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Author: Catherine Donati-Martin
Publisher: Springer
ISBN: 3319185853
Category : Mathematics
Languages : en
Pages : 657
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Book Description
This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament to the value and diversity of his work and of his research focus, which covered broad areas of probability theory. The volume also provides personal recollections about him, and an article on his essential role concerning the Doeblin documents. With contributions by P. Salminen, J-Y. Yen & M. Yor; J. Warren; T. Funaki; J. Pitman& W. Tang; J-F. Le Gall; L. Alili, P. Graczyk & T. Zak; K. Yano & Y. Yano; D. Bakry & O. Zribi; A. Aksamit, T. Choulli & M. Jeanblanc; J. Pitman; J. Obloj, P. Spoida & N. Touzi; P. Biane; J. Najnudel; P. Fitzsimmons, Y. Le Jan & J. Rosen; L.C.G. Rogers & M. Duembgen; E. Azmoodeh, G. Peccati & G. Poly, timP-L Méliot, A. Nikeghbali; P. Baldi; N. Demni, A. Rouault & M. Zani; N. O'Connell; N. Ikeda & H. Matsumoto; A. Comtet & Y. Tourigny; P. Bougerol; L. Chaumont; L. Devroye & G. Letac; D. Stroock and M. Emery.
Author: Catherine Donati-Martin
Publisher: Springer
ISBN: 3319185853
Category : Mathematics
Languages : en
Pages : 657
Get Book Here
Book Description
This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament to the value and diversity of his work and of his research focus, which covered broad areas of probability theory. The volume also provides personal recollections about him, and an article on his essential role concerning the Doeblin documents. With contributions by P. Salminen, J-Y. Yen & M. Yor; J. Warren; T. Funaki; J. Pitman& W. Tang; J-F. Le Gall; L. Alili, P. Graczyk & T. Zak; K. Yano & Y. Yano; D. Bakry & O. Zribi; A. Aksamit, T. Choulli & M. Jeanblanc; J. Pitman; J. Obloj, P. Spoida & N. Touzi; P. Biane; J. Najnudel; P. Fitzsimmons, Y. Le Jan & J. Rosen; L.C.G. Rogers & M. Duembgen; E. Azmoodeh, G. Peccati & G. Poly, timP-L Méliot, A. Nikeghbali; P. Baldi; N. Demni, A. Rouault & M. Zani; N. O'Connell; N. Ikeda & H. Matsumoto; A. Comtet & Y. Tourigny; P. Bougerol; L. Chaumont; L. Devroye & G. Letac; D. Stroock and M. Emery.
Author: Hyo Chul Myung
Publisher: Nova Publishers
ISBN: 9781560720430
Category : Science
Languages : en
Pages : 454
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Book Description
This volume contains the papers devoted to physics presented at the Fifth International Conference on [title] which was held at the U. of Northern Iowa in Cedar Falls, August 1990. Among the topics in 28 papers: Lie-admissible complex time model, coherent nuclear states in a supermanifold, meson-mes
Author: Bernard Bereanu
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 468
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Book Description
Author: Catherine Donati Martin
Publisher: Springer Science & Business Media
ISBN: 3642152163
Category : Mathematics
Languages : en
Pages : 511
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Book Description
This is a new volume of the Séminaire de Probabilités which is now in its 43rd year. Following the tradition, this volume contains about 20 original research and survey articles on topics related to stochastic analysis. It contains an advanced course of J. Picard on the representation formulae for fractional Brownian motion. The regular chapters cover a wide range of themes, such as stochastic calculus and stochastic differential equations, stochastic differential geometry, filtrations, analysis on Wiener space, random matrices and free probability, as well as mathematical finance. Some of the contributions were presented at the Journées de Probabilités held in Poitiers in June 2009.
Author: Ian M Davies
Publisher: World Scientific
ISBN: 9814548111
Category :
Languages : en
Pages : 522
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Book Description
This volume contains papers which were presented at a meeting entitled “Stochastic Analysis and Applications“ held at Gregynog Hall, Powys, from the 9th — 14th July 1995. The meeting consisted of a mixture of plenary/review talks and special interest sessions covering most of the current areas of activity in stochastic analysis. The meeting was jointly organized by the Department of Mathematics, University of Wales Swansea and the Mathematics Institute, University of Warwick in connection with the Stochastic Analysis year of activity. The papers contained herein are accessible to workers in the field of stochastic analysis and give a good coverage of topics of current interest in the research community.
Author:
Publisher: Univ of California Press
ISBN:
Category :
Languages : en
Pages : 504
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Book Description
Author: Lucien M. Le Cam
Publisher: Univ of California Press
ISBN: 0520325338
Category : Mathematics
Languages : en
Pages : 500
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Book Description
This title is part of UC Press's Voices Revived program, which commemorates University of California Press’s mission to seek out and cultivate the brightest minds and give them voice, reach, and impact. Drawing on a backlist dating to 1893, Voices Revived makes high-quality, peer-reviewed scholarship accessible once again using print-on-demand technology. This title was originally published in 1967.
Author: Jiro Akahori
Publisher: World Scientific
ISBN: 9814479225
Category : Business & Economics
Languages : en
Pages : 228
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Book Description
Based around recent lectures given at the prestigious Ritsumeikan conference, the tutorial and expository articles contained in this volume are an essential guide for practitioners and graduates alike who use stochastic calculus in finance.Among the eminent contributors are Paul Malliavin and Shinzo Watanabe, pioneers of Malliavin Calculus. The coverage also includes a valuable review of current research on credit risks in a mathematically sophisticated way contrasting with existing economics-oriented articles.
Author: Catherine Donati-Martin
Publisher: Springer
ISBN: 3319924206
Category : Mathematics
Languages : en
Pages : 544
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Book Description
This 49th volume offers a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France. This includes articles on latest developments on diffusion processes, large deviations, martingale theory, quasi-stationary distribution, random matrices, and many more. All the contributions come from spontaneous submissions and their diversity illustrates the good health of this branch of mathematics. The featured contributors are E. Boissard, F. Bouguet, J. Brossard, M. Capitaine, P. Cattiaux, N. Champagnat, K. Abdoulaye Coulibaly-Pasquier, H. Elad Altman, A. Guillin, P. Kratz, A. Lejay, C. Leuridan, P. McGill, L. Miclo, G. Pagès, E. Pardoux, P. Petit, B. Rajeev, L. Serlet, H. Tsukada, D. Villeomannais and B. Wilbertz.
Author: Jacques Azéma
Publisher: Springer Science & Business Media
ISBN: 9783540205203
Category : Mathematics
Languages : en
Pages : 468
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Book Description
The 37th Séminaire de Probabilités contains A. Lejay's advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths. The rest of the volume consists of various articles on topics familiar to regular readers of the Séminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes.
