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Séminaire de Probabilités XLIII de Catherine Donati Martin

Séminaire de Probabilités XLIII: Lecture Notes in Mathematics, cartea 2006

Editat de Catherine Donati Martin, Antoine Lejay, Alain Rouault
en Limba Engleză Paperback – 28 oct 2010
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 differentialequations, 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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Specificații

ISBN-13: 9783642152160
ISBN-10: 3642152163
Pagini: 524
Ilustrații: XI, 503 p.
Dimensiuni: 155 x 235 x 35 mm
Greutate: 0.8 kg
Ediția:2011
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seriile Lecture Notes in Mathematics, Séminaire de Probabilités

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Textul de pe ultima copertă

This is a new volume of the Séminaire de Probabilité which was started in the 60's. Following the tradition, this volume contains up to 20 original research and survey articles on several topics related to stochastic analysisThis volume contains J. Picard's advanced course on the representation formulae for the fractional Brownian motion. The regular chapterscover a wide range of themes, such as stochastic calculus and stochastic differentialequations, stochastic differential geometry, filtrations, analysis of 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.

Caracteristici

Original research articles Original survey/lecture on a new topic Wide range of topics Includes supplementary material: sn.pub/extras