Author : Jacques Azéma
Publisher : Springer Science & Business Media
Page : 468 pages
File Size : 49,26 MB
Release : 2003-11-26
Category : Mathematics
ISBN : 9783540205203
The 37th Séminaire de Probabilités contains A. Lejay's advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths. The rest of the volume consists of various articles on topics familiar to regular readers of the Séminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes.
Author : Jacques Azéma
Publisher : Springer
Page : 507 pages
File Size : 38,39 MB
Release : 2004-10-21
Category : Mathematics
ISBN : 3540361073
The 36th Sminaire de Probabilits contains an advanced course on Logarithmic Sobolev Inequalities by A. Guionnet and B. Zegarlinski, as well as two shorter surveys by L. Pastur and N. O'Connell on the theory of random matrices and their links with stochastic processes. The main themes of the other contributions are Logarithmic Sobolev Inequalities, Stochastic Calculus, Martingale Theory and Filtrations. Besides the traditional readership of the Sminaires, this volume will be useful to researchers in statistical mechanics and mathematical finance.
Author : Jacques Azema
Publisher :
Page : 344 pages
File Size : 23,68 MB
Release : 2014-01-15
Category :
ISBN : 9783662198681
Author : Jaques Azema
Publisher :
Page : 340 pages
File Size : 35,32 MB
Release : 2014-09-01
Category :
ISBN : 9783662198339
Author :
Publisher :
Page : 354 pages
File Size : 20,32 MB
Release : 1974
Category :
ISBN :
Author : Jacques Azema
Publisher :
Page : 644 pages
File Size : 45,58 MB
Release : 2014-01-15
Category :
ISBN : 9783662180426
Author : Paul André Meyer
Publisher :
Page : 594 pages
File Size : 23,38 MB
Release : 1976
Category :
ISBN :
Author : J. Azema
Publisher :
Page : 440 pages
File Size : 34,93 MB
Release : 2014-01-15
Category :
ISBN : 9783662207284
Author : C. Dellacherie
Publisher :
Page : pages
File Size : 27,13 MB
Release : 1979
Category :
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Page : pages
File Size : 46,17 MB
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