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Séminaire de Probabilités XLIII (Lecture Notes in Mathematics) (repost)

Posted on 2011-01-14




Name:Séminaire de Probabilités XLIII (Lecture Notes in Mathematics) (repost)
ASIN/ISBN:3642152163
Publish Date:2010
Pages:503 pages
File size:3 Mb
Publish Date: 2010
ISBN: 3642152163
Pages: 503 pages
File Type: PDF
File Size: 3 MB
Other Info: S..er
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Catherine Donati-Martin, Antoine Lejay, Alain Rouault, "Séminaire de Probabilités XLIII (Lecture Notes in Mathematics)"

This is a new volume of the Séminaire de Probabilités 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 differential equations, 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 Journées de Probabilités held in Poitiers in June 2009.

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