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Ecole d’été de Probabilités de Saint-Flour XXX
In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum...
Autores principales: | , , , |
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Lenguaje: | eng |
Publicado: |
Springer
2003
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Materias: | |
Acceso en línea: | https://dx.doi.org/10.1007/3-540-44922-1 http://cds.cern.ch/record/1696128 |
_version_ | 1780936059290386432 |
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author | Albeverio, Sergio Schachermayer, Walter Talagrand, Michel Bernard, Pierre |
author_facet | Albeverio, Sergio Schachermayer, Walter Talagrand, Michel Bernard, Pierre |
author_sort | Albeverio, Sergio |
collection | CERN |
description | In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, including the Bachelier and Black-Scholes models. The fundamental theorem of asset pricing is discussed in detail. Finally Michel Talagrand, gives an overview of the mean field models for spin glasses. This text is a major contribution towards the proof of certain results from physics, and includes a discussion of the Sherrington-Kirkpatrick and the p-spin interaction models. |
id | cern-1696128 |
institution | Organización Europea para la Investigación Nuclear |
language | eng |
publishDate | 2003 |
publisher | Springer |
record_format | invenio |
spelling | cern-16961282021-04-22T07:05:54Zdoi:10.1007/3-540-44922-1http://cds.cern.ch/record/1696128engAlbeverio, SergioSchachermayer, WalterTalagrand, MichelBernard, PierreEcole d’été de Probabilités de Saint-Flour XXXMathematical Physics and MathematicsIn World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, including the Bachelier and Black-Scholes models. The fundamental theorem of asset pricing is discussed in detail. Finally Michel Talagrand, gives an overview of the mean field models for spin glasses. This text is a major contribution towards the proof of certain results from physics, and includes a discussion of the Sherrington-Kirkpatrick and the p-spin interaction models.Springeroai:cds.cern.ch:16961282003 |
spellingShingle | Mathematical Physics and Mathematics Albeverio, Sergio Schachermayer, Walter Talagrand, Michel Bernard, Pierre Ecole d’été de Probabilités de Saint-Flour XXX |
title | Ecole d’été de Probabilités de Saint-Flour XXX |
title_full | Ecole d’été de Probabilités de Saint-Flour XXX |
title_fullStr | Ecole d’été de Probabilités de Saint-Flour XXX |
title_full_unstemmed | Ecole d’été de Probabilités de Saint-Flour XXX |
title_short | Ecole d’été de Probabilités de Saint-Flour XXX |
title_sort | ecole d’été de probabilités de saint-flour xxx |
topic | Mathematical Physics and Mathematics |
url | https://dx.doi.org/10.1007/3-540-44922-1 http://cds.cern.ch/record/1696128 |
work_keys_str_mv | AT albeveriosergio ecoledetedeprobabilitesdesaintflourxxx AT schachermayerwalter ecoledetedeprobabilitesdesaintflourxxx AT talagrandmichel ecoledetedeprobabilitesdesaintflourxxx AT bernardpierre ecoledetedeprobabilitesdesaintflourxxx |