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77 produkter
Stochastic Processes and Related Topics
Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000
Av Rainer Buckdahn, Hans J. Engelbert m. fl.
Häftad, 2019
1074 kr
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This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000. The contents include Backward Stochastic Differential Equations; Semilinear PDE and SPDE; Arbitrage Theory; Credit …
Stochastic Processes and Related Topics
Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000
Av Marc Yor, Hans J. Engelbert m. fl.
E-bok, 2002
1230 kr
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This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000. The contents include Backward Stochastic Differential Equations; Semilinear PDE and SPDE; Arbitrage Theory; Credit …
Exercises in Probability
A Guided Tour from Measure Theory to Random Processes, via Conditioning
Av Loïc Chaumont, Marc Yor
Häftad, 2012
976 kr
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Derived from extensive teaching experience in Paris, this second edition now includes over 100 exercises in probability. New exercises have been added to reflect important areas of current research in probability theory, including infinite divisibility of stochastic processes, past-future …
Mathematical Methods for Financial Markets
Av Monique Jeanblanc, Marc Yor m. fl.
Häftad, 2012
1094 kr
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Mathematical finance has grown into a huge area of research which requires a large number of sophisticated mathematical tools. This book simultaneously introduces the financial methodology and the relevant mathematical tools in a style that is mathematically rigorous and yet accessible to …
Stochastic Processes and Related Topics
Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000
Av Marc Yor, Hans J. Engelbert m. fl.
E-bok, 2002
1230 kr
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This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000. The contents include Backward Stochastic Differential Equations; Semilinear PDE and SPDE; Arbitrage Theory; Credit …
Mathematical Methods for Financial Markets
Av Marc Chesney, Marc Yor m. fl.
E-bok, 2009
1434 kr
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Mathematical finance has grown into a huge area of research which requires a large number of sophisticated mathematical tools. This book simultaneously introduces the financial methodology and the relevant mathematical tools in a style that is mathematically rigorous and yet accessible to …
Mathematical Methods for Financial Markets
Av Monique Jeanblanc, Marc Yor m. fl.
Inbunden, 2009
1528 kr
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Mathematical finance has grown into a huge area of research which requires a large number of sophisticated mathematical tools. This book simultaneously introduces the financial methodology and the relevant mathematical tools in a style that is mathematically rigorous and yet accessible to …
Some Aspects of Brownian Motion
Part II: Some Recent Martingale Problems
Av Marc Yor
E-bok, 2012
440 kr
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The following notes represent approximately the second half of the lectures I gave in the Nachdiplomvorlesung, in ETH, Zurich, between October 1991 and February 1992, together with the contents of six additional lectures I gave in ETH, in November and December 1993. Part I, the elder brother of the …
Local Times and Excursion Theory for Brownian Motion
A Tale of Wiener and Itô Measures
Häftad, 2013
420 kr
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This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths. Realizations of Brownian excursion processes may be translated in terms of the realizations of a Wiener process under certain …
Local Times and Excursion Theory for Brownian Motion
A Tale of Wiener and Itô Measures
E-bok, 2013
538 kr
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This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths. Realizations of Brownian excursion processes may be translated in terms of the realizations of a Wiener process under certain …
Œuvres Complètes—Collected Works
Av Wolfgang Doeblin, Marc Yor m. fl.
Inbunden, 2020
980 kr
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This book contains all of Wolfgang Doeblin's publications. In addition, it includes a reproduction of the pli cacheté on l'équation de Kolmogoroff and previously unpublished material that Doeblin wrote in 1940. The articles are accompanied by commentaries written by specialists in Doeblin's various …
Séminaire de Probabilités XXXVI
Av Jacques Azéma, Michel Émery m. fl.
Häftad, 2002
550 kr
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The 36th Seminaire de Probabilites contains an advanced course on Logarithmic Sobolev Inequalities by A. Guionnet and B. Zegarlinski, as well as two shorter surveys by L. Pastur and N. O'Connell on the theory of random matrices and their links with stochastic processes. The main themes of the other …
Séminaire de Probabilités XVI 1980/81
Supplément: Géométrie Différentielle Stochastique
Häftad, 1982
387 kr
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Grossissements de filtrations: exemples et applications
Seminaire de Calcul Stochastique 1982/83 Universite Paris VI
Häftad, 1985
387 kr
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Seminaire de Probabilites XIX 1983/84
Proceedings
Av Jaques Azema, Marc Yor
Häftad, 1985
496 kr
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Seminaire de Probabilites XXI
Av Jacques Azema, Paul A. Meyer m. fl.
Häftad, 1987
550 kr
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Seminaire de Probabilites XXII
Av Jaques Azema, Paul A. Meyer m. fl.
Häftad, 1988
550 kr
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Séminaire de Probabilités XXXVII
Av Jacques Azéma, Michel Émery m. fl.
Häftad, 2003
550 kr
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The 37th Seminaire de Probabilites 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 …
Aspects of Brownian Motion
Av Roger Mansuy, Marc Yor
Häftad, 2008
550 kr
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Stochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian motion and related processes. The emphasis of this book is on special classes of such Brownian functionals as:- Gaussian subspaces of the Gaussian space of Brownian motion;- …
Séminaire de Probabilités XXXVIII
Av Michel Émery, Michel Ledoux m. fl.
Häftad, 2004
550 kr
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Besides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions whose topics range from analysis of semi-groups to free probability, via martingale theory, Wiener space and Brownian motion, Gaussian processes and matrices, diffusions and their …
Random Times and Enlargements of Filtrations in a Brownian Setting
Av Roger Mansuy, Marc Yor
Häftad, 2005
387 kr
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In November 2004, M. Yor and R. Mansuy jointly gave six lectures at Columbia University, New York. These notes follow the contents of that course, covering expansion of filtration formulae; BDG inequalities up to any random time; martingales that vanish on the zero set of Brownian motion; the …
In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX
Av Marc Yor, Michel Émery
Häftad, 2006
550 kr
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The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements are recalled; homages are rendered by his friends and colleagues. This volume also contains mathematical contributions to classical and quantum stochastic calculus, the theory of …
Seminaire de Probabilites XXXVIII
Av Marc Yor, Michel Ledoux m. fl.
E-bok, 2004
734 kr
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Besides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions whose topics range from analysis of semi-groups to free probability, via martingale theory, Wiener space and Brownian motion, Gaussian processes and matrices, diffusions and their …
Random Times and Enlargements of Filtrations in a Brownian Setting
Av Marc Yor, Roger Mansuy
E-bok, 2006
522 kr
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In November 2004, M. Yor and R. Mansuy jointly gave six lectures at Columbia University, New York. These notes follow the contents of that course, covering expansion of filtration formulae; BDG inequalities up to any random time; martingales that vanish on the zero set of Brownian motion; the …
In Memoriam Paul-Andre Meyer - Seminaire de Probabilites XXXIX
Av Michel Emery, Marc Yor
E-bok, 2006
718 kr
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The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements are recalled; homages are rendered by his friends and colleagues. This volume also contains mathematical contributions to classical and quantum stochastic calculus, the theory of …
Séminaire de Probabilités XVI 1980/81
Supplément: Géométrie Différentielle Stochastique
E-bok, 2006
343 kr
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