Séminaire de Probabilités XLVIII

Editors: Catherine Donati-Martin, Antoine Lejay, Alain Rouault



Provides a broad insight into current, high level research in probability theory

Continues the exploration of the subject of peacocks from previous volumes

Includes new material on harmonic measures, random fields and loop soups

In addition to its further exploration of the subject of peacocks, introduced in recent Séminaires de Probabilités, this volume continues the series’ focus on current research themes in traditional topics such as stochastic calculus, filtrations and random matrices. Also included are some particularly interesting articles involving harmonic measures, random fields and loop soups. The featured contributors are Mathias Beiglböck, Martin Huesmann and Florian Stebegg, Nicolas Juillet,  Gilles Pags, Dai Taguchi, Alexis Devulder,  Mátyás Barczy and Peter Kern,  I. Bailleul, Jürgen Angst and Camille Tardif,  Nicolas Privault, Anita Behme, Alexander Lindner and Makoto Maejima, Cédric Lecouvey and Kilian Raschel, Christophe Profeta and Thomas Simon, O. Khorunzhiy and Songzi Li, Franck Maunoury,  Stéphane Laurent,  Anna Aksamit and Libo Li, David Applebaum, and Wendelin Werner.

Table of contents (19 chapters)

Front Matter

Root to Kellerer

Peacocks Parametrised by a Partially Ordered Set

Convex Order for Path-Dependent Derivatives: A Dynamic Programming Approach

Stability Problem for One-Dimensional Stochastic Differential Equations with Discontinuous Drift

The Maximum of the Local Time of a Diffusion Process in a Drifted Brownian Potential

A Link Between Bougerol’s Identity and a Formula Due to Donati-Martin, Matsumoto and Yor

Large Deviation Principle for Bridges of Sub-Riemannian Diffusion Processes

Dévissage of a Poisson Boundary Under Equivariance and Regularity Conditions

Weitzenböck and Clark-Ocone Decompositions for Differential Forms on the Space of Normal Martingales

On the Range of Exponential Functionals of Lévy Processes

t-Martin Boundary of Killed Random Walks in the Quadrant

On the Harmonic Measure of Stable Processes

On High Moments of Strongly Diluted Large Wigner Random Matrices

Dyson Processes on the Octonion Algebra

Necessary and Sufficient Conditions for the Existence of α-Determinantal Processes

Filtrations of the Erased-Word Processes

Projections, Pseudo-Stopping Times and the Immersion Property

Stationary Random Fields on the Unitary Dual of a Compact Group

On the Spatial Markov Property of Soups of Unoriented and Oriented Loops

Back Matter

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