ENGLISH-FRENCH

Séminaire de Probabilités XXXVII

By Jacques Azéma , Michel Émery , Michel Ledoux , Marc Yor (eds.) , Antoine Lejay (auth.)

Book information

Publisher
Springer Berlin Heidelberg
Year
2003
ISBN
978-3-540-20520-3, 978-3-540-40004-2
DOI
10.1007/b94376
Language
english-french
Format
PDF
Filesize
6 MB (6497094 bytes)
Series
Lecture Notes in Mathematics 1832
Pages
XIV, 454 p.\446
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00

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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