Editors:
Part of the book series: Lecture Notes in Mathematics (LNM, volume 1583)
Part of the book sub series: Séminaire de Probabilités (SEMPROBAB)
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Table of contents (28 papers)
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Front Matter
About this book
Keywords
- Brownian motion
- Lévy process
- Martingale
- Ornstein-Uhlenbeck process
- diffusion process
- filtration
- linear optimization
- local time
- random walk
Bibliographic Information
Book Title: Seminaire de Probabilites XXVIII
Editors: Jacques Azéma, Marc Yor, Paul André Meyer
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/BFb0073829
Publisher: Springer Berlin, Heidelberg
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag GmbH Germany, part of Springer Nature 1994
Softcover ISBN: 978-3-540-58331-8Published: 26 August 1994
eBook ISBN: 978-3-540-48656-5Published: 15 November 2006
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: VI, 338
Topics: Probability Theory, Mathematical Modeling and Industrial Mathematics, Theoretical, Mathematical and Computational Physics