Lectures on probability theory and statistics : Ecole d'été de probabilités de Saint-Flour XXX, 2000 / S. Albeverio, W. Schachermayer, M. Talagrand ; editor, Pierre Bernard.Material type: TextSeries: Lecture notes in mathematics (Springer-Verlag) ; 1816.Publication details: Berlin ; New York : Springer, ©2003. Description: 1 online resource (viii, 296 pages)Content type: text Media type: computer Carrier type: online resourceISBN: 9783540449225; 3540449221Subject(s): Probabilities -- Congresses | Mathematical statistics -- Congresses | Mathematical statistics | Probabilities | Statistik | Wahrscheinlichkeitstheorie | Probabilités -- Congrès | Statistique mathématique -- CongrèsGenre/Form: Electronic books. | Conference papers and proceedings. Additional physical formats: Print version:: Lectures on probability theory and statistics.DDC classification: 519.2 LOC classification: QA3 | .L28 no.1816Online resources: Click here to access online
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Includes bibliographical references.
Theory of Dirichlet forms and applications / Sergio Albeverio -- Introduction to the mathematics of financial markets / Walter Schachermayer -- Mean field models for spin glasses, a first course / Michel Talagrand.
In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, including the Bachelier and Black-Scholes models. The fundamental theorem of asset pricing is discussed in detail. Finally Michel Talagrand, gives an overview of the mean field models for spin glasses. This text is a major contribution towards the proof of certain results from physics, and includes a discussion of the Sherrington-Kirkpatrick and the p-spin interaction models.
Print version record.