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[null,"1.","Record Nr.",null,"UNINA9910485144903321"]
[null,null,"Titolo",null,"Séminaire de Probabilités XL / / Catherine Donati-Martin [and three others], editors"]
[null,null,"Pubbl/distr/stampa",null,"Berlin ; ; Heidelberg : , : Springer-Verlag, , [2007]"]
[{"$nulls":4},"©2007"]
[null,null,"ISBN",null,"3-540-71189-9"]
[null,null,"Edizione",null,"[1st ed. 2007.]"]
[null,null,"Descrizione fisica",null,"1 online resource (484 p.)"]
[null,null,"Collana",null,"Lecture Notes in Mathematics ; ; 1899"]
[null,null,"Disciplina",null,"519.24"]
[null,null,"Soggetti",null,"Distribution (Probability theory)"]
[null,null,"Lingua di pubblicazione",null,"Tedesco"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","\"1617-9692 (electronic ed.).\""]
[null,null,null,"Nota di bibliografia","Includes bibliographical references."]
[null,null,"Nota di contenuto",null,"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 – "]
[{"$nulls":4},"Transaction Costs -- General Arbitrage Pricing Model: III – Possibility Approach."]
[null,null,null,"Sommario/riassunto","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."]