Lecture Notes in Mathematics

Lectures on Probability Theory and Statistics

Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000

Authors: Albeverio, Sergio, Schachermayer, Walter

Editors: Bernard, Pierre (Ed.)

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About this book

In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, including the Bachelier and Black-Scholes models. The fundamental theorem of asset pricing is discussed in detail. Finally Michel Talagrand, gives an overview of the mean field models for spin glasses. This text is a major contribution towards the proof of certain results from physics, and includes a discussion of the Sherrington-Kirkpatrick and the p-spin interaction models.

Table of contents (19 chapters)

Table of contents (19 chapters)

Buy this book

eBook $44.99
price for USA in USD (gross)
  • ISBN 978-3-540-44922-5
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $59.00
price for USA in USD
  • ISBN 978-3-540-40335-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Lectures on Probability Theory and Statistics
Book Subtitle
Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000
Authors
Editors
  • Pierre Bernard
Series Title
Lecture Notes in Mathematics
Series Volume
1816
Copyright
2003
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-44922-5
DOI
10.1007/3-540-44922-1
Softcover ISBN
978-3-540-40335-7
Series ISSN
0075-8434
Edition Number
1
Number of Pages
X, 298
Topics