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Séminaire de Probabilités XL (Lecture Notes in Mathematics / Séminaire de Probabilités)
Posted on 2010-07-04
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More Two noteworthy features of the 40th volume of Séminaire de Probabilités are L. Coutins 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. MY LINKS OTHER PUBLICATIONS
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