Seminaire de Probabilites XLIII (Paperback, 2011 ed.)

This is a new volume of the Seminaire de Probabilites 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 Journees de Probabilites held in Poitiers in June 2009.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Lecture Notes in Mathematics, 2006
Release date:	October 2010
First published:	2011
Editors:	Catherine Donati-Martin • Antoine Lejay • Alain Rouault
Dimensions:	235 x 155 x 26mm (L x W x T)
Format:	Paperback
Pages:	503
Edition:	2011 ed.
ISBN-13:	978-3-642-15216-0
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics
LSN:	3-642-15216-3
Barcode:	9783642152160

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!