Donati Martin / Lejay / Rouault Séminaire de Probabilités XLIII
Erscheinungsjahr 2010
ISBN: 978-3-642-15217-7
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
E-Book, Englisch, 503 Seiten, Web PDF
Reihe: Lecture Notes in Mathematics
ISBN: 978-3-642-15217-7
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
This is a new volume of the Séminaire de Probabilités 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 Journées de Probabilités held in Poitiers in June 2009.
Zielgruppe
Research