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Séminaire de Probabilités XL

  • Catherine Donati-Martin
  • Michel Émery
  • Alain Rouault
  • Christophe Stricker

Part of the Lecture Notes in Mathematics book series (LNM, volume 1899)

Table of contents

  1. Front Matter
    Pages I-XI
  2. Specialized Course

  3. Local Time-Space Calculus

  4. Other Contributions

    1. Front Matter
      Pages 201-201
    2. Irene Crimaldi, Giorgio Letta, Luca Pratelli
      Pages 203-225
    3. Pedro J. Catuogno, Paulo R. C. Ruffino
      Pages 227-233
    4. Emmanuel Cépa, Dominique Lépingle
      Pages 241-246
    5. Paavo Salminen, Marc Yor
      Pages 265-285
    6. Nathanaül Enriquez
      Pages 329-342
    7. Emmanuel Gobet, Stéphane Menozzi
      Pages 355-374
    8. Stefan Ankirchner, Steffen Dereich, Peter Imkeller
      Pages 389-410
    9. Marzia De Donno, Maurizio Pratelli
      Pages 411-414

About this book

Introduction

Two noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance include three contributions by A.S. Cherny on general approaches to arbitrage pricing.

Keywords

Maxima Stochastic Processes Stochastic calculus calculus fractional Brownian motion local time-space probability stochastic finance stochastic process

Editors and affiliations

  • Catherine Donati-Martin
    • 1
  • Michel Émery
    • 2
  • Alain Rouault
    • 3
  • Christophe Stricker
    • 4
  1. 1.Université Pierre et Marie Curie Boîte courrier 188Paris cedex 05France
  2. 2.Université Louis PasteurStrasbourg cedexFrance
  3. 3.Université Versailles-Saint-QuentinVersailles cedexFrance
  4. 4.Université de BesançonBesançon cedexFrance

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-540-71189-6
  • Copyright Information Springer-VerlagBerlinHeidelberg 2007
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-540-71188-9
  • Online ISBN 978-3-540-71189-6
  • Series Print ISSN 0075-8434
  • Buy this book on publisher's site