ENGLISH-FRENCH

Séminaire de Probabilités XL

By Michel Émery , Laure Coutin (auth.) , Catherine Donati-Martin , Alain Rouault , Christophe Stricker (eds.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
2007
ISBN
9783540711889, 3540711880
DOI
10.1007/978-3-540-71189-6
Open Library ID
OL12810297M
Language
english-french
Format
PDF
Filesize
3 MB (3438876 bytes)
Series
Lecture Notes in Mathematics 1899 Séminaire de Probabilités
Edition
1
Pages
489\486
Time added
2009-08-06 05:14:26
EconomicsProbability Theory and Stochastic Processes; GameSocial and Behav. Sciences

Description

Two noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance include three contributions by A.S. Cherny on general approaches to arbitrage pricing.

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