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Séminaire de probabilités XLV
The series of advanced courses initiated in Séminaire de Probabilités Mathematical Physics and MathematicsXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus. The Séminaire also occasionally publishes a series of contributions on a unifying subject; in th...
Autores principales: | , , |
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Lenguaje: | fre |
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Springer
2013
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Materias: | |
Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-00321-4 http://cds.cern.ch/record/1695832 |
_version_ | 1780935994206322688 |
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author | Donati-Martin, Catherine Lejay, Antoine Rouault, Alain |
author_facet | Donati-Martin, Catherine Lejay, Antoine Rouault, Alain |
author_sort | Donati-Martin, Catherine |
collection | CERN |
description | The series of advanced courses initiated in Séminaire de Probabilités Mathematical Physics and MathematicsXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus. The Séminaire also occasionally publishes a series of contributions on a unifying subject; in this spirit, selected participants to the September 2011 Conference on Stochastic Filtrations, held in Strasbourg and organized by Michel Émery, have also contributed to the present volume. The rest of the work covers a wide range of topics, such as stochastic calculus and Markov processes, random matrices and free probability, and combinatorial optimization. |
id | cern-1695832 |
institution | Organización Europea para la Investigación Nuclear |
language | fre |
publishDate | 2013 |
publisher | Springer |
record_format | invenio |
spelling | cern-16958322021-04-21T21:04:12Zdoi:10.1007/978-3-319-00321-4http://cds.cern.ch/record/1695832freDonati-Martin, CatherineLejay, AntoineRouault, AlainSéminaire de probabilités XLVMathematical Physics and MathematicsThe series of advanced courses initiated in Séminaire de Probabilités Mathematical Physics and MathematicsXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus. The Séminaire also occasionally publishes a series of contributions on a unifying subject; in this spirit, selected participants to the September 2011 Conference on Stochastic Filtrations, held in Strasbourg and organized by Michel Émery, have also contributed to the present volume. The rest of the work covers a wide range of topics, such as stochastic calculus and Markov processes, random matrices and free probability, and combinatorial optimization.Springeroai:cds.cern.ch:16958322013 |
spellingShingle | Mathematical Physics and Mathematics Donati-Martin, Catherine Lejay, Antoine Rouault, Alain Séminaire de probabilités XLV |
title | Séminaire de probabilités XLV |
title_full | Séminaire de probabilités XLV |
title_fullStr | Séminaire de probabilités XLV |
title_full_unstemmed | Séminaire de probabilités XLV |
title_short | Séminaire de probabilités XLV |
title_sort | séminaire de probabilités xlv |
topic | Mathematical Physics and Mathematics |
url | https://dx.doi.org/10.1007/978-3-319-00321-4 http://cds.cern.ch/record/1695832 |
work_keys_str_mv | AT donatimartincatherine seminairedeprobabilitesxlv AT lejayantoine seminairedeprobabilitesxlv AT rouaultalain seminairedeprobabilitesxlv |