Cargando…

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...

Descripción completa

Detalles Bibliográficos
Autores principales: Donati-Martin, Catherine, Lejay, Antoine, Rouault, Alain
Lenguaje:fre
Publicado: Springer 2013
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-319-00321-4
http://cds.cern.ch/record/1695832
_version_ 1780935994206322688
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