Editors:
Part of the book series: Lecture Notes in Mathematics (LNM, volume 1832)
Part of the book sub series: Séminaire de Probabilités (SEMPROBAB)
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Table of contents (19 chapters)
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Front Matter
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.
Bibliographic Information
Book Title: Séminaire de Probabilités XXXVII
Editors: Jacques Azéma, Michel Émery, Michel Ledoux, Marc Yor
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/b94376
Publisher: Springer Berlin, Heidelberg
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 2003
Softcover ISBN: 978-3-540-20520-3Published: 26 November 2003
eBook ISBN: 978-3-540-40004-2Published: 10 December 2003
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: XIV, 454