# Deuschel, Jean-Dominique 1957-

Overview
Works: 17 works in 90 publications in 3 languages and 1,799 library holdings Author, Editor, 958 QA3, 519.23
Publication Timeline
.
Most widely held works by Jean-Dominique Deuschel
Large deviations by Jean-Dominique Deuschel( Book )

28 editions published between 1989 and 2001 in English and Undetermined and held by 471 WorldCat member libraries worldwide

Interacting stochastic systems by Jean-Dominique Deuschel( Book )

16 editions published between 2004 and 2005 in English and held by 170 WorldCat member libraries worldwide

Core papers emanating from the research network, DFG-Schwerpunkt: Interacting stochastic systems of high complexity
Large portfolio losses by Amir Dembo( Book )

10 editions published in 2002 in English and held by 51 WorldCat member libraries worldwide

Abstract: This paper provide a large-deviations approximation of the tail distribution of total financial losses on a portfolio consisting of many positions. Applications include the total default losses on a bank portfolio, or the total claims against an insurer. The results may be useful in allocating exposure limits, and in allocating risk capital across different lines of business. Assuming that, for a given total loss, the distress caused by the loss is larger if the loss occurs within a smaller time period, we provide a large-deviations estimate of the likelihood that there will exist a sub-period of the future planning period during which a total loss of the critical severity occurs. Under conditions, this calculation is reduced to the calculation of the likelihood of the same sized loss over a fixed initial time interval whose length is a property of the portfolio and the critical loss level
Probability in complex physical systems : in honour of Erwin Bolthausen and Jurgen Gartner by Jean-Dominique Deuschel( Book )

11 editions published between 2012 and 2014 in English and Undetermined and held by 32 WorldCat member libraries worldwide

Probabilistic approaches have played a prominent role in the study of complex physical systems for more than thirty years. This volume collects twenty articles on various topics in this field, including self-interacting random walks and polymer models in random and non-random environments, branching processes, Parisi formulas and metastability in spin glasses, and hydrodynamic limits for gradient Gibbs models. The majority of these articles contain original results at the forefront of contemporary research; some of them include review aspects and summarize the state-of-the-art on topical issues - one focal point is the parabolic Anderson model, which is considered with various novel aspects including moving catalysts, acceleration and deceleration and fron propagation, for both time-dependent and time-independent potentials. The authors are among the world's leading experts. This Festschrift honours two eminent researchers, Erwin Bolthausen and Jürgen Gärtner, whose scientific work has profoundly influenced the field and all of the present contributions
Lissage de diffusions à dimension infinie et leurs proprietes en tant que mesure de Gibbs by Jean-Dominique Deuschel( Book )

6 editions published in 1985 in French and Undetermined and held by 24 WorldCat member libraries worldwide

Probability in Complex Physical Systems : In Honour of Erwin Bolthausen and Jürgen Gärtner by Jean-Dominique Deuschel( )

1 edition published in 2012 in English and held by 17 WorldCat member libraries worldwide

Interacting stochastic systems( )

1 edition published in 2005 in English and held by 5 WorldCat member libraries worldwide

Entropic repulsion for massles fields by Jean-Dominique Deuschel( Book )

3 editions published in 1999 in English and held by 4 WorldCat member libraries worldwide

Entropic repulsion and the maximum of the two dimensional harmonic crystal by Erwin Bolthausen( Book )

2 editions published in 1999 in English and held by 4 WorldCat member libraries worldwide

Probability and statistics of random algebraic structures : March 10th - March 16th, 2002( Book )

1 edition published in 2002 in English and held by 4 WorldCat member libraries worldwide

On increasing Subsequences of I.I.D. samples by Jean-Dominique Deuschel( Book )

3 editions published in 1996 in English and held by 3 WorldCat member libraries worldwide

Large deviations and concentration properties for [nablaoperator] [phi] interface models by Jean-Dominique Deuschel( Book )

2 editions published in 1999 in English and held by 3 WorldCat member libraries worldwide

The rate function of hypoelliptic diffusions by G Ben Arous( Book )

2 editions published in 1993 in English and held by 3 WorldCat member libraries worldwide

Wahrscheinlichkeiten grosser Abweichungen( Visual )

1 edition published in 1991 in German and held by 1 WorldCat member library worldwide

Markov chain approximations to non-symmetric diffusions with bounded coefficients : dedicated to Professor Tadahisa Funaki on his 60th birthday by Jean-Dominique Deuschel( Book )

1 edition published in 2011 in English and held by 1 WorldCat member library worldwide

Principe d'invariance individuel pour une diffusion dans un environnement périodique. by Moustapha Ba( )

1 edition published in 2014 in English and held by 1 WorldCat member library worldwide

Nous montrons ici, en utilisant les méthodes de l'analyse stochastique, le principe d'invariance pour des diffusion sur $\mathbb{R} ^{d},d\geq 2$, en milieu périodique au delà des hypothèses d'uniforme ellipticité et au delà des hypothèses de régularité sur le potentiel. La théorie du calcul stochastique pour les processus associés aux formes de Dirichlet est largement utilisée pour justifier l'existence du processus de Markov à temps continus, défini pour presque tout point de départ sur $\mathbb{R} ^{d}$. Pour la preuve du principe d'invariance, nous montrons une nouvelle inégalité de type Sobolev avec des poids différents, qui nous permet de déduire l'existence et la bornitude d'une densité de la probabilité de transition associée au processus de Markov. Cette inégalité, est l'outil principal de ce travail. La preuve fera appel à des techniques d'analyse harmonique. Enfin, le chapitre 3 contient le résultat principal du travail de la thèse : le principe d'invariance qui veut dire que la suite de processus $(_{\varepsilon }X_{t\varepsilon ^{-2}})$ converge en loi quand $\varepsilon$ tend vers zéro vers un mouvement Brownien. Notre stratégie suit quelques étapes classiques : nous nous appuyons sur la construction de ce qu'on appelle ici correcteur. Afin de contrôler le correcteur, et aussi pour montrer son existence, nous nous appuyons sur l'inégalité de Sobolev. Le resultat est obenu seulement avec les hypothèses, le potentiel $V$ est périodique et satisfait: $e^{V}+e^{-V}$ locallement dans $L^{1}\left( \mathbb{R} ^{d};dx\right)$ ou $dx$ est la mesure de Lebesgue
Stochastische Analysis 27.10. - 02.11.1996( Book )

1 edition published in 1996 in English and held by 1 WorldCat member library worldwide

more
fewer
Audience Level
 0 1 Kids General Special

Related Identities
Languages
English (79)

French (5)

German (1)

Covers