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Séminaire de Probabilités XLVIII

2016-11-17 Mathematics
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Release : 2016-11-17
Genre : Mathematics
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Book Rating : 654/5 ( reviews)

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Book Synopsis Séminaire de Probabilités XLVIII by : Catherine Donati-Martin

Download or read book Séminaire de Probabilités XLVIII written by Catherine Donati-Martin. This book was released on 2016-11-17. Available in PDF, EPUB and Kindle. Book excerpt: In addition to its further exploration of the subject of peacocks, introduced in recent Séminaires de Probabilités, this volume continues the series’ focus on current research themes in traditional topics such as stochastic calculus, filtrations and random matrices. Also included are some particularly interesting articles involving harmonic measures, random fields and loop soups. The featured contributors are Mathias Beiglböck, Martin Huesmann and Florian Stebegg, Nicolas Juillet, Gilles Pags, Dai Taguchi, Alexis Devulder, Mátyás Barczy and Peter Kern, I. Bailleul, Jürgen Angst and Camille Tardif, Nicolas Privault, Anita Behme, Alexander Lindner and Makoto Maejima, Cédric Lecouvey and Kilian Raschel, Christophe Profeta and Thomas Simon, O. Khorunzhiy and Songzi Li, Franck Maunoury, Stéphane Laurent, Anna Aksamit and Libo Li, David Applebaum, and Wendelin Werner.

Séminaire de Probabilités L

2019-11-19 Mathematics
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Release : 2019-11-19
Genre : Mathematics
Kind : eBook
Book Rating : 359/5 ( reviews)

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Book Synopsis Séminaire de Probabilités L by : Catherine Donati-Martin

Download or read book Séminaire de Probabilités L written by Catherine Donati-Martin. This book was released on 2019-11-19. Available in PDF, EPUB and Kindle. Book excerpt: This milestone 50th volume of the "Séminaire de Probabilités" pays tribute with a series of memorial texts to one of its former editors, Jacques Azéma, who passed away in January. The founders of the "Séminaire de Strasbourg", which included Jacques Azéma, probably had no idea of the possible longevity and success of the process they initiated in 1967. Continuing in this long tradition, this volume contains contributions on state-of-art research on Brownian filtrations, stochastic differential equations and their applications, regularity structures, quantum diffusion, interlacing diffusions, mod-Ø convergence, Markov soup, stochastic billiards and other current streams of research.

Random Walks and Physical Fields

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Kind : eBook
Book Rating : 232/5 ( reviews)

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Book Synopsis Random Walks and Physical Fields by : Yves Le Jan

Download or read book Random Walks and Physical Fields written by Yves Le Jan. This book was released on . Available in PDF, EPUB and Kindle. Book excerpt:

From Probability to Finance

2020-03-20 Mathematics
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Release : 2020-03-20
Genre : Mathematics
Kind : eBook
Book Rating : 76X/5 ( reviews)

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Book Synopsis From Probability to Finance by : Ying Jiao

Download or read book From Probability to Finance written by Ying Jiao. This book was released on 2020-03-20. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents a collection of lecture notes of mini-courses taught at BICMR Summer School of Financial Mathematics, from May 29 to June 9, 2017. Each chapter is self-contained and corresponds to one mini-course which deals with a distinguished topic, such as branching processes, enlargement of filtrations, Hawkes processes, copula models and valuation adjustment analysis, whereas the global topics cover a wide range of advanced subjects in financial mathematics, from both theoretical and practical points of view. The authors include world-leading specialists in the domain and also young active researchers. This book will be helpful for students and those who work on probability and financial mathematics.

Séminaire de Probabilités XLII

2009-06-29 Mathematics
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Release : 2009-06-29
Genre : Mathematics
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Book Rating : 630/5 ( reviews)

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Book Synopsis Séminaire de Probabilités XLII by : Catherine Donati-Martin

Download or read book Séminaire de Probabilités XLII written by Catherine Donati-Martin. This book was released on 2009-06-29. Available in PDF, EPUB and Kindle. Book excerpt: This book offers an introduction to rough paths. Coverage also includes the interface between analysis and probability to special processes, Lévy processes and Lévy systems, representation of Gaussian processes, filtrations and quantum probability.

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