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Séminaire de Probabilités XL
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ISBN: 9783540711889 3540711880 3540711899 Year: 2007 Publisher: Berlin ; Heidelberg : Springer-Verlag,

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Abstract

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.


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Séminaire de Probabilités XLV
Authors: --- --- --- ---
ISBN: 3319003208 3319003216 Year: 2013 Publisher: Cham : Springer International Publishing : Imprint: Springer,

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Abstract

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.

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