Overview
Part of the book series: Lecture Notes in Mathematics (LNM, volume 1816)
Part of the book sub series: École d'Été de Probabilités de Saint-Flour (LNMECOLE)
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About this book
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.
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Table of contents (19 chapters)
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Sergio Albeverio: Theory of Dirichlet forms and applications
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Walter Schachermayer: Introduction to the Mathematics of Financial Markets
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Michel Talagrand: Mean field models for spin glasses: a first course
Editors and Affiliations
Bibliographic Information
Book Title: Lectures on Probability Theory and Statistics
Book Subtitle: Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000
Editors: Sergio Albeverio, Walter Schachermayer, Michel Talagrand, Pierre Bernard
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/3-540-44922-1
Publisher: Springer Berlin, Heidelberg
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag GmbH Germany, part of Springer Nature 2003
Softcover ISBN: 978-3-540-40335-7Published: 14 July 2003
eBook ISBN: 978-3-540-44922-5Published: 03 July 2003
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: X, 298
Topics: Probability Theory and Stochastic Processes, Theoretical, Mathematical and Computational Physics, Quantitative Finance