Skip to main content
SpringerLink
Log in

Lectures on Probability Theory and Statistics

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

  • Book
  • © 2003

Overview

Editors:
  1. Sergio Albeverio

    1. Institute for Applied Mathematics, Probability Theory and Statistics, University of Bonn, Bonn, Germany

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  2. Walter Schachermayer

    1. Department of Financial and Actuarial Mathematics, Vienna University of Technology, Vienna, Austria

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  3. Michel Talagrand

    1. Equipe d’Analyse, Université Paris VI, Paris Cedex 05, France

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  4. Pierre Bernard

    1. Laboratoire de Mathématiques Appliquées UMR CNRS 6620, Université Blaise Pascal, Aubière Cedex, France

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

Part of the book series: Lecture Notes in Mathematics (LNM, volume 1816)

Part of the book sub series: École d'Été de Probabilités de Saint-Flour (LNMECOLE)

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 44.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 59.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (19 chapters)

  1. Front Matter

    Pages I-VIII
    Download chapter PDF
Back to top

Keywords

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.

Editors and Affiliations

  • Institute for Applied Mathematics, Probability Theory and Statistics, University of Bonn, Bonn, Germany

    Sergio Albeverio

  • Department of Financial and Actuarial Mathematics, Vienna University of Technology, Vienna, Austria

    Walter Schachermayer

  • Equipe d’Analyse, Université Paris VI, Paris Cedex 05, France

    Michel Talagrand

  • Laboratoire de Mathématiques Appliquées UMR CNRS 6620, Université Blaise Pascal, Aubière Cedex, France

    Pierre Bernard

Bibliographic Information

Publish with us

Policies and ethics

Back to top

Search

Navigation