Vai al contenuto principale della pagina

Séminaire de Probabilités XLIII [[electronic resource] /] / edited by Catherine Donati Martin, Antoine Lejay, Alain Rouault



(Visualizza in formato marc)    (Visualizza in BIBFRAME)

Titolo: Séminaire de Probabilités XLIII [[electronic resource] /] / edited by Catherine Donati Martin, Antoine Lejay, Alain Rouault Visualizza cluster
Pubblicazione: Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2011
Edizione: 1st ed. 2011.
Descrizione fisica: 1 online resource (XI, 503 p.)
Disciplina: 519.2
Soggetto topico: Probabilities
Probability Theory and Stochastic Processes
Persona (resp. second.): Donati MartinCatherine
LejayAntoine
RouaultAlain
Note generali: Bibliographic Level Mode of Issuance: Monograph
Nota di bibliografia: Includes bibliographical references (p. 502-503).
Sommario/riassunto: 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.
Titolo autorizzato: Séminaire de probabilités XLIII  Visualizza cluster
ISBN: 3-642-15217-1
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 996466524603316
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Serie: Séminaire de Probabilités, . 0720-8766 ; ; 2006