ENGLISH

Séminaire de Probabilités XLIII

By Catherine Donati-Martin , Jean Picard (auth.) , Antoine Lejay , Alain Rouault (eds.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
2011
ISBN
978-3-642-15216-0, 978-3-642-15217-7
DOI
10.1007/978-3-642-15217-7
Language
english
Format
PDF
Filesize
4 MB (4317403 bytes)
Series
Lecture Notes in Mathematics 2006
Edition
1
Pages
503\510
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00
Probability Theory and Stochastic Processes

Description

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.

Similar books