WorldCat Identities

Bertoin, Jean

Overview
Works: 41 works in 113 publications in 4 languages and 1,251 library holdings
Genres: Conference proceedings 
Roles: Creator, Editor, Thesis advisor
Classifications: QA274.73, 519.282
Publication Timeline
Key
Publications about  Jean Bertoin Publications about Jean Bertoin
Publications by  Jean Bertoin Publications by Jean Bertoin
Most widely held works by Jean Bertoin
Lévy processes by Jean Bertoin ( Book )
28 editions published between 1996 and 2010 in English and Undetermined and held by 448 WorldCat member libraries worldwide
This is an up-to-date and comprehensive account of the theory of Levy processes. This branch of modern probability theory has been developed over recent years and has many applications in such areas as queues, mathematical finance and risk estimation. Professor Bertoin has used the powerful interplay between the probabilistic structure (independence and stationarity of the increments) and analytic tools (especially Fourier and Laplace transforms) to give a quick and concise treatment of the core theory, with the minimum of technical requirements. Special properties of subordinators are developed and then appear as key features in the study of the local times of real-valued Levy processes and in fluctuation theory. Levy processes with no positive jumps receive special attention, as do stable processes
Lectures on probability theory and statistics by Jean Bertoin ( Book )
26 editions published between 1999 and 2004 in English and German and held by 358 WorldCat member libraries worldwide
Part I, Bertoin, J.: Subordinators: Examples and Applications: Foreword.- Elements on subordinators.- Regenerative property.- Asymptotic behaviour of last passage times.- Rates of growth of local time.- Geometric properties of regenerative sets.- Burgers equation with Brownian initial velocity.- Random covering.- Lvy processes.- Occupation times of a linear Brownian motion.- Part II, Martinelli, F.: Lectures on Glauber Dynamics for Discrete Spin Models: Introduction.- Gibbs Measures of Lattice Spin Models.- The Glauber Dynamics.- One Phase Region.- Boundary Phase Transitions.- Phase Coexistence.- Glauber Dynamics for the Dilute Ising Model.- Part III, Peres, Yu.: Probability on Trees: An Introductory Climb: Preface.- Basic Definitions and a Few Highlights.- Galton-Watson Trees.- General percolation on a connected graph.- The first-Moment method.- Quasi-independent Percolation.- The second Moment Method.- Electrical Networks.- Infinite Networks.- The Method of Random Paths.- Transience of Percolation Clusters.- Subperiodic Trees.- The Random Walks RW (lambda) .- Capacity.-. Intersection-Equivalence.- Reconstruction for the Ising Model on a Tree, - Unpredictable Paths in Z and EIT in Z3.- Tree-Indexed Processes.- Recurrence for Tree-Indexed Markov Chains.- Dynamical Pecsolation.- Stochastic Domination Between Trees
Random fragmentation and coagulation processes by Jean Bertoin ( Book )
12 editions published in 2006 in English and Spanish and held by 284 WorldCat member libraries worldwide
By the author of Lévy Processes, the first comprehensive theoretical account of mathematical models for random and repeated fragmentation and coagulation over time. Written for readers with a solid background in probability, its careful exposition allows graduate students, as well as working mathematicians, to approach the material with confidence
