Séminaire de Probabilités XLIII

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 represe...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Donati Martin, Catherine (Editor ), Lejay, Antoine (Editor ), Rouault, Alain (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2011.
Edición:1st ed. 2011.
Colección:Séminaire de Probabilités, 2006
Temas:
Probabilities.
Probability Theory.
Acceso en línea:Texto Completo
Descripción
Sumario: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.
Descripción Física:XI, 503 p. online resource.
ISBN:9783642152177
ISSN:2510-3660 ;

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