Springer, 2019. — 562 p. — (Lecture Notes in Mathematics: Séminaire de Probabilités 2252). — ISBN: 978-3-030-28534-0.
This milestone 50th volume of the "Séminaire de Probabilités" pays tribute with a series of memorial texts to one of its former editors, Jacques Azéma, who passed away in January. The founders of the "Séminaire de Strasbourg", which included Jacques Azéma, probably had no idea of the possible longevity and success of the process they initiated in 1967. Continuing in this long tradition, this volume contains contributions on state-of-art research on Brownian filtrations, stochastic differential equations and their applications, regularity structures, quantum diffusion, interlacing diffusions, mod-Ø convergence, Markov soup, stochastic billiards and other current streams of research.
Un témoignage
Un dimanche de juin avec Jacques
Mosaïque de Poisson-Voronoi sur une surface
Sur le retournement du temps
La martingale d’Azéma
Complementability and Maximality in Different Contexts: Ergodic Theory, Brownian and Poly-Adic Filtrations
Uniform Entropy Scalings of Filtrations
Solving Rough Differential Equations with the Theory of Regularity Structures
On the Euler–Maruyama Scheme for Degenerate Stochastic Differential Equations with Non-sticky Condition
On a Construction of Strong Solutions for Stochastic Differential Equations with Non-Lipschitz Coefficients: A Priori Estimates Approach
Heat Kernel Coupled with Geometric Flow and Ricci Flow
Scaled Penalization of Brownian Motion with Drift and the Brownian Ascent
Interlacing Diffusions
Brownian Sheet Indexed by RN: Local Time and Bubbles
Mod-ϕ Convergence, II: Estimates on the Speed of Convergence
Random Flows Defined by Markov Loops
Brownian Winding Fields
Recurrence and Transience of Continuous-Time Open Quantum Walks
Explicit Speed of Convergence of the Stochastic Billiard in a Convex Set