Lectures on Probability Theory and Statistics Ecole d'Eté de Probailités de Saint-Flour XXVII - 1997 by Jean Bertoin ( )
1 edition published in 1999 in English and held by 23 WorldCat member libraries worldwide
Quelques interactions entre analyse, probabilités et fractals by Julien Barral ( Book )
1 edition published in 2010 in French and held by 22 WorldCat member libraries worldwide
Three discussions of fractal geometry relating to multiplicative processes and fragmentation.--Page [iv]
Lévy processes at Saint-Flour ( Book )
4 editions published in 2012 in English and held by 20 WorldCat member libraries worldwide
Lévy matters I recent progress in theory and applications : foundations, trees and numerical issues in finance ( Book )
1 edition published in 2010 in English and held by 16 WorldCat member libraries worldwide
Annotation
Lévy Matters I Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance by Thomas Duquesne ( )
2 editions published in 2010 in English and held by 13 WorldCat member libraries worldwide
Annotation
Subordinators, Lévy processes with no negative jumps, and branching processes by Jean Bertoin ( Book )
3 editions published in 2000 in English and held by 4 WorldCat member libraries worldwide
Turbulence de Burgers et agrégation de particules lorsque l'état initial est aléatoire by Christophe Giraud ( Book )
1 edition published in 2001 in English and held by 4 WorldCat member libraries worldwide
Arbres, excursions et processus de Lévy complètement asymétriques by Amaury Lambert ( Book )
1 edition published in 2001 in French and held by 3 WorldCat member libraries worldwide
Processus de Lévy et conditionnement by Loïc Chaumont ( Book )
1 edition published in 1994 in French and held by 3 WorldCat member libraries worldwide
CETTE THESE EST CONSTITUEE DE DEUX PARTIES. LA PREMIERE CONCERNE LES PROCESSUS DE LEVY SANS SAUT NEGATIF POUR LESQUELS NOUS AVONS DONNE UN SENS AU PROCESSUS CONDITIONNE A RESTER POSITIF. DANS LE CAS BROWNIEN, CE CONDITIONNEMENT CORRESPOND AU PROCESSUS DE BESSEL DE DIMENSION 3. NOUS AVONS ENSUITE ETABLI LA DECOMPOSITION EN SON MINIMUM DE CE PROCESSUS QUI EST UNE EXTENSION DE LA DECOMPOSITION DE WILLIAMS DU PROCESSUS DE BESSEL DE DIMENSION 3. AVANT SON MINIMUM, LE PROCESSUS CONDITIONNE A RESTER POSITIF A LA LOI DU PROCESSUS INITIAL TUE EN UN PREMIER TEMPS D'ATTEINTE. APRES SON MINIMUM, SA LOI EST CELLE DU PROCESSUS CONDITIONNE A RESTER POSITIF ISSU DE ZERO. CETTE DECOMPOSITION A ALORS ETE APPLIQUEE A DES DESCRIPTIONS DE L'EXCURSION EN DEHORS DE ZERO DU PROCESSUS REFLECHI EN SON MINIMUM PASSE. L'EXCURSION A D'ABORD ETE DECOMPOSEE EN UN TEMPS UNIFORMEMENT DISTRIBUE SUR SA DUREE DE VIE. DANS LE CAS BROWNIEN, CETTE DECOMPOSITION EST DUE A BISMUT. ENFIN, NOUS AVONS ETABLI L'ANALOGUE DE LA DECOMPOSITION DE WILLIAMS DE CETTE EXCURSION EN SON MAXIMUM. LA SECONDE PARTIE CONCERNE LES PROCESSUS STABLES POUR LESQUELS NOUS AVONS DEFINI LE PONT, L'EXCURSION NORMALISEE ET LE MEANDRE DEJA CONNUS DANS LE CAS BROWNIEN. NOUS AVONS ENSUITE DONNE DES CONSTRUCTIONS TRAJECTORIELLES DE CES TROIS PROCESSUS AFIN D'ETABLIR DES TRANSFORMATIONS ENTRE LEURS TRAJECTOIRES. IL A ETE REMARQUE QUE LA LOI DU MEANDRE EST ABSOLUMENT CONTINUE PAR RAPPORT A CELLE DU PROCESSUS CONDITIONNE A RESTER POSITIF. D'AUTRE PART, NOUS AVONS ETENDU A TOUS LES PROCESSUS STABLES LA TRANSFORMATION DE VERVAAT ENTRE LE PONT ET L'EXCURSION NORMALISEE ET CONDITIONNEE A MOURIR EN ZERO. ENFIN, UN LIEN ENTRE PONT REFLECHI ET MEANDRE ANALOGUE A CELUI ETABLI PAR PITMAN, BIANE ET YOR A ETE MONTRE EN L'ABSENCE DE SAUT POSITIF
