Kropp & själ
Pocket
Sminaire de Probabilits XXXVII
Jacques Azma • Michel Mery • Michel Ledoux • Marc Yor
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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 of the Seminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes.
- Format: Pocket/Paperback
- ISBN: 9783540205203
- Språk: Engelska
- Antal sidor: 454
- Utgivningsdatum: 2003-11-01
- Förlag: Springer-Verlag Berlin and Heidelberg GmbH & Co. K