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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...

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Detalles Bibliográficos
Autores principales: Albeverio, Sergio, Schachermayer, Walter, Talagrand, Michel, Bernard, Pierre
Lenguaje:eng
Publicado: Springer 2003
Materias:
Acceso en línea:https://dx.doi.org/10.1007/3-540-44922-1
http://cds.cern.ch/record/1696128
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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.
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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
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