Séminaire de probabilités XLIII

Author(s)

• Donati-Martin, Catherine
• Lejay, Antoine
• Rouault, Alain

Bibliographic Information

Séminaire de probabilités XLIII

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

（Lecture notes in mathematics, 2006）

Springer, c2011

• : pbk

Note

Includes bibliographical references

Description and Table of Contents

Description

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.

by "Nielsen BookData"

Details

• NCID: BB04012716
• ISBN:
  • 9783642152160
• LCCN: 2010937110
• Country Code: gw
• Title Language Code: fre
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: xi, 503 p.
• Size: 24 cm
• Parent Bibliography ID:
  • BA00146586