书目名称 | Séminaire de Probabilités XLI |
编辑 | Catherine Donati-Martin,Michel Émery,Christophe St |
视频video | |
丛书名称 | Lecture Notes in Mathematics |
图书封面 |  |
描述 | .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.. |
出版日期 | Book 2008 |
关键词 | Brownian motion; Càdlàg; Lévy process; Markov additive process; Markov kernel; Martingale; financial proba |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-540-77913-1 |
isbn_softcover | 978-3-540-77912-4 |
isbn_ebook | 978-3-540-77913-1Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
issn_series | 0075-8434 |
copyright | Springer-Verlag Berlin Heidelberg 2008 |