Séminaire de Probabilités XLIII [electronic resource] / edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault.

Contributor(s):

Material type: Text

TextSeries: Séminaire de Probabilités ; 2006Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2011Description: XI, 503 p. online resourceContent type:

text

Media type:

computer

Carrier type:

online resource

ISBN:

9783642152177

Subject(s):

Additional physical formats: Printed edition:: No title; Printed edition:: No titleDDC classification:

519.2 23

LOC classification:

QA273.A1-274.9
QA274-274.9

Online resources:

Click here to access online

In: Springer eBooksSummary: 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.

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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.

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