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101 0 $aeng
135   $aurnn|008mamaa
181   $ctxt
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183   $acr
200 10$aSeminaire de probabilites XLIII /$fCatherine Donati-Martin, Antoine Lejay, Alain Rouault, (eds.)
205   $a1st ed. 2011.
210   $aHeidelberg $cSpringer$d2011
215   $a1 online resource (XI, 503 p.) 
225 1 $aLecture notes in mathematics,$x0075-8434 ;$v2006
300   $aBibliographic Level Mode of Issuance: Monograph
311   $a3-642-15216-3 
320   $aIncludes bibliographical references (p. 502-503).
330   $aThis is a new volume of the Séminaire de Probabilité which was started in the 60's. Following the tradition, this volume contains up to 20 original research and survey articles on several topics related to stochastic analysisThis volume contains J. Picard's advanced course on the representation formulae for the fractional Brownian motion. The regular chapters cover a wide range of themes, such as stochastic calculus and stochastic differential equations, stochastic differential geometry, filtrations, analysis of Wiener space, random matrices and free probability, as well as mathematical finance. Some of the contributions were presented at the Journées de Probabilités held in Poitiers in June 2009.
410  0$aLecture notes in mathematics (Springer-Verlag) ;$v2006.
606   $aProbabilities$vCongresses
615  0$aProbabilities
676   $a519.2
701   $aDonati-Martin$b Catherine$0320060
701   $aLejay$b Antoine$0732112
701   $aRouault$b Alain$f1949-$01751577
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910484671403321
996   $aSeminaire de probabilites XLIII$94187659
997   $aUNINA