ENGLISH

Seminaire De Probabilites (only TOC+errata)

By J. Azema , M. Emery , M. Ledoux , M. Yor

Book information

Publisher
Springer
Year
2001
ISBN
9783540416593, 3540416595
LCC
QA273.A1 S45 2001
Open Library ID
OL17011527M
Language
english
Format
DJVU
Filesize
82 kB (84279 bytes)
Series
Lecture Notes in Mathematics 1755
Volume
Number 35
Edition
1
Pages
9\9
Library
Kolxo3
DPI
300
Time added
2009-07-20 03:45:11

Description

Researchers and graduate students in the theory of stochastic processes will find in this 35th volume some thirty articles on martingale theory, martingales and finance, analytical inequalities and semigroups, stochastic differential equations, functionals of Brownian motion and of L?vy processes. Ledoux's article contains a self-contained introduction to the use of semigroups in spectral gaps and logarithmic Sobolev inequalities; the contribution by Emery and Schachermayer includes an exposition for probabilists of Vershik's theory of backward discrete filtrations.

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