Lévy process by Jean Bertoin ( Book )
2 editions published in 1998 in English and held by 3 WorldCat member libraries worldwide
PROCESSUS DE DIRICHLET by Jean Bertoin ( Book )
1 edition published in 1987 in French and held by 3 WorldCat member libraries worldwide
L'OBJET DE CE TRAVAIL EST L'ETUDE D'UNE GENERALISATION DE LA NOTION DE SEMIMARTINGALE : CELLE DE "PROCESSUS DE DIRICHLET", C'EST A DIRE D'UN PROCESSUS QUI ADMET UNE DECOMPOSITION EN SOMME D'UNE MARTINGALE CONTINUE DE CARRE INTEGRABLE ET D'UN PROCESSUS A VARIATION QUADRATIQUE NULLE. A L'AIDE DE LA STRUCTURE D'ESPACE DE BANACH DE L'ENSEMBLE D DES PROCESSUS DE DIRICHLET, ON OBTIENT UNE EXTENSION D'UNE INEGALITE DE BURKHOLDER, DAVIS, GUNDY, LA STABILITE DE D PAR TRANSFORMATION DE CLASSE C**(1) ET UNE FORMULE D'ITO. ON PROUVE L'EXISTENCE DE DENSITES D'OCCUPATION AINSI QUE DE CERTAINES INTEGRALES STOCHASTIQUES POUR UN CERTAIN TYPE DE PROCESSUS DE DIRICHLET. DIVERS EXEMPLES ET APPLICATIONS SONT DONNES
Récouvrements aléatoires et processus de Markov auto-similaires by Victor Manuel Rivero Mercado ( Book )
1 edition published in 2004 in English and held by 3 WorldCat member libraries worldwide
THEORIE DES FLUCTUATIONS, PROBABILITES SUR LES ARBRES by PHILIPPE MARCHAL ( Book )
1 edition published in 1999 in French and held by 3 WorldCat member libraries worldwide
NOUS DONNONS UNE DEMONSTRATION D'UNE FORMULE DE WIENER-HOPF DUE A ALILI-DONEY AU MOYEN D'UNE TRANSFORMATION TRAJECTORIELLE. NOUS ETUDIONS LE PROBLEME DE DOUBLE SORTIE POUR LES MARCHES ALEATOIRES CONTINUES A GAUCHE PAR UNE METHODE COMBINATOIRE. CETTE METHODE S'APPLIQUE AUX MARCHES ALEATOIRES SUR UN CERCLE, DEJA ETUDIEES PAR PITMAN. NOUS CARACTERISONS LE COMPORTEMENT PRESQUE SUR DU TEMPS PASSE POSITIF POUR UNE MARCHE ALEATOIRE OU UN PROCESSUS DE LEVY SOUS LA CONDITION DE SPITZER. NOUS ETUDIONS LA LOI DU TEMPS PASSE POSITIF POUR UN PROCESSUS DE LEVY EN SES TEMPS DE RETOUR EN O. NOUS DONNONS UNE INEGALITE OPTIMALE POUR LE THEOREME DE LYONS. NOUS CONSTRUISONS UNE CLASSE DE PROCESSUS AUTO-SIMILAIRES SUR LA FRONTIERE D'UN ARBRE REGULIER ET ETUDIONS LES POINTS LENTS ET POINTS MULTIPLES DE CES PROCESSUS
Renewal theory and level passage by subordinators by Jean Bertoin ( Book )
2 editions published in 1997 in English and held by 2 WorldCat member libraries worldwide
Fragmentations et perte de masse by Bénédicte Haas ( Book )
1 edition published in 2004 in French and held by 2 WorldCat member libraries worldwide
Fragmentations et coalescences homogènes by Julien Berestycki ( Book )
1 edition published in 2003 in English and held by 2 WorldCat member libraries worldwide
 
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Audience level: 0.78 (from 0.00 for Turbulence ... to 0.92 for Lévy proc ...)
Alternative Names
Bertoin, J.
Bertoin, J. (Jean)
Bertoin, Jean
Languages
English (82)
French (6)
Spanish (1)
German (1)
Covers