Seminaire de probabilites XLIII. (Lecture Notes in Mathematics, 2006)

Donati-Martin, Catherine, Antoine Lejay, and Alain Rouault, eds

ISBN 10: 3642152163 / ISBN 13: 9783642152160

Published by Springer, [, 2011

About this Item

Very good condition. ]. 503p.

Seller Inventory # 30117

Bibliographic Details

• Title: Seminaire de probabilites XLIII. (Lecture Notes in Mathematics, 2006)
• Publisher: Springer, [
• Publication Date: 2011
• Language: English
• ISBN 10: 3642152163
• ISBN 13: 9783642152160
• Binding: Softcover
• Seller catalogs:
  • Mathematics

About this title

Synopsis

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.

From the Back Cover

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