ENGLISH

Séminaire de Probabilités XXXVII (Lecture Notes in Mathematics, 1832)

By Jacques Azéma (editor) , Michel Émery (editor) , Michel Ledoux (editor) , Marc Yor (editor)

Book information

Publisher
Springer
Year
2003
ISBN
3540205209, 9783540205203
Language
english
Format
DJVU
Filesize
2 MB (2140156 bytes)
Edition
2003
Pages
468\372
DPI
300
Time added
2024-07-25 15:09:50

Description

The 37th Séminaire de Probabilités contains A. Lejay's advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths. The rest of the volume consists of various articles on topics familiar to regular readers of the Séminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes.

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