書誌事項

Séminaire de probabilités XLIII

Catherine Donati-Martin, Antoine Lejay, Alain Rouault (eds.)

(Lecture notes in mathematics, 2006)

Springer, c2011

  • : pbk

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注記

Includes bibliographical references

内容説明・目次

内容説明

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.

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詳細情報

  • NII書誌ID(NCID)
    BB04012716
  • ISBN
    • 9783642152160
  • LCCN
    2010937110
  • 出版国コード
    gw
  • タイトル言語コード
    fre
  • 本文言語コード
    eng
  • 出版地
    Berlin
  • ページ数/冊数
    xi, 503 p.
  • 大きさ
    24 cm
  • 親書誌ID
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