Séminaire de Probabilités XLII

Séminaire de Probabilités XLII
Author :
Publisher : Springer Science & Business Media
Total Pages : 457
Release :
ISBN-10 : 9783642017629
ISBN-13 : 3642017622
Rating : 4/5 (622 Downloads)

Book Synopsis Séminaire de Probabilités XLII by : Catherine Donati-Martin

Download or read book Séminaire de Probabilités XLII written by Catherine Donati-Martin and published by Springer Science & Business Media. This book was released on 2009-06-29 with total page 457 pages. Available in PDF, EPUB and Kindle. Book excerpt: The tradition of specialized courses in the Séminaires de Probabilités is continued with A. Lejay's Another introduction to rough paths. Other topics from this 42nd volume range from the interface between analysis and probability to special processes, Lévy processes and Lévy systems, branching, penalization, representation of Gaussian processes, filtrations and quantum probability.


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Stochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or other), Lévy processes, martingales