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Science/Engineering Seminaire De Probabilites XXV (Lecture Notes in Mathematics) [French]

Posted on 2010-03-15




Name:Science/Engineering Seminaire De Probabilites XXV (Lecture Notes in Mathematics) [French]
ASIN/ISBN:3540546162
Language:English
File size:2.23 Mb
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
ISBN: 3540546162
Publish Date: edition 2002
Pages: 440 pages
File Size: 2,23 mb
Other Info: DJVU
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Seminaire De Probabilites XXV (Lecture Notes in Mathematics) [French]

Researchers and graduate students in the theory of stochastic processes will find in this 35th volume some thirty articles on martingale theory, martingales and finance, analytical inequalities and semigroups, stochastic differential equations, functionals of Brownian motion and of Lévy processes. Ledoux's article contains a self-contained introduction to the use of semigroups in spectral gaps and logarithmic Sobolev inequalities; the contribution by Emery and Schachermayer includes an exposition for probabilists of Vershik's theory of backward discrete filtrations.

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