Editors:
Part of the book series: Lecture Notes in Mathematics (LNM, volume 1934)
Part of the book sub series: Séminaire de Probabilités (SEMPROBAB)
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Table of contents (23 chapters)
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Front Matter
About this book
Stochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or other), Lévy processes, martingales and probabilistic finance. Other probabilistic themes are also present: large random matrices, statistical mechanics. The contributions in this volume provide a sampling of recent results on these topics. All contributions with the exception of two are written in English language.
Keywords
- Brownian motion
- Càdlàg
- Lévy process
- Markov additive process
- Markov kernel
- Martingale
- financial probability
- fractional Brownian motion
- law of the iterated logarithm
- local martingale
- local time
- quadratic variation
- random walk
- stochastic process
- matrix theory
Editors and Affiliations
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Laboratoire de Probabilités et Modèles Aléatoires, Université Pierre et Marie Curie, Paris cedex 05, France
Catherine Donati-Martin
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Institut de Recherche Mathématique Avancée, Université Louis Pasteur, Strasbourg cedex, France
Michel Émery
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Laboratoire de Mathématiques Bâtiment Fermat, Université Versailles-Saint-Quentin, Versailles cedex, France
Alain Rouault
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UFR Sciences et techniques, Université de Besançon, Besançon cedex, France
Christophe Stricker
Bibliographic Information
Book Title: Séminaire de Probabilités XLI
Editors: Catherine Donati-Martin, Michel Émery, Alain Rouault, Christophe Stricker
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/978-3-540-77913-1
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2008
Softcover ISBN: 978-3-540-77912-4Published: 07 May 2008
eBook ISBN: 978-3-540-77913-1Published: 30 August 2008
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: X, 462
Topics: Linear Algebra, Probability Theory, Game Theory, Complex Systems, Theoretical, Mathematical and Computational Physics