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) |
|---|---|
| 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: |
Table of Contents:
- pt. 1. Specialized course
- pt. 2. Local time-space calculus
- pt. 3. Other contributions.