Author: Catherine Donati Martin
Publisher: Springer Science & Business Media
ISBN: 3642152163
Category : Mathematics
Languages : en
Pages : 511
Book Description
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.
Seminaire de Probabilites XXVIII
Author: Jacques Azema
Publisher:
ISBN: 9783662198681
Category :
Languages : en
Pages : 344
Book Description
Publisher:
ISBN: 9783662198681
Category :
Languages : en
Pages : 344
Book Description
Seminaire de Probabilites. X.
Séminaire de Probabilités XLI
Author: Catherine Donati-Martin
Publisher: Springer Science & Business Media
ISBN: 3540779124
Category : Mathematics
Languages : en
Pages : 459
Book Description
Stochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or other), Lévy processes, martingales and probabilistic finance. Other probabilistic themes are also present: large random matrices, statistical mechanics. The contributions in this volume provide a sampling of recent results on these topics. All contributions with the exception of two are written in English language.
Publisher: Springer Science & Business Media
ISBN: 3540779124
Category : Mathematics
Languages : en
Pages : 459
Book Description
Stochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or other), Lévy processes, martingales and probabilistic finance. Other probabilistic themes are also present: large random matrices, statistical mechanics. The contributions in this volume provide a sampling of recent results on these topics. All contributions with the exception of two are written in English language.
Seminaire de Probabilites XXVI
Author: Jacques Azema
Publisher:
ISBN: 9783662180426
Category :
Languages : en
Pages : 644
Book Description
Publisher:
ISBN: 9783662180426
Category :
Languages : en
Pages : 644
Book Description
Seminaire de Probabilites XXVII
Author: Jaques Azema
Publisher:
ISBN: 9783662198339
Category :
Languages : en
Pages : 340
Book Description
Publisher:
ISBN: 9783662198339
Category :
Languages : en
Pages : 340
Book Description
Proceedings of the 3rd Seminaire de Probabilites
Seminaire de Probabilites XXIX
Author: Jacques Azema
Publisher:
ISBN: 9783662199534
Category :
Languages : en
Pages : 340
Book Description
Publisher:
ISBN: 9783662199534
Category :
Languages : en
Pages : 340
Book Description