In addition to its further exploration of the subject of peacocks, introduced in recent Séminaires de Probabilités, this volume continues the series’ focus

This milestone 50th volume of the "Séminaire de Probabilités" pays tribute with a series of memorial texts to one of its former editors, Jacques Azéma, who p

This volume presents a collection of lecture notes of mini-courses taught at BICMR Summer School of Financial Mathematics, from May 29 to June 9, 2017. Each cha

This book offers an introduction to rough paths. Coverage also includes the interface between analysis and probability to special processes, Lévy processes and