Séminaire de Probabilités XLI
Publication year: 2008
ISBN: 978-3-540-77913-1
Internet Resource: Please Login to download book
Stochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or other), Lévy processes, martingales and probabilistic finance. Other probabilistic themes are also present: large random matrices, statistical mechanics. The contributions in this volume provide a sampling of recent results on these topics. All contributions with the exception of two are written in English language.
Subject: Mathematics and Statistics, Brownian motion, Càdlàg, Lévy process, Markov additive process, Markov kernel, Martingale, financial probability, fractional Brownian motion, law of the iterated logarithm, local martingale, local time, quadratic variation, random walk, stochastic process, matrix theory
