LEADER 03909nam 2200577 450 001 9910485144903321 005 20220505085407.0 010 $a3-540-71189-9 024 7 $a10.1007/978-3-540-71189-6 035 $a(CKB)1000000000437260 035 $a(EBL)3061650 035 $a(SSID)ssj0000320005 035 $a(PQKBManifestationID)11272095 035 $a(PQKBTitleCode)TC0000320005 035 $a(PQKBWorkID)10342360 035 $a(PQKB)11284999 035 $a(DE-He213)978-3-540-71189-6 035 $a(MiAaPQ)EBC3061650 035 $a(MiAaPQ)EBC6705531 035 $a(Au-PeEL)EBL6705531 035 $a(PPN)123160790 035 $a(EXLCZ)991000000000437260 100 $a20220505d2007 uy 0 101 0 $ager 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 00$aSe?minaire de Probabilite?s XL /$fCatherine Donati-Martin [and three others], editors 205 $a1st ed. 2007. 210 1$aBerlin ;$aHeidelberg :$cSpringer-Verlag,$d[2007] 210 4$d©2007 215 $a1 online resource (484 p.) 225 1 $aLecture Notes in Mathematics ;$v1899 300 $a"1617-9692 (electronic ed.)." 311 $a3-540-71188-0 320 $aIncludes bibliographical references. 327 $aSpecialized 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. 330 $aTwo noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin?s advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance include three contributions by A.S. Cherny on general approaches to arbitrage pricing. 410 0$aLecture notes in mathematics (Springer-Verlag) ;$v1899. 606 $aDistribution (Probability theory) 615 0$aDistribution (Probability theory) 676 $a519.24 702 $aDonati-Martin$b Catherine 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910485144903321 996 $aSéminaire de Probabilités XL$9774298 997 $aUNINA