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Séminaire de Probabilités LI

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Cover of 'Séminaire de Probabilités LI'

Table of Contents

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    Book Overview
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    Chapter 1 Stochastic Integrals and Two Filtrations
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    Chapter 2 Filtrations Associated to Some Two-to-One Transformations
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    Chapter 3 Exit Problems for Positive Self-Similar Markov Processes with One-Sided Jumps
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    Chapter 4 On Intertwining Relations Between Ehrenfest, Yule and Ornstein-Uhlenbeck Processes
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    Chapter 5 On Subexponential Convergence to Equilibrium of Markov Processes
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    Chapter 6 Invariance Principles for Clocks
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    Chapter 7 Criteria for Borel-Cantelli Lemmas with Applications to Markov Chains and Dynamical Systems
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    Chapter 8 Large Deviations at the Transition for Sums of Weibull-Like Random Variables
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    Chapter 9 Well-Posedness of Monotone Semilinear SPDEs with Semimartingale Noise
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    Chapter 10 Sweeping Processes Perturbed by Rough Signals
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    Chapter 11 Classical Noises Emerging from Quantum Environments
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    Chapter 12 Percolation of Repulsive Particles on Graphs
Attention for Chapter 7: Criteria for Borel-Cantelli Lemmas with Applications to Markov Chains and Dynamical Systems
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Chapter title
Criteria for Borel-Cantelli Lemmas with Applications to Markov Chains and Dynamical Systems
Chapter number 7
Book title
Séminaire de Probabilités LI
Published by
Springer, Cham, January 2022
DOI 10.1007/978-3-030-96409-2_7
Book ISBNs
978-3-03-096408-5, 978-3-03-096409-2
Authors

Dedecker, Jérôme, Merlevède, Florence, Rio, Emmanuel

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Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 2 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 2 100%

Demographic breakdown

Readers by professional status Count As %
Professor 1 50%
Unknown 1 50%
Readers by discipline Count As %
Engineering 1 50%
Unknown 1 50%

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