Séminaire de probabilités XL

Two noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance include t...

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Detalles Bibliográficos
Autores principales: Donati-Martin, Catherine, Émery, Michel, Rouault, Alain, Stricker, Christophe
Lenguaje:fre
Publicado: Springer 2007
Materias:
Mathematical Physics and Mathematics
Acceso en línea:https://dx.doi.org/10.1007/978-3-540-71189-6
http://cds.cern.ch/record/1695949
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author Donati-Martin, Catherine
Émery, Michel
Rouault, Alain
Stricker, Christophe
author_facet Donati-Martin, Catherine
Émery, Michel
Rouault, Alain
Stricker, Christophe
author_sort Donati-Martin, Catherine
collection CERN
description Two noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance include three contributions by A.S. Cherny on general approaches to arbitrage pricing.
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institution Organización Europea para la Investigación Nuclear
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publishDate 2007
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spelling cern-16959492021-04-21T21:03:57Zdoi:10.1007/978-3-540-71189-6http://cds.cern.ch/record/1695949freDonati-Martin, CatherineÉmery, MichelRouault, AlainStricker, ChristopheSéminaire de probabilités XLMathematical Physics and MathematicsTwo noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance include three contributions by A.S. Cherny on general approaches to arbitrage pricing.Springeroai:cds.cern.ch:16959492007
spellingShingle Mathematical Physics and Mathematics
Donati-Martin, Catherine
Émery, Michel
Rouault, Alain
Stricker, Christophe
Séminaire de probabilités XL
title Séminaire de probabilités XL
title_full Séminaire de probabilités XL
title_fullStr Séminaire de probabilités XL
title_full_unstemmed Séminaire de probabilités XL
title_short Séminaire de probabilités XL
title_sort séminaire de probabilités xl
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-3-540-71189-6
http://cds.cern.ch/record/1695949
work_keys_str_mv AT donatimartincatherine seminairedeprobabilitesxl
AT emerymichel seminairedeprobabilitesxl
AT rouaultalain seminairedeprobabilitesxl
AT strickerchristophe seminairedeprobabilitesxl

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