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Seminaire de Probabilites XLIII
Lecture Notes in Mathematics/Seminaire de Probabilites 2006, Lecture Notes in Mathematics 2006 - Séminaire de Probabilités
ISBN/EAN: 9783642152160
Umbreit-Nr.: 1266034
Sprache:
Englisch
Umfang: xi, 503 S., 14 s/w Illustr.
Format in cm:
Einband:
kartoniertes Buch
Erschienen am 28.10.2010
Auflage: 1/2011
- Zusatztext
- This is a new volume of the Seminaire de Probabilites 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 Journees de Probabilites held in Poitiers in June 2009.
- Kurztext
- 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 chapters cover a wide range of themes, such as stochastic calculus and stochastic differential equations, 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.