buchspektrum Internet-Buchhandlung

Neuerscheinungen 2010

Stand: 2020-01-07
Schnellsuche
ISBN/Stichwort/Autor
Herderstraße 10
10625 Berlin
Tel.: 030 315 714 16
Fax 030 315 714 14
info@buchspektrum.de

Catherine Donati Martin, Antoine Lejay, Alain Rouault (Beteiligte)

Séminaire de Probabilités XLIII


Herausgegeben von Donati Martin, Catherine; Lejay, Antoine; Rouault, Alain
2011. 2010. xi, 503 S. XI, 503 p. 235 mm
Verlag/Jahr: SPRINGER, BERLIN 2010
ISBN: 3-642-15216-3 (3642152163)
Neue ISBN: 978-3-642-15216-0 (9783642152160)

Preis und Lieferzeit: Bitte klicken


This fresh addition to the series started in the 1960s follows the Séminaire´s tradition, containing original research and survey articles on topics related to stochastic analysis. These include stochastic calculus and differential geometry, among many others.
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. 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.