Lectures on Probability Theory and Statistics Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000 /

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...

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Κύριοι συγγραφείς: Albeverio, Sergio (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut), Schachermayer, Walter (http://id.loc.gov/vocabulary/relators/aut)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Άλλοι συγγραφείς: Bernard, Pierre (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2003.
Έκδοση:1st ed. 2003.
Σειρά:Lecture Notes in Mathematics, 1816
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Περιγραφή
Περίληψη: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.
Φυσική περιγραφή:X, 298 p. online resource.
ISBN:9783540449225
ISSN:0075-8434 ;
DOI:10.1007/3-540-44922-1