WorldCat Identities

Deuschel, Jean-Dominique 1957-

Overview
Works: 16 works in 79 publications in 3 languages and 1,555 library holdings
Roles: Editor
Classifications: QA274.2, 519.23
Publication Timeline
Key
Publications about  Jean-Dominique Deuschel Publications about Jean-Dominique Deuschel
Publications by  Jean-Dominique Deuschel Publications by Jean-Dominique Deuschel
Most widely held works by Jean-Dominique Deuschel
Large deviations by Jean-Dominique Deuschel ( Book )
23 editions published between 1989 and 2001 in English and Undetermined and held by 565 WorldCat member libraries worldwide
Interacting stochastic systems by Jean-Dominique Deuschel ( )
19 editions published between 2004 and 2005 in English and held by 551 WorldCat member libraries worldwide
Core papers emanating from the research network, DFG-Schwerpunkt: Interacting stochastic systems of high complexity
Probability in complex physical systems in honour of Erwin Bolthausen and Jürgen Gärtner by Jean-Dominique Deuschel ( )
11 editions published in 2012 in English and held by 330 WorldCat member libraries worldwide
Annotation
Large portfolio losses by Amir Dembo ( Book )
7 editions published in 2002 in English and held by 71 WorldCat member libraries worldwide
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
Lissage de diffusions à dimension infinie et leurs proprietes en tant que mesure de Gibbs by Jean-Dominique Deuschel ( Book )
5 editions published in 1985 in French and Undetermined and held by 21 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 3 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
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 3 WorldCat member libraries worldwide
The rate function of hypoelliptic diffusions by Gérard Ben Arous ( Book )
1 edition published in 1993 in English and held by 2 WorldCat member libraries worldwide
Entropic repulsion for massless fields ( Book )
1 edition published in 1999 in English 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
Large deviations and concentration properties for [nablaoperator] [phi] interface models by Jean-Dominique Deuschel ( Book )
1 edition published in 1999 in English and held by 1 WorldCat member library worldwide
Wahrscheinlichkeiten grosser Abweichungen ( Visual )
1 edition published in 1991 in German and held by 1 WorldCat member library worldwide
Stochastische Analysis 27.10. - 02.11.1996 ( Book )
1 edition published in 1996 in English and held by 1 WorldCat member library worldwide
Entropic repulsion for massles fields by Jean-Dominique Deuschel ( Book )
1 edition published in 1999 in English and held by 1 WorldCat member library worldwide
Large deviations Rev. ed. of: An introduction to the theory of large deviations ( )
1 edition published in 1989 in English and held by 0 WorldCat member libraries worldwide
 
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Audience level: 0.74 (from 0.00 for Entropic r ... to 1.00 for Markov cha ...)
Languages
English (72)
French (4)
German (1)
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