Buch, Englisch, Französisch, Band 1755, 384 Seiten, Format (B × H): 155 mm x 233 mm, Gewicht: 1350 g
Reihe: Lecture Notes in Mathematics
Buch, Englisch, Französisch, Band 1755, 384 Seiten, Format (B × H): 155 mm x 233 mm, Gewicht: 1350 g
Reihe: Lecture Notes in Mathematics
ISBN: 978-3-540-41659-3
Verlag: Springer
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- Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
- Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Computeranwendungen in der Mathematik
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
- Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsmathematik und -statistik
- Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie
Weitere Infos & Material
Articles by: J.-M. Alibert; L. Alili; K. Bahlali; M. Barlow; R. Bass; K. Burdzy; T.-M. Chao; L. Chaumont; A.S. Cherny; C.-S. Chou; F. Coquet; N. Eisenbaum; M. Emery; N. Enriquez; A. Estrade; P. J. Fitzsimmons; L. Forzani; J. Franchi; D.G. Hobson, Y. Kabanov; H. Kaspi; M. Kuchta; D. Kurtz; Y. Le Jan; M. Ledoux; M. Malric; A. Mandelbaum; P. Marchal; H. Matsumoto; J. Mémin; M. Morayne; M. Nasagawa; E. Perkins; A. Phan; M. Pontier; N. Privault; B. Rajeev; H. Tanaka; W. Schachermayer; R. Scotto; T. Shiraishi; L. Slominski; S. Solecki; C. Stricker; W. Urbina; M. Yor.
M. Nagasawa, H. Tanaka: The principle of variation for relativistic quantum particles.
N. Privault: Quantum stochastic calculus for the uniform measure and Boolean convolution.
A. Phan: Martingales d'Azéma asymétriques. Description élémentaire et unicité.
T.-M. Chao, C.-S. Chou: Some remarks on the martingales satisfying the structure equation
(X,X)_t= t+/int_0^t/beta X_(s^-)/,dX_s.
D. Kurtz: Une caractérisation des martingales d'Azéma bidimensionnelles de type (II).
D. Kurtz, A. Phan: Correction à un article d'Attal et Émery sur les martingales d'Azéma bidimensionnelles.
M. Emery: A discrete approach to the chaotic representation property.
Y. Kabanov, C. Stricker: On equivalent martingale measures with bounded densities.
Y. Kabanov, C. Stricker: A teacher's note on no-arbitrage criteria.
P.J. Fitzsimmons: Hermite martingales.
M. Kuchta, M. Morayne, S. Solecki: A martingale proof of the theorem by Jessen, Marcinkiewicz and Zygmund on strong differentiation of integrals.
L. Forzani, R. Scotto, W. Urbina: A simple proof of the L^p continuity of the higher order Riesz transforms with respect to the Gaussian measure gamma_d.
M. Ledoux: Logarithmic Sobolev inequalities for unbounded spin systems revisited.
R. Bass, E. Perkins: On the martingale problem for super-Brownian motion.
M. Barlow, K. Burdzy, H. Kaspi, A. Mandelbaum: Coalescence of skew Brownian motions.
N. Enriquez, J. Franchi, Y. Le Jan: Canonical lift and exit law of the fundamental diffusion associated with a Kleinian group.
J.-J. Alibert, K. Bahlali: Genericity in deterministic and stochastic differential equations.
A. Estrade, M. Pontier: Backward stochastic differential equations in a Lie group.
M. Malric: Filtrations quotients de la filtration brownienne.
M. Emery, W. Schachermayer: On Vershik's standardness criterion and Tsirelson's notion of cosiness.
F. Coquet, J. Mmin, L. Slominski: On weak convergence of filtrations.
N. Eisenbaum: Occupation times of Levy processes as quadratic variations.
L. Chaumont, D.G. Hobson, M. Yor: Some consequences of the cyclic exchangeability property for exponential functionals of Levy processes.
A.S. Cherny: Principal values of the integral functionals of Brownian motion: Existence, continuity and an extension of Ito's formula.
B. Rajeev: From Tanaka's formula to Ito's formula: Distributions, tensor products and local times.
N. Eisenbaum: On Ito's formula of Foellmer and Protter. L. Alili, H. Matsumoto, T. Shiraishi: On a triplet of exponential Brownian functionals.
P. Marchal: On a new Wiener-Hopf factorization by Alili and Doney.
N. Eisenbaum: Are squared Bessel bridges infinitely divisible?
