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Séminaire de Probabilités XXXVII

Download or Read eBook Séminaire de Probabilités XXXVII PDF written by Jacques Azéma and published by Springer Science & Business Media. This book was released on 2003-11-26 with total page 468 pages. Available in PDF, EPUB and Kindle.
Séminaire de Probabilités XXXVII
Author :
Publisher : Springer Science & Business Media
Total Pages : 468
Release :
ISBN-10 : 3540205209
ISBN-13 : 9783540205203
Rating : 4/5 (09 Downloads)

Book Synopsis Séminaire de Probabilités XXXVII by : Jacques Azéma

Book excerpt: The 37th Séminaire de Probabilités 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 Séminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes.


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