Ebook: Seminaire de Probabilites XL
Author: Laure Coutin (auth.) Catherine Donati-Martin Michel Émery Alain Rouault Christophe Stricker (eds.)
- Genre: Mathematics // Probability
- Tags: Probability Theory and Stochastic Processes, Game Theory Economics Social and Behav. Sciences
- Series: Lecture Notes in Mathematics 1899 Séminaire de Probabilités
- Year: 2007
- Publisher: Springer-Verlag Berlin Heidelberg
- Edition: 1
- Language: English-French
- pdf
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.
Two noteworthy features of the 40th volume of S?minaire de Probabilit?s 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.