Lecture Notes in Mathematics

Donati-Martin, Catherine; Lejay, Antoine; Rouault, Alain

Providing a broad overview of the current state of the art in probability theory and its applications, and featuring an article coauthored by Mark Yor, this volume contains contributions on branching processes, Lévy processes, random walks and martingales and their connection with, among other topics, rough paths, semi-groups, heat kernel asymptotics and mathematical finance.

Details

Published by: Springer

Publication Date: 2015-01-16

Format: Paperback

ISBN-13: 9783319119694

DOI: 10.1007/978-3-319-11970-0

Dimensions: 235cm x155cm

Pages: 512