Séminaire de probabilités XL
Annotation Two noteworthy features of the 40th volume of Séminaire de Probabilités are L. Coutins advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance inc...
Other Authors: | Séminaire de probabilités, Donati-Martin, Catherine., SpringerLink (Online service) |
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Format: | eBook |
Language: | English |
Published: |
Berlin ; New York :
Springer,
©2007.
Berlin ; New York : [2007] |
Physical Description: |
1 online resource (xi, 481 pages) : illustrations. |
Series: |
Lecture notes in mathematics (Springer-Verlag) ;
1899. |
Subjects: |
Summary: |
Annotation Two noteworthy features of the 40th volume of Séminaire de Probabilités are L. Coutins advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance include three contributions by A.S. Cherny on general approaches to arbitrage pricing. |
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Item Description: |
Includes bibliographical references. pt. 1. Specialized course -- pt. 2. Local time-space calculus -- pt. 3. Other contributions. Annotation Two noteworthy features of the 40th volume of Séminaire de Probabilités are L. Coutins advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance include three contributions by A.S. Cherny on general approaches to arbitrage pricing. University staff and students only. Requires University Computer Account login off-campus. |
Physical Description: |
1 online resource (xi, 481 pages) : illustrations. |
Bibliography: |
Includes bibliographical references. |
ISBN: |
9783540711896 3540711899 9783540711889 3540711880 1280960248 9781280960246 |
ISSN: |
0075-8434 ; |
Access: |
University staff and students only. Requires University Computer Account login off-campus. |