Un tour d'horizon de la recherche dans le domaine de l'autosimilarité abordant : les processus markoviens auto-similaires, les processus autosimilaires à valeur matricielle, l'autosimilarité (les arbres, branchement et fragmentation), les processus fractionnaires et multifractionnaires, l'évolution de Löwner stochastique, les applications de l'autosimilarité dans les mathématiques financières. ©Electre 2024
This volume contains some articles related to the conference Self-similar processes and their applications which took place in Angers, from the 20th to the 24th of July 2009. Self-similarity is the property which certain stochastic processes have of preserving their distribution under a time-scale change. This property appears in all areas of probability theory and offers a number of fields of application. The aim of this conference is to bring together the main representatives of different aspects of self-similarity currently being studied in order to promote exchanges on their recent research and enable them to share their knowledge with young researchers.
- Self-similar Markov processes.
- Matrix valued self-similar processes.
- Self-similarity, trees, branching and fragmentation.
- Fractional and multifractional processes
- Stochastic Löwner evolution
- Selfsimilarity in finance
The organization of the conference was achieved in cooperation with probabilists and statisticians from the research federation Mathématiques des Pays de la Loire. The ANR Géometrie différentielle stochastique et Auto-similarité, based at the University Toulouse III, and the franco-mexican project ECOS-Nord, Étude des processus markoviens auto-similaires also contributed to the organization.
Paru le : 23/10/2013
Thématique : Statistiques
Auteur(s) : Non précisé.
Éditeur(s) :
Société mathématique de France
Collection(s) : Séminaires & congrès
Contributeur(s) : Editeur scientifique (ou intellectuel) : Loïc Chaumont - Editeur scientifique (ou intellectuel) : Piotr Graczyk - Editeur scientifique (ou intellectuel) : Lioudmila Vostrikova
Série(s) : Non précisé.
ISBN : 978-2-85629-365-2
EAN13 : 9782856293652
Reliure : Broché
Pages : XI-120
Hauteur: 24.0 cm / Largeur 18.0 cm
Poids: 0 g
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