-3_14 ◽

2004 ◽

pp. 195-204

Author(s):

Hans Bühler

Keyword(s):

Independent Increments