Séminaire de Probabilités XLI

Stochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or other), Lévy processes, martingales and probabilistic finance. Other probabilistic themes are also present: large random matrices, statistical mechanics. The contributions in thi...

Full description

Bibliographic Details
Other Authors: Donati-Martin, Catherine (Editor), Émery, Michel (Editor), Rouault, Alain (Editor), Stricker, Christophe (Editor)
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 2008, 2008
Edition:1st ed. 2008
Series:Séminaire de Probabilités
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Description
Summary:Stochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or other), Lévy processes, martingales and probabilistic finance. Other probabilistic themes are also present: large random matrices, statistical mechanics. The contributions in this volume provide a sampling of recent results on these topics. All contributions with the exception of two are written in English language
Physical Description:X, 462 p online resource
ISBN:9783540779131