03909nam 2200577 450 991048514490332120220505085407.03-540-71189-910.1007/978-3-540-71189-6(CKB)1000000000437260(EBL)3061650(SSID)ssj0000320005(PQKBManifestationID)11272095(PQKBTitleCode)TC0000320005(PQKBWorkID)10342360(PQKB)11284999(DE-He213)978-3-540-71189-6(MiAaPQ)EBC3061650(MiAaPQ)EBC6705531(Au-PeEL)EBL6705531(PPN)123160790(EXLCZ)99100000000043726020220505d2007 uy 0gerur|n|---|||||txtccrSéminaire de Probabilités XL /Catherine Donati-Martin [and three others], editors1st ed. 2007.Berlin ;Heidelberg :Springer-Verlag,[2007]©20071 online resource (484 p.)Lecture Notes in Mathematics ;1899"1617-9692 (electronic ed.)."3-540-71188-0 Includes bibliographical references.Specialized Course -- An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion -- Local Time-Space Calculus -- A Change-of-Variable Formula with Local Time on Surfaces -- A Note on a Change of Variable Formula with Local Time-Space for Lévy Processes of Bounded Variation -- Integration with Respect to Self-Intersection Local Time of a One-Dimensional Brownian Motion -- Generalized It? Formulae and Space-Time Lebesgue–Stieltjes Integrals of Local Times -- Local Time-Space Calculus for Reversible Semimartingales -- Elements of Stochastic Calculus via Regularization -- On the Smooth-Fit Property for One-Dimensional Optimal Switching Problem -- Other Contributions -- A Strong Form of Stable Convergence -- Product of Harmonic Maps is Harmonic: A Stochastic Approach -- More Hypercontractive Bounds for Deformed Orthogonal Polynomial Ensembles -- No Multiple Collisions for Mutually Repelling Brownian Particles -- On the Joint Law of the L1 and L2 Norms of a 3-Dimensional Bessel Bridge -- Tanaka Formula for Symmetric Lévy Processes -- An Excursion-Theoretical Approach to Some Boundary Crossing Problems and the Skorokhod Embedding for Reflected Lévy Processes -- The Maximality Principle Revisited: On Certain Optimal Stopping Problems -- Correlated Processes and the Composition of Generators -- Representation of the Martingales for the Brownian Snake -- Discrete Sampling of Functionals of Ito Processes -- Ito's Integrated Formula for Strict Local Martingales with Jumps -- Enlargement of Filtrations and Continuous Girsanov-Type Embeddings -- On a Lemma by Ansel and Stricker -- General Arbitrage Pricing Model: I – Probability Approach -- General Arbitrage Pricing Model: II – Transaction Costs -- General Arbitrage Pricing Model: III – Possibility Approach.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.Lecture notes in mathematics (Springer-Verlag) ;1899.Distribution (Probability theory)Distribution (Probability theory)519.24Donati-Martin CatherineMiAaPQMiAaPQMiAaPQBOOK9910485144903321Séminaire de Probabilités XL774298UNINA01407nam 2200349 n 450 99639455800331620221108091833.0(CKB)3810000000009294(EEBO)2240883704(UnM)9927823800971(UnM)99828002(EXLCZ)99381000000000929419950324d1645 uh |engurbn||||a|bb|A proclamation by the Lord Lieutenant and councell, for an imposition upon diverse commodities[electronic resource] for the raising of monies for His Majesties armie, expressed in the booke followingDublin printed by VVilliam Bladen, printer to the Kings most excellent Majestyanno Dom. 1645[2], 18 pDated at end: Given at his Majesties castle of Dublin, 4th December, 1645.Reproduction of the original in the Cambridge University Library.eebo-0021IrelandProclamationsEarly works to 1800IrelandHistory1625-1649Early works to 1800IrelandPolitics and governmentEarly works to 1800Cu-RivESCu-RivESCStRLINWaOLNBOOK996394558003316A proclamation by the Lord Lieutenant and councell, for an imposition upon diverse commodities2411958UNISA