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Antoine Lejay & Catherine Donati Martin
Seminaire de Probabilites XLIII [PDF ebook]

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This is a new volume of the Seminaire de Probabilites which is now in its 43rd year. Following the tradition, this volume contains about 20 original research and survey articles on topics related to stochastic analysis. It contains an advanced course of J. Picard on the representation formulae for fractional Brownian motion. The regular chapters cover a wide range of themes, such as stochastic calculus and stochastic differentialequations, stochastic differential geometry, filtrations, analysis on Wiener space, random matrices and free probability, as well as mathematical finance. Some of the contributions were presented at the Journees de Probabilites held in Poitiers in June 2009.

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Idioma Inglés ● Formato PDF ● ISBN 9783642152177 ● Editor Antoine Lejay & Catherine Donati Martin ● Editorial Springer Berlin Heidelberg ● Publicado 2010 ● Descargable 3 veces ● Divisa EUR ● ID 6321504 ● Protección de copia Adobe DRM

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