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Séminaire de Probabilités XLIII

  • Catherine Donati-Martin
  • Antoine Lejay
  • Alain Rouault

Part of the Lecture Notes in Mathematics book series (LNM, volume 2006)

Also part of the Séminaire de Probabilités book sub series (SEMPROBAB, volume 2006)

Table of contents

  1. Front Matter
    Pages i-xi
  2. Specialized Course

    1. Front Matter
      Pages 1-1
  3. Other Contributions

    1. Front Matter
      Pages 71-71
    2. Marc Arnaudon, Koléhè Abdoulaye Coulibaly, Anton Thalmaier
      Pages 73-94
    3. Ayako Matsumoto, Kouji Yano
      Pages 105-126
    4. Stéphane Laurent
      Pages 127-186
    5. Claude Dellacherie
      Pages 187-189
    6. Markus Riedle
      Pages 191-214
    7. Blandine Bérard Bergery, Pierre Vallois
      Pages 241-268
    8. Gilles Pagès, Afef Sellami
      Pages 269-307
    9. Joseph Lehec
      Pages 327-340
    10. Paul Bourgade, Ashkan Nikeghbali, Alain Rouault
      Pages 351-377
    11. Stéphane Attal, Ion Nechita
      Pages 379-394
    12. Christoph Czichowsky, Nicholas Westray, Harry Zheng
      Pages 395-412

About this book

Introduction

This is a new volume of the Séminaire de Probabilité which was started in the 60's. Following the tradition, this volume contains up to 20 original research and survey articles on several topics related to stochastic analysisThis volume contains J. Picard's advanced course on the representation formulae for the fractional Brownian motion. The regular chapters cover a wide range of themes, such as stochastic calculus and stochastic differential equations, stochastic differential geometry, filtrations, analysis of Wiener space, random matrices and free probability, as well as mathematical finance. Some of the contributions were presented at the Journées de Probabilités held in Poitiers in June 2009.

Keywords

60Gxx, 60Hxx, 60Jxx, 60Kxx, 60G22, 60G44, 60H35, 46L54 fractional Brownian motion free probability martingale theory stochastic differential geometry stochastic processes

Editors and affiliations

  • Catherine Donati-Martin
    • 1
  • Antoine Lejay
    • 2
  • Alain Rouault
    • 3
  1. 1.Lab. de Probabilités et Modèles AléatoirUniversité Pierre et Marie CurieParis Cedex 05France
  2. 2.IECN, Campus scientifique, BP 239Nancy-Université, INRIAVandoeuvre-lès-NancyFrance
  3. 3.Laboratoire de MathématiquesUniversité de Versailles-St-QuentinVersaillesFrance

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-15217-7
  • Copyright Information Springer-Verlag Berlin Heidelberg 2011
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-642-15216-0
  • Online ISBN 978-3-642-15217-7
  • Series Print ISSN 0075-8434
  • Series Online ISSN 1617-9692
  • Buy this book on publisher's site