| 书目名称 | Séminaire de Probabilités XLIII |
| 编辑 | Catherine Donati-Martin,Antoine Lejay,Alain Rouaul |
| 视频video | http://file.papertrans.cn/886/885190/885190.mp4 |
| 概述 | Original research articles.Original survey/lecture on a new topic.Wide range of topics.Includes supplementary material: |
| 丛书名称 | Lecture Notes in Mathematics |
| 图书封面 |  |
| 描述 | This is a new volume of the Séminaire de Probabilités which is now in its 43rd year. Following the tradition, this volume contains about 20 original research and survey articles on topics related to stochastic analysis. It contains an advanced course of J. Picard on the representation formulae for fractional Brownian motion. The regular chapters cover a wide range of themes, such as stochastic calculus and stochastic differentialequations, stochastic differential geometry, filtrations, analysis on 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. |
| 出版日期 | Book 2011 |
| 关键词 | 60Gxx, 60Hxx, 60Jxx, 60Kxx, 60G22, 60G44, 60H35, 46L54; fractional Brownian motion; free probability; m |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-642-15217-7 |
| isbn_softcover | 978-3-642-15216-0 |
| isbn_ebook | 978-3-642-15217-7Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
| issn_series | 0075-8434 |
| copyright | Springer-Verlag Berlin Heidelberg 2011 |
|Archiver|手机版|小黑屋|
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