ENGLISH

Lectures on probability theory and statistics: Ecole d'été de probabilités de Saint-Flour XXX, 2000

By Sergio Albeverio , Pierre Bernard , Walter Schachermayer

Book information

Publisher
Springer
Year
2003
ISBN
3540403353, 9783540403357
Open Library ID
OL15540594M
Language
english
Format
PDF
Filesize
9 MB (9432547 bytes)
Series
Lecture Notes in Mathematics
Edition
1
Pages
303\303
Time added
2009-08-06 05:14:26
Математика;Теория вероятностей и математическая ст

Description

In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, including the Bachelier and Black-Scholes models. The fundamental theorem of asset pricing is discussed in detail. Finally Michel Talagrand, gives an overview of the mean field models for spin glasses. This text is a major contribution towards the proof of certain results from physics, and includes a discussion of the Sherrington-Kirkpatrick and the p-spin interaction models.

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