S?minaire de Probabilit?s XL

ISBN 10: 3540711880 / ISBN 13: 9783540711889

Published by Springer, 2007

About this Item

pp. xii + 488 1st Edition.

Seller Inventory # 26301745

Bibliographic Details

• Title: S?minaire de Probabilit?s XL
• Publisher: Springer
• Publication Date: 2007
• Language: English
• ISBN 10: 3540711880
• ISBN 13: 9783540711889
• Binding: Soft cover
• Condition: Used

About this title

Synopsis

Who could have predicted that the S´ eminaire de Probabilit´ es would reach the age of 40? This long life is ?rst due to the vitality of the French probabil- tic school, for which the S´ eminaire remains one of the most speci?c media of exchange. Another factor is the amount of enthusiasm, energy and time invested year after year by the R´ edacteurs: Michel Ledoux dedicated himself tothistaskuptoVolumeXXXVIII,andMarcYormadehisnameinseparable from the S´ eminaire by devoting himself to it during a quarter of a century. Browsing among the past volumes can only give a faint glimpse of how much is owed to them; keeping up with the standard they have set is a challenge to the new R´ edaction. In a changing world where the status of paper and ink is questioned and where, alas, pressure for publishing is increasing, in particular among young mathematicians, we shall try and keep the same direction. Although most contributions are anonymously refereed, the S´ eminaire is not a mathema- cal journal; our ?rst criterion is not mathematical depth, but usefulness to the French and international probabilistic community. We do not insist that everything published in these volumes should have reached its ?nal form or be original, and acceptance–rejection may not be decided on purely scienti?c grounds.

From the Back Cover

Two noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance include three contributions by A.S. Cherny on general approaches to arbitrage pricing.