Séminaire de Probabilités XXXVII

Séminaire de Probabilités XXXVII
Author :
Publisher : Springer Science & Business Media
Total Pages : 468
Release :
ISBN-10 : 3540205209
ISBN-13 : 9783540205203
Rating : 4/5 (09 Downloads)

Synopsis Séminaire de Probabilités XXXVII by : Jacques Azéma

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.

Séminaire de Probabilités XLIII

Séminaire de Probabilités XLIII
Author :
Publisher : Springer Science & Business Media
Total Pages : 511
Release :
ISBN-10 : 9783642152160
ISBN-13 : 3642152163
Rating : 4/5 (60 Downloads)

Synopsis Séminaire de Probabilités XLIII by : Catherine Donati Martin

This is a new volume of the Séminaire de Probabilités which is now in its 43rd year. Following the tradition, this volume contains about 20 original research and survey articles on topics related to stochastic analysis. It contains an advanced course of J. Picard on the representation formulae for 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 on 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.

Séminaire de Probabilités XLII

Séminaire de Probabilités XLII
Author :
Publisher : Springer
Total Pages : 457
Release :
ISBN-10 : 9783642017636
ISBN-13 : 3642017630
Rating : 4/5 (36 Downloads)

Synopsis Séminaire de Probabilités XLII by : Catherine Donati-Martin

This book offers an introduction to rough paths. Coverage also includes the interface between analysis and probability to special processes, Lévy processes and Lévy systems, representation of Gaussian processes, filtrations and quantum probability.

Séminaire de Probabilités XL

Séminaire de Probabilités XL
Author :
Publisher : Springer
Total Pages : 485
Release :
ISBN-10 : 9783540711896
ISBN-13 : 3540711899
Rating : 4/5 (96 Downloads)

Synopsis Séminaire de Probabilités XL by : Catherine Donati-Martin

Who could have predicted that the S ́ eminaire de Probabilit ́ es would reach the age of 40? This long life is ?rst due to the vitality of the French probabil- tic school, for which the S ́ eminaire remains one of the most speci?c media of exchange. Another factor is the amount of enthusiasm, energy and time invested year after year by the R ́ edacteurs: Michel Ledoux dedicated himself tothistaskuptoVolumeXXXVIII,andMarcYormadehisnameinseparable from the S ́ eminaire by devoting himself to it during a quarter of a century. Browsing among the past volumes can only give a faint glimpse of how much is owed to them; keeping up with the standard they have set is a challenge to the new R ́ edaction. In a changing world where the status of paper and ink is questioned and where, alas, pressure for publishing is increasing, in particular among young mathematicians, we shall try and keep the same direction. Although most contributions are anonymously refereed, the S ́ eminaire is not a mathema- cal journal; our ?rst criterion is not mathematical depth, but usefulness to the French and international probabilistic community. We do not insist that everything published in these volumes should have reached its ?nal form or be original, and acceptance–rejection may not be decided on purely scienti?c grounds.

Annales de L'I.H.P.

Annales de L'I.H.P.
Author :
Publisher :
Total Pages : 826
Release :
ISBN-10 : UOM:39015058994297
ISBN-13 :
Rating : 4/5 (97 Downloads)

Synopsis Annales de L'I.H.P. by :

LNM

LNM
Author :
Publisher :
Total Pages : 484
Release :
ISBN-10 : UOM:39015060923292
ISBN-13 :
Rating : 4/5 (92 Downloads)

Synopsis LNM by :

Contents of 1-14 (1966/67-1978/79) in v. 15 (1979/80)

Compensators of Stopping Times

Compensators of Stopping Times
Author :
Publisher :
Total Pages : 196
Release :
ISBN-10 : CORNELL:31924104882869
ISBN-13 :
Rating : 4/5 (69 Downloads)

Synopsis Compensators of Stopping Times by : Yan Zeng

Singular Coverings of Toposes

Singular Coverings of Toposes
Author :
Publisher :
Total Pages : 256
Release :
ISBN-10 : UOM:39015064779674
ISBN-13 :
Rating : 4/5 (74 Downloads)

Synopsis Singular Coverings of Toposes by : Marta Bunge

This volume presents a self-contained theory of certain singular coverings of toposes, including branched coverings. This book is distinguished from classical treatments of the subject by its unexpected connection with a topic from functional analysis, namely, distributions. Although primarily aimed at topos theorists, this book may also be used as a textbook for advanced graduate courses introducing topos theory with an emphasis on geometric applications.