Séminaire de Probabilités XL

• Corporate Author: SpringerLink (Online service)
• Other Authors: Donati-Martin, Catherine (Editor), Émery, Michel (Editor), Rouault, Alain (Editor), Stricker, Christophe (Editor)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2007.
• Series: Lecture Notes in Mathematics, 1899
• Subjects: Mathematics.; Game theory.; Probabilities.; Probability Theory and Stochastic Processes.; Game Theory, Economics, Social and Behav. Sciences.
• Physical Description: XI, 489 p. online resource.
• ISBN: 9783540711896
• ISSN: 0075-8434 ;

Two noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance include three contributions by A.S. Cherny on general approaches to arbitrage pricing.