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＜電子ブック＞
Séminaire de Probabilités XLIII / edited by Catherine Donati Martin, Antoine Lejay, Alain Rouault
(Séminaire de Probabilités. ISSN:25103660 ; 2006)

版	1st ed. 2011.
出版者	(Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer)
出版年	2011
本文言語	英語
大きさ	XI, 503 p : online resource
著者標目	Donati Martin, Catherine editor Lejay, Antoine editor Rouault, Alain editor SpringerLink (Online service)
件　名	LCSH:Probabilities FREE:Probability Theory
一般注記	This is a new volume of the Séminaire de Probabilité which was started in the 60's. Following the tradition, this volume contains up to 20 original research and survey articles on several topics related to stochastic analysisThis volume contains J. Picard's advanced course on the representation formulae for the fractional Brownian motion. The regular chapters cover a wide range of themes, such as stochastic calculus and stochastic differential equations, stochastic differential geometry, filtrations, analysis of Wiener space, random matrices and free probability, as well as mathematical finance. Some of the contributions were presented at the Journées de Probabilités held in Poitiers in June 2009 HTTP:URL=https://doi.org/10.1007/978-3-642-15217-7

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