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Séminaire de Probabilités XLIII

Springer Berlin,
Buch
74,85 € Lieferbar in 5-7 Tagen

Kurzbeschreibung

This fresh addition to the series started in the 1960s follows the Séminaire’s tradition, containing original research and survey articles on topics related to stochastic analysis. These include stochastic calculus and differential geometry, among many others.

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Schlagworte
Hauptbeschreibung

Titel: Séminaire de Probabilités XLIII
Autoren/Herausgeber: Catherine Donati Martin, Antoine Lejay, Alain Rouault (Hrsg.)
Aus der Reihe: Lecture Notes in Mathematics
Ausgabe: 2011

ISBN/EAN: 9783642152160

Seitenzahl: 503
Format: 23,5 x 15,5 cm
Produktform: Taschenbuch/Softcover
Gewicht: 1,600 g
Sprache: Englisch

This is a new volume of the Séminaire de Probabilités which is now in its 43rd year. Following the tradition, this volume contains about 20 original research and survey articles on topics related to stochastic analysis. It contains an advanced course of J. Picard on the representation formulae for fractional Brownian motion. The regular chapters cover a wide range of themes, such as stochastic calculus and stochastic differential
equations, stochastic differential geometry, filtrations, analysis on Wiener space, random matrices and free probability, as well as mathematical finance. Some of the contributions were presented at the Journées de Probabilités held in Poitiers in June 2009.

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