Donati-Martin, C., Émery, M., Rouault, A., Stricker, C. (Eds.)
2007, XI, 489 p.
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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.
Content Level »Research
Keywords »Maxima - Stochastic Processes - Stochastic calculus - calculus - fractional Brownian motion - local time-space - probability - stochastic finance - stochastic process