Séminaire de Probabilités XL = XL Probability Seminar
Publication Date: 2007
ISBN: 978-3-540-71189-6
Internet Resource: Please Login to download book
Two noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s 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.
Subject: Mathematics and Statistics / Probability Theory and Stochastic Processes / Game Theory, Economics, Social and Behavioural Sciences / Maxima / Stochastic Processes / Stochastic calculus / calculus / fractional Brownian motion / local time-space / probability / stochastic finance / stochastic process
