Séminaire de Probabilités XL

Two noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin's advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance in...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Donati-Martin, Catherine (Editor ), Émery, Michel (Editor ), Rouault, Alain (Editor ), Stricker, Christophe (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2007.
Edición:1st ed. 2007.
Colección:Séminaire de Probabilités, 1899
Temas:
Probabilities.
Game theory.
Probability Theory.
Game Theory.
Acceso en línea:Texto Completo
Descripción
Sumario:Two noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin's advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance include three contributions by A.S. Cherny on general approaches to arbitrage pricing.
Descripción Física:XI, 489 p. online resource.
ISBN:9783540711896
ISSN:2510-3660 ;

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