| 书目名称 | Lectures on Probability Theory and Statistics | | 副标题 | Ecole d‘Eté de Proba | | 编辑 | Sergio Albeverio,Walter Schachermayer,Pierre Berna | | 视频video | | | 丛书名称 | Lecture Notes in Mathematics | | 图书封面 |  | | 描述 | .In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, including the Bachelier and Black-Scholes models. The fundamental theorem of asset pricing is discussed in detail. Finally Michel Talagrand, gives an overview of the mean field models for spin glasses. This text is a major contribution towards the proof of certain results from physics, and includes a discussion of the Sherrington-Kirkpatrick and the .p.-spin interaction models.. | | 出版日期 | Book 2003 | | 关键词 | Dirichlet forms; Loop spaces; Mathematical Finance; Potential; Probability space; Probability theory; Spin | | 版次 | 1 | | doi | https://doi.org/10.1007/3-540-44922-1 | | isbn_softcover | 978-3-540-40335-7 | | isbn_ebook | 978-3-540-44922-5Series ISSN 0075-8434 Series E-ISSN 1617-9692 | | issn_series | 0075-8434 | | copyright | Springer-Verlag GmbH Germany, part of Springer Nature 2003 |
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发表于 2025-3-21 18:12:12
