02420nam 2200553 a 450 991048467140332120200520144314.03-642-15217-110.1007/978-3-642-15217-7(CKB)2550000000020038(SSID)ssj0000450287(PQKBManifestationID)11329315(PQKBTitleCode)TC0000450287(PQKBWorkID)10434108(PQKB)10947480(DE-He213)978-3-642-15217-7(MiAaPQ)EBC3066019(PPN)258846739(PPN)149034407(EXLCZ)99255000000002003820101209d2011 uy 0engurnn|008mamaatxtccrSeminaire de probabilites XLIII /Catherine Donati-Martin, Antoine Lejay, Alain Rouault, (eds.)1st ed. 2011.Heidelberg Springer20111 online resource (XI, 503 p.) Lecture notes in mathematics,0075-8434 ;2006Bibliographic Level Mode of Issuance: Monograph3-642-15216-3 Includes bibliographical references (p. 502-503).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.Lecture notes in mathematics (Springer-Verlag) ;2006.ProbabilitiesCongressesProbabilities519.2Donati-Martin Catherine320060Lejay Antoine732112Rouault Alain1949-1751577MiAaPQMiAaPQMiAaPQBOOK9910484671403321Seminaire de probabilites XLIII4187659UNINA