Séminaire de Probabilités LI

This volume presents a selection of texts that reflects the current research streams in probability, with an interest toward topics such as filtrations, Markov processes and Markov chains as well as large deviations, Stochastic Partial Differential equations, rough paths theory, quantum probabilities and percolation on graphs. The featured contributors are R. L. Karandikar and B. V. Rao, C. Leuridan, M. Vidmar, L. Miclo and P. Patie, A. Bernou, M.-E. Caballero and A. Rouault, J. Dedecker, F. Merlevède and E. Rio, F. Brosset, T. Klein, A. Lagnoux and P. Petit, C. Marinelli and L. Scarpa, C. Castaing, N. Marie and P. Raynaud de Fitte, S. Attal, J. Deschamps and C. Pellegrini, and N. Eisenbaum.

Contenu

Stochastic Integrals and Two Filtrations.- Filtrations associated to some two-to-one transformations.- Exit problems for positive Markov processes with one-sided jumps.- On intertwining relations between Ehrenfest, Yule and Ornstein-Uhlenbeck processes.- On subexponential convergence to equilibrium of Markov processes.- Invariance principle for clocks.- Criteria for Borel-Cantelli lemmas with applications to Markov chains and dynamical systems.- Probabilistic proofs of large deviation results for sums of semiexponential random variables and explicit rate function at the transition.- Well-posedness of monotone semilinear SPDEs with semimartingale noise.- Sweeping processes perturbed by rough signals.- Classical Noises Emerging from Quantum Environments.- Percolation of repulsive particles on graphs.