Lecture Notes in Mathematics

Émery, Michel; Ledoux, Michel; Yor, Marc

Besides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions whose topics range from analysis of semi-groups to free probability, via martingale theory, Wiener space and Brownian motion, Gaussian processes and matrices, diffusions and their applications to PDEs.

As do all previous volumes of this series, it provides an overview on the current state of the art in the research on stochastic processes.

Details

Published by: Springer

Publication Date: 2004-12-02

Format: Paperback

ISBN-13: 9783540239734

DOI: 10.1007/b104072

Dimensions: 235cm x155cm

Pages: 394