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

• Main Authors: Albeverio, Sergio (Author, http://id.loc.gov/vocabulary/relators/aut), Schachermayer, Walter (http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Other Authors: Bernard, Pierre (Editor, http://id.loc.gov/vocabulary/relators/edt)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2003.
• Edition: 1st ed. 2003.
• Series: Lecture Notes in Mathematics, 1816
• Subjects: Probabilities.; Mathematical physics.; Economics, Mathematical .; Probability Theory and Stochastic Processes.; Theoretical, Mathematical and Computational Physics.; Quantitative Finance.
• Physical Description: X, 298 p. online resource.
• ISBN: 9783540449225
• ISSN: 0075-8434 ;
• DOI: 10.1007/3-540-44922-1

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.