Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
|
Your cart is empty |
|||
Showing 1 - 9 of 9 matches in All Departments
Researchers and graduate students in the theory of stochastic processes will find in this 35th volume some thirty articles on martingale theory, martingales and finance, analytical inequalities and semigroups, stochastic differential equations, functionals of Brownian motion and of L vy processes. Ledoux's article contains a self-contained introduction to the use of semigroups in spectral gaps and logarithmic Sobolev inequalities; the contribution by Emery and Schachermayer includes an exposition for probabilists of Vershik's theory of backward discrete filtrations.
This volume contains 19 contributions to various subjects in the theory of (commutative and non-commutative) stochastic processes. It also provides a 145-page graduate course on branching and interacting particle systems, with applications to non-linear filtering, by P. del Moral and L. Miclo.
Besides topics traditionally found in the Seminaire de Probabilites (Martingale Theory, Stochastic Processes, questions of general interest in Probability Theory), this volume XXXIII presents nine contributions to the study of filtrations up to isomorphism. It also contains three graduate courses: Dynamics of stochastic algorithms, by M. Benaim; Simulated annealing algorithms and Markov chains with rare transitions, by O. Catoni; and Concentration of measure and logarithmic Sobolev inequalities, by M. Ledoux. These up to date courses present the state of the art in three matters of interest to students in theoretical or applied Probability Theory, and to researchers as well.
|
You may like...
Identities on the Move - Contemporary…
Silvia Pilar Castro Borrego, Maria Isabel Romero Ruiz
Hardcover
R2,826
Discovery Miles 28 260
Signifying Serpents and Mardi Gras…
Antoinette Jackson, C. S. Everett, …
Hardcover
R2,524
Discovery Miles 25 240
Cultures of Obsolescence - History…
B. Tischleder, S. Wasserman
Hardcover
R4,151
Discovery Miles 41 510
It Can Happen Here - White Power and the…
Alexander Laban Hinton
Hardcover
New Perspectives on Urban Deathscapes…
Danielle House, Mariske Westendorp
Hardcover
R3,085
Discovery Miles 30 850
|