Séminaire de probabilités XXXV / J. Azéma [and others], eds.

By: (35th) Séminaire de probabilités (35th)
Contributor(s): Azéma, J
Material type: TextTextLanguage: English Summary language: French Series: Lecture notes in mathematics (Springer-Verlag): 1755.Publisher: Berlin ; London : Springer, ©2001Description: 1 online resource (vi, 424 pages)Content type: text Media type: computer Carrier type: online resourceISBN: 9783540446712; 3540446710Report number: V1043227Subject(s): Probabilities -- Congresses | Probabilities | Wahrscheinlichkeit | ProbabilitésGenre/Form: Electronic books. | Electronic books. | Conference papers and proceedings. Additional physical formats: Print version:: Séminaire de probabilités XXXV.DDC classification: 519.2 LOC classification: QA3 | .L28 no.1755Online resources: Click here to access online Summary: Researchers and graduate students in the theory of stochastic processes will find in this 35th volume some thirty articles on martingale theory, martingales and finance, analytical inequalities and semigroups, stochastic differential equations, functionals of Brownian motion and of Lvy processes. Ledoux's article contains a self-contained introduction to the use of semigroups in spectral gaps and logarithmic Sobolev inequalities; the contribution by Emery and Schachermayer includes an exposition for probabilists of Vershik's theory of backward discrete filtrations.
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Includes bibliographical references.

Text in English and French.

Researchers and graduate students in the theory of stochastic processes will find in this 35th volume some thirty articles on martingale theory, martingales and finance, analytical inequalities and semigroups, stochastic differential equations, functionals of Brownian motion and of Lvy processes. Ledoux's article contains a self-contained introduction to the use of semigroups in spectral gaps and logarithmic Sobolev inequalities; the contribution by Emery and Schachermayer includes an exposition for probabilists of Vershik's theory of backward discrete filtrations.

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