Buch, Englisch, Band 1832, 454 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 1440 g
Reihe: Séminaire de Probabilités
Buch, Englisch, Band 1832, 454 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 1440 g
Reihe: Séminaire de Probabilités
ISBN: 978-3-540-20520-3
Verlag: Springer Berlin Heidelberg
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Weitere Infos & Material
Preface.- F.B. Knight: An Impression of P.A. Meyer as Deus Ex Machina.- Advanced course: A. Lejay: An introduction to rough paths.- Talks: D. Bakry, O. Mazet: Characterization of Markov semigroups on R associated to some families of orthogonal polynomials.- P. Cheridito: Representations of Gaussian measures that are equivalent to Wiener measure.- L. Galtchouk: On the reduction of a multidimensional continuous martingale to a Brownian motion.- I. Meilijson: The time to a given drawdown in Brownian motion.- A. Lachal: Application de la théorie des excursions à l'intégrale du mouvement Brownien.- T. Mountford: Brownian sheet local time and bubbles.- K. Hirano: On the maximum of a diffusion process in a random Lévy environment.- D. Khoshnevisan: The codimension of the zeros of a stable process in random scenery.- J. Brossard: Deux notions équivalentes d'unicité en loi pour les équations différentielles stochastiques.- Z. Brzezniak, A. Carroll: Approximation of the Wong-Zakai type for stochastic differential equations in M-type 2 Banach spaces with applications to loop spaces.- F. Delarue: Estimates of the solutions of a system of quasi-linear PDEs. A probabilistic scheme.- G. Miermont, J. Schweinsberg: Self-similar fragmentations and stable subordinators.- M. Ledoux: A remark on hypercontractivity and tail inequalities for the largest eigenvalues of random matrices.- Ya. Doumerc: A note on representations of eigenvalues of classical Gaussian matrices.- E. Strasser: Necessary and sufficient conditions for the supermartingale property of a stochastic integral with respect to a local martingale.- M. Rasonyi: A remark on the superhedging theorem under transaction costs.- I. Rosu, D. Stroock: On the derivation of the Black-Scholes formula.- P. del Moral, A. Doucet: Ona class of genealogical and interacting Metropolis models.