Séminaire de Probabilités

Séminaire de Probabilités XLIII

Editors: Donati Martin, Catherine, Lejay, Antoine, Rouault, Alain (Eds.)

  • Features original research articles
  • Includes analysis of new subjects
  • Covers a wide range of topics
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  • ISBN 978-3-642-15217-7
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About this book

This is a new volume of the Séminaire de Probabilité which was started in the 60's. Following the tradition, this volume contains up to 20 original research and survey articles on several topics related to stochastic analysisThis volume contains J. Picard's advanced course on the representation formulae for the 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 of 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.

Table of contents (21 chapters)

  • Representation Formulae for the Fractional Brownian Motion

    Picard, Jean

    Pages 3-70

  • Horizontal Diffusion in C 1 Path Space

    Arnaudon, Marc (et al.)

    Pages 73-94

  • A Stochastic Calculus Proof of the CLT for the L 2 Modulus of Continuity of Local Time

    Rosen, Jay

    Pages 95-104

  • On a Zero-One Law for the Norm Process of Transient Random Walk

    Matsumoto, Ayako (et al.)

    Pages 105-126

  • On Standardness and I-cosiness

    Laurent, Stéphane

    Pages 127-186

Buy this book

eBook $69.99
price for USA (gross)
  • ISBN 978-3-642-15217-7
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $89.95
price for USA
  • ISBN 978-3-642-15216-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Séminaire de Probabilités XLIII
Editors
  • Catherine Donati Martin
  • Antoine Lejay
  • Alain Rouault
Series Title
Séminaire de Probabilités
Series Volume
2006
Copyright
2011
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-15217-7
DOI
10.1007/978-3-642-15217-7
Softcover ISBN
978-3-642-15216-0
Series ISSN
0720-8766
Edition Number
1
Number of Pages
XI, 503
Topics