Séminaire de Probabilités XLV PDF
Preview Séminaire de Probabilités XLV
Lecture Notes in Mathematics 2078 Séminaire de Probabilités Catherine Donati-Martin Antoine Lejay Alain Rouault Editors Séminaire de Probabilités XLV Lecture Notes in Mathematics 2078 Editors: J.-M.Morel,Cachan B.Teissier,Paris Forfurthervolumes: http://www.springer.com/series/304 Catherine Donati-Martin Antoine Lejay (cid:2) Alain Rouault Editors Se´minaire de Probabilite´s XLV 123 Editors CatherineDonati-Martin AntoineLejay Universite´deVersailles-StQuentin Nancy-Universite´,INRIA Versailles,France Vandoeuvre-le`s-Nancy,France AlainRouault Universite´deVersailles-StQuentin Versailles,France ISBN978-3-319-00320-7 ISBN978-3-319-00321-4(eBook) DOI10.1007/978-3-319-00321-4 SpringerChamHeidelbergNewYorkDordrechtLondon LectureNotesinMathematicsISSNprintedition:0075-8434 ISSNelectronicedition:1617-9692 LibraryofCongressControlNumber:2013941134 MathematicsSubjectClassification(2010):60-XX,60JXX,60J60,60J10,60J65,60J55,46L54 (cid:2)c SpringerInternationalPublishingSwitzerland2013 Thisworkissubjecttocopyright.AllrightsarereservedbythePublisher,whetherthewholeorpartof thematerialisconcerned,specificallytherightsoftranslation,reprinting,reuseofillustrations,recitation, broadcasting,reproductiononmicrofilmsorinanyotherphysicalway,andtransmissionorinformation storageandretrieval,electronicadaptation,computersoftware,orbysimilarordissimilarmethodology nowknownorhereafterdeveloped.Exemptedfromthislegalreservationarebriefexcerptsinconnection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. 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Printedonacid-freepaper SpringerispartofSpringerScience+BusinessMedia(www.springer.com) Preface The series of advanced courses, initiated in Se´minaire de Probabilite´s XXXIII, continueswithacourseofIvanNourdinonGaussianapproximationsbyMalliavin calculus. The Se´minaire also occasionally publishes a series of contributions on somegiventheme;inthisspirit,someparticipantsfromSeptember2011Conference on Stochastic Filtrations, held in Strasbourg and organized by Michel E´mery, have contributed to this volume. The rest of the volume covers a wide range of themes, such as stochastic calculus and Markov processes, random matrices and free probability, and combinatorial optimization. These contributions come from thespontaneoussubmissionsorweresolicitedbytheeditors. WeremindthatthewebsiteoftheSe´minaireis http://portail.mathdoc.fr/SemProba/ andthatallthearticlesoftheSe´minairefromVolumeIin1967toVolumeXXXVI in2002arefreelyaccessiblefromthewebsite http://www.numdam.org/numdam-bin/feuilleter?j=SPS WethanktheCelluleMathDocforhostingallthesearticleswithintheNUMDAM project. Versailles,France C.Donati-Martin Vandoeuvre-le`s-Nancy,France A.Lejay Versailles,France A.Rouault v Contents PartI SpecializedCourse LecturesonGaussianApproximationswithMalliavinCalculus ........... 3 IvanNourdin PartII OtherContributions SomeSufficientConditionsfortheErgodicityoftheLe´vy Transformation................................................................... 93 VilmosProkaj Vershik’sIntermediateLevelStandardnessCriterion andtheScaleofanAutomorphism............................................. 123 Ste´phaneLaurent FiltrationsIndexedbyOrdinals;ApplicationtoaConjecture ofS.Laurent...................................................................... 141 ClaudeDellacherieandMichelE´mery APlanarBorelSetWhichDividesEveryNon-negligibleBorel Product............................................................................ 159 MichelE´mery CharacterisingOconeLocalMartingaleswithReflections.................. 167 JeanBrossardandChristopheLeuridan ApproximationandStabilityofSolutionsofSDEsDriven byaSymmetric˛StableProcesswithNon-LipschitzCoefficients......... 181 HiroyaHashimoto PathPropertiesandRegularityofAffineProcessesonGeneral StateSpaces....................................................................... 201 ChristaCuchieroandJosefTeichmann vii viii Contents LangevinProcessReflectedonaPartiallyElasticBoundaryII............. 245 EmmanuelJacob WindingsofPlanarStableProcesses........................................... 277 R.A.DoneyandS.Vakeroudis AnElementaryProofthattheFirstHittingTimeofanOpen SetbyaJumpProcessisaStoppingTime .................................... 301 AlexanderSokol CatalyticBranchingProcessesviaSpineTechniques andRenewalTheory............................................................. 305 LeifDo¨ringandMatthewI.Roberts MalliavinCalculusandSelfNormalizedSums ............................... 323 SolesneBourguinandCiprianA.Tudor ANoteonStochasticCalculusinVectorBundles ............................ 353 PedroJ.Catuogno,DiegoS.Ledesma,andPauloR.Ruffino FunctionalCo-monotonyof Processes with Applications toPeacocksandBarrierOptions............................................... 365 GillesPage`s FluctuationsoftheTracesofComplex-ValuedRandomMatrices ......... 401 SalimNoreddine FunctionalsoftheBrownianBridge ........................................... 433 JanoschOrtmann E´tudespectraleminutieusedeprocessusmoinsinde´cisquelesautres..... 459 LaurentMicloetPierreMonmarche´ CombinatorialOptimizationOverTwoRandomPointSets................ 483 FranckBartheandCharlesBordenave ASimpleProofofDuquesne’sTheoremonContourProcesses ofConditionedGalton–WatsonTrees.......................................... 537 IgorKortchemski Part I Specialized Course
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