| 书目名称 | Séminaire de Probabilités XXXVII |
| 编辑 | Jacques Azéma,Michel Émery,Marc Yor |
| 视频video | |
| 丛书名称 | Lecture Notes in Mathematics |
| 图书封面 |  |
| 描述 | .The 37th Séminaire de Probabilités contains A. Lejay‘s advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths. The rest of the volume consists of various articles on topics familiar to regular readers of the Séminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes.. |
| 出版日期 | Book 2003 |
| 关键词 | Black-Scholes; Brownian motion; Gaussian measure; Martingale; diffusion process; local martingale; local t |
| 版次 | 1 |
| doi | https://doi.org/10.1007/b94376 |
| isbn_softcover | 978-3-540-20520-3 |
| isbn_ebook | 978-3-540-40004-2Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
| issn_series | 0075-8434 |
| copyright | Springer-Verlag Berlin Heidelberg 2003 |
发表于 2025-3-21 16:26:32
