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Jacques Azéma, Michel Émery, Michel Ledoux, Marc Yor - Séminaire de Probabilités XXXVI, Häftad

Häftad, Engelska, Franska, 2002

Del 1801 i serien Lecture Notes in Mathematics

Séminaire de Probabilités XXXVI

Av Jacques Azéma, Michel Émery, Michel Ledoux, Marc Yor

709 kr

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Beskrivning
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 contributions are Logarithmic Sobolev Inequalities, Stochastic Calculus, Martingale Theory and Filtrations. Besides the traditional readership of the Seminaires, this volume will be useful to researchers in statistical mechanics and mathematical finance.
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