Séminaire de probabilités XLIII / Catherine Donati-Martin, Antoine Lejay, Alain Rouault, editors
Type de document : SéminaireCollection : Lecture notes in mathematics, 2006Langue : anglais.Pays: Allemagne.Éditeur : Berlin : Springer, cop. 2011Description : 1 vol. (XI-503 p.) : fig. ; 24 cmISBN: 9783642152160.ISSN: 0075-8434.Bibliographie : Bibliogr. en fin de contributions.Sujet MSC : 60-06, Proceedings, conferences, collections, etc. pertaining to probability theory60G15, Probability theory and stochastic processes, Gaussian processes
60G44, Probability theory and stochastic processes, Martingales with continuous parameter
60H05, Probability theory and stochastic processes - Stochastic analysis, Stochastic integralsEn-ligne : Springerlink | Zentralblatt | MathSciNet
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Séminaire
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CMI Réserve | Séminaires PRO (Browse shelf(Opens below)) | Available | 12210-01 |
Bibliogr. en fin de contributions
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. (Source : Springer)
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