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001 978-3-642-15217-7
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020 _a9783642152177
_9978-3-642-15217-7
024 7 _a10.1007/978-3-642-15217-7
_2doi
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
072 7 _aPBT
_2bicssc
072 7 _aPBWL
_2bicssc
072 7 _aMAT029000
_2bisacsh
082 0 4 _a519.2
_223
100 1 _aDonati-Martin, Catherine.
_eeditor.
245 1 0 _aSéminaire de Probabilités XLIII
_h[electronic resource] /
_cedited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg :
_bImprint: Springer,
_c2011.
300 _aXI, 503 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v2006
520 _aThis 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.
650 0 _aMathematics.
650 0 _aDistribution (Probability theory).
650 1 4 _aMathematics.
650 2 4 _aProbability Theory and Stochastic Processes.
700 1 _aLejay, Antoine.
_eeditor.
700 1 _aRouault, Alain.
_eeditor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783642152160
830 0 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v2006
856 4 0 _uhttp://dx.doi.org/10.1007/978-3-642-15217-7
912 _aZDB-2-SMA
912 _aZDB-2-LNM
999 _c107034
_d107034