Séminaire de Probabilités XXXVII

Released on by Jacques Azéma
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  • Séminaire de Probabilités XXXVII Book Detail

  • Author : Jacques Azéma
  • Release Date : 2003-11-26
  • Publisher : Springer Science & Business Media
  • Genre : Mathematics
  • Pages : 468
  • ISBN 13 : 9783540205203
  • File Size : 59,59 MB
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Séminaire de Probabilités XXXVII by Jacques Azéma PDF Summary

Book Description: 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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Séminaire de Probabilités XXXVII

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Who could have predicted that the S ́ eminaire de Probabilit ́ es would reach the age of 40? This long life is ?rst due to the vitality of the French probabil