عنوان

From classical to modern probability

(Number (ISBN

3764321695

(Number (ISBN

9783764321697

Number

b551583

Title Proper

From classical to modern probability

General Material Designation

[Book]

First Statement of Responsibility

CIMPA Summer School 2001 ; Pierre Picco ... [et al.] eds.

Place of Publication, Distribution, etc.

Basel

Name of Publisher, Distributor, etc.

Birkhäuser

Date of Publication, Distribution, etc.

2003

Specific Material Designation and Extent of Item

219 S.

Series Title

Progress in probability, vol. 54

Text of Note

Literaturangaben.;Kongressort und -datum: Temuco, Chile, January 2001.

Text of Note

Asymptotic of the Heat Kernel in Unbounded Domains.- 1 Introduction.- 2 Ratio theorem for domains with harmonic cone C? of dimension 1.- 3 Benedicks domains.- References.- Spin Systems with Long Range Interactions.- 1 Ising spin systems.- 2 Phase transition.- 3 Time evolution.- References.- Nonlinear Dirichlet Problem and Nonlinear Integration.- 1 Generalities.- 2 Preliminaries on capacities.- 3 Radon capacities.- 4 Lusin capacities.- 5 Answering the questions and last words.- References.- First-Passage Percolation.- 1 The basic model and the shape model.- 2 Exponential bounds for large deviations.- 3 Bounds of moderate deviations.- References.- Central Limit Theorem for Markov Processes.- 1 Introduction.- 2 A warming-up example.- 3 Central limit theorem for Markov processs.- 4 Regularity of the diffusion coefficient.- References.- Stochastic Orders and Stopping Times in Brownian Motion.- 1 Introduction.- 2 Martingales and stochastic orders.- 3 Skorohod embeddings in standard Brownian motion.- 4 A maximal property of Azema-Yor stopped Brownian motion.- 5 Practical description of the optimal stopping time for the look-back American put option problem.- References.

31C15

60-06

Wahrscheinlichkeitstheorie.

Class number

Book number

CIMPA Summer School 2001 ; Pierre Picco ... [et al.] eds.

Centre International de Mathématiques Pures et Appliquées. Summer School.

et al

Pierre Picco

Electronic name

[Book]

Y