Séminaire de Probabilités XLIII

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Donati-Martin, Catherine (Επιμελητής έκδοσης), Lejay, Antoine (Επιμελητής έκδοσης), Rouault, Alain (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2011.
• Σειρά: Lecture Notes in Mathematics, 2006
• Θέματα: Mathematics.; Probabilities.; Probability Theory and Stochastic Processes.
• Φυσική περιγραφή: XI, 503 p. online resource.
• ISBN: 9783642152177
• ISSN: 0075-8434 ;

This is a new volume of the Séminaire de Probabilité which was started in the 60's. Following the tradition, this volume contains up to 20 original research and survey articles on several topics related to stochastic analysisThis volume contains J. Picard's advanced course on the representation formulae for the fractional Brownian motion. The regular chapters cover a wide range of themes, such as stochastic calculus and stochastic differential equations, stochastic differential geometry, filtrations, analysis of Wiener space, random matrices and free probability, as well as mathematical finance. Some of the contributions were presented at the Journées de Probabilités held in Poitiers in June 2009.