Lectures on probability theory and statistics. Lecture notes in mathematics; 1816.

Albeverio, Sergio

ISBN 10: 3540403353 / ISBN 13: 9783540403357

Published by Berlin, Springer, 2003

About this Item

Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD condition, some traces of use. C-01805 9783540403357 Sprache: Englisch Gewicht in Gramm: 550.

Seller Inventory # 2485686

Bibliographic Details

• Title: Lectures on probability theory and statistics. Lecture notes in mathematics; 1816.
• Publisher: Berlin, Springer
• Publication Date: 2003
• Language: English
• ISBN 10: 3540403353
• ISBN 13: 9783540403357
• Binding: Softcover
• Weight: 550 grams
• Seller catalogs:
  • SA MATHEMATIK

About this title

Synopsis

In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, including the Bachelier and Black-Scholes models. The fundamental theorem of asset pricing is discussed in detail. Finally Michel Talagrand, gives an overview of the mean field models for spin glasses. This text is a major contribution towards the proof of certain results from physics, and includes a discussion of the Sherrington-Kirkpatrick and the p-spin interaction models.