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

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Copertina di Antoine Lejay & Catherine Donati Martin: Seminaire de Probabilites XLIII (PDF)

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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Lingua Inglese ● Formato PDF ● ISBN 9783642152177 ● Editore Antoine Lejay & Catherine Donati Martin ● Casa editrice Springer Berlin Heidelberg ● Pubblicato 2010 ● Scaricabile 3 volte ● Moneta EUR ● ID 6321504 ● Protezione dalla copia Adobe DRM

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