Séminaire de Probabilités XXXVII
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 re...
Συγγραφή απο Οργανισμό/Αρχή: | |
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Άλλοι συγγραφείς: | , , , |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2003.
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Έκδοση: | 1st ed. 2003. |
Σειρά: | Séminaire de Probabilités,
1832 |
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Περίληψη: | 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. |
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Φυσική περιγραφή: | XIV, 454 p. online resource. |
ISBN: | 9783540400042 |
ISSN: | 0720-8766 ; |
DOI: | 10.1007/b94376 |