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Séminaire de Probabilités XLVIII

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Table of Contents

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    Book Overview
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    Chapter 1 Root to Kellerer
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    Chapter 2 Peacocks Parametrised by a Partially Ordered Set
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    Chapter 3 Convex Order for Path-Dependent Derivatives: A Dynamic Programming Approach
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    Chapter 4 Stability Problem for One-Dimensional Stochastic Differential Equations with Discontinuous Drift
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    Chapter 5 The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential
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    Chapter 6 A Link Between Bougerol’s Identity and a Formula Due to Donati-Martin, Matsumoto and Yor
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    Chapter 7 Large Deviation Principle for Bridges of Sub-Riemannian Diffusion Processes
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    Chapter 8 Dévissage of a Poisson Boundary Under Equivariance and Regularity Conditions
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    Chapter 9 Weitzenböck and Clark-Ocone Decompositions for Differential Forms on the Space of Normal Martingales
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    Chapter 10 On the Range of Exponential Functionals of Lévy Processes
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    Chapter 11 t -Martin Boundary of Killed Random Walks in the Quadrant
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    Chapter 12 On the Harmonic Measure of Stable Processes
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    Chapter 13 On High Moments of Strongly Diluted Large Wigner Random Matrices
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    Chapter 14 Dyson Processes on the Octonion Algebra
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    Chapter 15 Necessary and Sufficient Conditions for the Existence of α -Determinantal Processes
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    Chapter 16 Filtrations of the Erased-Word Processes
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    Chapter 17 Projections, Pseudo-Stopping Times and the Immersion Property
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    Chapter 18 Séminaire de Probabilités XLVIII
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    Chapter 19 On the Spatial Markov Property of Soups of Unoriented and Oriented Loops
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Title
Séminaire de Probabilités XLVIII
Published by
Springer International Publishing, November 2016
DOI 10.1007/978-3-319-44465-9
ISBNs
978-3-31-944464-2, 978-3-31-944465-9
Editors

Donati-Martin, Catherine, Lejay, Antoine, Rouault, Alain

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Geographical breakdown

Country Count As %
Unknown 1 100%

Demographic breakdown

Readers by professional status Count As %
Professor > Associate Professor 1 100%
Readers by discipline Count As %
Mathematics 1 100%