| Séminaire de Probabilités XXXVII 2003 Edition Contributor(s): Azéma, Jacques (Editor), Émery, Michel (Editor), LeDoux, Michel (Editor) |
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ISBN: 3540205209 ISBN-13: 9783540205203 Publisher: Springer OUR PRICE: $52.24 Product Type: Paperback - Other Formats Language: French Published: November 2003 Annotation: The 37th SA(c)minaire de ProbabilitA(c)s contains A. Lejay's advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths. The rest of the volume consists of various articles on topics familiar to regular readers of the SA(c)minaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes. |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - General - Medical - Business & Economics | Finance - General |
| Dewey: 519.2 |
| Physical Information: 0.94" H x 6.14" W x 9.21" (1.43 lbs) 454 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: The 37th S??minaire de Probabilit?'s contains A. Lejay's advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths. The rest of the volume consists of various articles on topics familiar to regular readers of the S??minaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes. |