Séminaire de Probabilités XXXV

  • Editors
  • J. Azéma
  • M. Émery
  • M. Ledoux
  • M. Yor

Part of the Lecture Notes in Mathematics book series (LNM, volume 1755)

Table of contents

  1. Front Matter
    Pages I-VI
  2. Masao Nagasawa, Hiroshi Tanaka
    Pages 1-27
  3. Yuri Kabanov, Christophe Sticker
    Pages 139-148
  4. Yuri Kabanov, Christophe Sticker
    Pages 149-152
  5. P. J. Fitzsimmons
    Pages 153-157
  6. Richard F. Bass, Edwin A. Perkins
    Pages 195-201
  7. Martin Barlow, Krzysztof Burdzy, Haya Kaspi, Avi Mandelbaum
    Pages 202-205
  8. Nathanaël Enriquez, Jacques Franchi, Yves Le Jan
    Pages 206-219
  9. Anne Estrade, Monique Pontier
    Pages 241-259

About this book

Keywords

Brownian motions Measure Probability Stochastic Differential Equations Stochastic Processes Stochastic calculus best fit martingale theory

Bibliographic information

  • DOI https://doi.org/10.1007/b76885
  • Copyright Information Springer-Verlag Berlin Heidelberg 2001
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-41659-3
  • Online ISBN 978-3-540-44671-2
  • Series Print ISSN 0075-8434
  • Series Online ISSN 1617-9692
  • About this book