Séminaire de Probabilités

Séminaire de Probabilités XXXVII

Editors: Azéma, J., Émery, M., Ledoux, M., Yor, M. (Eds.)

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About this book

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.

Table of contents (19 chapters)

  • An Introduction to Rough Paths

    Lejay, Antoine

    Pages 1-59

  • Characterization of Markov semigroups on ℝ Associated to Some Families of Orthogonal Polynomials

    Bakry, Dominique (et al.)

    Pages 60-80

  • Representations of Gaussian measures that are equivalent to Wiener measure

    Cheridito, Patrick

    Pages 81-89

  • On the reduction of a multidimensional continuous martingale to a Brownian motion

    Galtchouk, Leonid

    Pages 90-93

  • The time to a given drawdown in Brownian Motion

    Meilijson, Isaac

    Pages 94-108

Buy this book

eBook $69.99
price for USA (gross)
  • ISBN 978-3-540-40004-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $99.00
price for USA
  • ISBN 978-3-540-20520-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Séminaire de Probabilités XXXVII
Editors
  • Jacques Azéma
  • Michel Émery
  • Michel Ledoux
  • Marc Yor
Series Title
Séminaire de Probabilités
Series Volume
1832
Copyright
2003
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-40004-2
DOI
10.1007/b94376
Softcover ISBN
978-3-540-20520-3
Series ISSN
0720-8766
Edition Number
1
Number of Pages
XIV, 454
Topics