Lecture Notes in Mathematics

Donati-Martin, Catherine; Émery, Michel; Rouault, Alain; Stricker, Christophe

Stochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or other), Lévy processes, martingales and probabilistic finance. Other probabilistic themes are also present: large random matrices, statistical mechanics. The contributions in this volume provide a sampling of recent results on these topics. All contributions with the exception of two are written in English language.

Details

Published by: Springer

Publication Date: 2008-05-07

Format: Paperback

ISBN-13: 9783540779124

DOI: 10.1007/978-3-540-77913-1

Dimensions: 235cm x155cm

Pages: 462