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Book Cover
E-book
Author Séminaire de probabilités (40th)

Title Séminaire de probabilités XL / Catherine Donati-Martin [and others] (Eds)
Published Berlin ; New York : Springer, ©2007

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Description 1 online resource (xi, 481 pages) : illustrations
Series Lecture notes in mathematics, 0075-8434 ; 1899
Lecture notes in mathematics (Springer-Verlag) ; 1899.
Contents pt. 1. Specialized course -- pt. 2. Local time-space calculus -- pt. 3. Other contributions
Summary Annotation Two noteworthy features of the 40th volume of Séminaire de Probabilités are L. Coutins advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance include three contributions by A.S. Cherny on general approaches to arbitrage pricing
Bibliography Includes bibliographical references
Notes Print version record
Subject Probabilities -- Congresses
Stochastic processes -- Congresses
Stochastic processes.
Probabilities.
Probabilities
Stochastic processes
Genre/Form proceedings (reports)
Conference papers and proceedings
Conference papers and proceedings.
Actes de congrès.
Form Electronic book
Author Donati-Martin, Catherine.
ISBN 9783540711896
3540711899
9783540711889
3540711880
1280960248
9781280960246
Other Titles Séminaire de probabilités 40