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.

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 t...