Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

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.

Probabilities --- Stochastic processes --- Probabilités --- Processus stochastiques --- Congresses --- Congrès --- Probabilities -- Congresses. --- Stochastic processes -- Congresses. --- Mathematical Statistics --- Mathematics --- Physical Sciences & Mathematics --- Mathematics. --- Game theory. --- Probabilities. --- Probability Theory and Stochastic Processes. --- Game Theory, Economics, Social and Behav. Sciences. --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Games, Theory of --- Theory of games --- Mathematical models --- Math --- Science --- Distribution (Probability theory. --- Distribution functions --- Frequency distribution --- Characteristic functions --- Distribution (Probability theory)

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

51 --- Mathematics --- 51 Mathematics --- Processus stochastiques --- Stochastic processes --- Probabilités. --- Probabilities --- Analyse stochastique --- Probabilities. --- Stochastic processes. --- Probabilités --- Markov, Processus de

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

The series of advanced courses initiated in Séminaire de Probabilités XXXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus. The Séminaire also occasionally publishes a series of contributions on a unifying subject; in this spirit, selected participants to the September 2011 Conference on Stochastic Filtrations, held in Strasbourg and organized by Michel Émery, have also contributed to the present volume. The rest of the work covers a wide range of topics, such as stochastic calculus and Markov processes, random matrices and free probability, and combinatorial optimization.

Probabilities --- Mathematics --- Physical Sciences & Mathematics --- Mathematical Theory --- Mathematical Statistics --- Mathematics. --- Probabilities. --- Probability Theory and Stochastic Processes. --- Distribution (Probability theory. --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk