Séminaire de probabilités XLIII

This is a new volume of the Séminaire de Probabilité which was started in the 60's. Following the tradition, this volume contains up to 20 original research and survey articles on several topics related to stochastic analysisThis volume contains J. Picard's advanced course on the represent...

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Detalles Bibliográficos
Autores principales: Donati-Martin, Catherine, Lejay, Antoine, Rouault, Alain
Lenguaje:fre
Publicado: Springer 2011
Materias:
Mathematical Physics and Mathematics
Acceso en línea:https://dx.doi.org/10.1007/978-3-642-15217-7
http://cds.cern.ch/record/1695956
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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 This is a new volume of the Séminaire de Probabilité which was started in the 60's. Following the tradition, this volume contains up to 20 original research and survey articles on several topics related to stochastic analysisThis volume contains J. Picard's advanced course on the representation formulae for the 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 of Wiener space, random matrices and free probability, as well as mathematical finance. Some of the contributions were presented at the Journées de Probabilités held in Poitiers in June 2009.
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institution Organización Europea para la Investigación Nuclear
language fre
publishDate 2011
publisher Springer
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spelling cern-16959562021-04-21T21:03:55Zdoi:10.1007/978-3-642-15217-7http://cds.cern.ch/record/1695956freDonati-Martin, CatherineLejay, AntoineRouault, AlainSéminaire de probabilités XLIIIMathematical Physics and MathematicsThis is a new volume of the Séminaire de Probabilité which was started in the 60's. Following the tradition, this volume contains up to 20 original research and survey articles on several topics related to stochastic analysisThis volume contains J. Picard's advanced course on the representation formulae for the 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 of Wiener space, random matrices and free probability, as well as mathematical finance. Some of the contributions were presented at the Journées de Probabilités held in Poitiers in June 2009.Springeroai:cds.cern.ch:16959562011
spellingShingle Mathematical Physics and Mathematics
Donati-Martin, Catherine
Lejay, Antoine
Rouault, Alain
Séminaire de probabilités XLIII
title Séminaire de probabilités XLIII
title_full Séminaire de probabilités XLIII
title_fullStr Séminaire de probabilités XLIII
title_full_unstemmed Séminaire de probabilités XLIII
title_short Séminaire de probabilités XLIII
title_sort séminaire de probabilités xliii
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-3-642-15217-7
http://cds.cern.ch/record/1695956
work_keys_str_mv AT donatimartincatherine seminairedeprobabilitesxliii
AT lejayantoine seminairedeprobabilitesxliii
AT rouaultalain seminairedeprobabilitesxliii

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