SȨminaire de ProbabilitȨs XLIII [electronic resource] / edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault.
Tipo de material: TextoSeries Lecture Notes in Mathematics ; 2006 | Lecture Notes in Mathematics ; 2006Editor: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2011Descripción: XI, 503 p. online resourceTipo de contenido:- text
- computer
- online resource
- 9783642152177
- SpringerLink (Online service)
- 519.2 23
- QA273.A1-274.9
- QA274-274.9
This is a new volume of the SȨminaire de ProbabilitȨ which was started in the 60's. Following the tradition, this volume contains up to 20 original research and survey articles on several topics related to stochastic analysisThis volume contains J. Picard's advanced course on the representation formulae for the 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 of Wiener space, random matrices and free probability, as well as mathematical finance. Some of the contributions were presented at the JournȨes de ProbabilitȨs held in Poitiers in June 2009.
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