Séminaire de probabilités XXXVII /
The 37th Sminaire de Probabilits 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 reader...
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| Format: | eBook |
| Language: | English French |
| Language Notes: | Text in English and French. |
| Published: |
Berlin ; New York :
Springer,
[2003]
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| Series: | Lecture notes in mathematics (Springer-Verlag) ;
1832. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | The 37th Sminaire de Probabilits 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 Sminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes. |
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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (xiv, 446 pages) |
| Bibliography: | Includes bibliographical references. |
| ISBN: | 9783540400042 (electronic bk.) 3540400044 (electronic bk.) |
| ISSN: | 0075-8434 ; |