Séminaire de Probabilités XLI (Lecture Notes in Mathematics) (English and French Edition)

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9783540779124: Séminaire de Probabilités XLI (Lecture Notes in Mathematics) (English and French Edition)
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Stochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or other), Lévy processes, martingales and probabilistic finance. Other probabilistic themes are also present: large random matrices, statistical mechanics. The contributions in this volume provide a sampling of recent results on these topics. All contributions with the exception of two are written in English language.

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