Table Of ContentLecture 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
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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
