Seminaire de Probabilites XXXV: 1755 (Lecture Notes in Mathematics) - Softcover

Emery, M.; Yor, M.; Azema, J.; Ledoux, M.

 
9783540416593: Seminaire de Probabilites XXXV: 1755 (Lecture Notes in Mathematics)
Softcover
ISBN 10: 3540416595 ISBN 13: 9783540416593
Verlag: Springer, 2008

Inhaltsangabe

Researchers and graduate students in the theory of stochastic processes will find in this 35th volume some thirty articles on martingale theory, martingales and finance, analytical inequalities and semigroups, stochastic differential equations, functionals of Brownian motion and of Lévy processes. Ledoux's article contains a self-contained introduction to the use of semigroups in spectral gaps and logarithmic Sobolev inequalities; the contribution by Emery and Schachermayer includes an exposition for probabilists of Vershik's theory of backward discrete filtrations.

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Reseña del editor

Researchers and graduate students in the theory of stochastic processes will find in this 35th volume some thirty articles on martingale theory, martingales and finance, analytical inequalities and semigroups, stochastic differential equations, functionals of Brownian motion and of Lévy processes. Ledoux's article contains a self-contained introduction to the use of semigroups in spectral gaps and logarithmic Sobolev inequalities; the contribution by Emery and Schachermayer includes an exposition for probabilists of Vershik's theory of backward discrete filtrations.

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Verlag
Springer
Erscheinungsdatum
2008
Sprache
Englisch
ISBN 10 
3540416595
ISBN 13 
9783540416593
Einband
Tapa blanda
Anzahl der Seiten
440
Kontakt zum Hersteller
Nicht verfügbar
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