| Document Type
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BL
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| Record Number
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731797
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| Doc. No
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b551583
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| Main Entry
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CIMPA Summer School 2001 ; Pierre Picco ... [et al.] eds.
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| Title & Author
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From classical to modern probability\ CIMPA Summer School 2001 ; Pierre Picco ... [et al.] eds.
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| Publication Statement
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Basel: Birkhäuser, 2003
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| Series Statement
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Progress in probability, vol. 54
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| Page. NO
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219 S.
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| ISBN
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3764321695
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: 9783764321697
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| Notes
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Literaturangaben.;Kongressort und -datum: Temuco, Chile, January 2001.
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| Contents
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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.
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| Subject
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31C15
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60-06
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| Subject
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Wahrscheinlichkeitstheorie.
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| LC Classification
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QA273.A1C567 2003
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| Added Entry
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Centre International de Mathématiques Pures et Appliquées. Summer School.
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et al
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Pierre Picco
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