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Seminaire de Probabilites XXXV

Seminaire de Probabilites XXXV

Paperback

Investing & FinanceGeneral MathematicsProbability & Statistics

ISBN10: 3540416595
ISBN13: 9783540416593
Publisher: Springer
Published: Apr 10 2001
Pages: 384
Weight: 1.35
Height: 0.89 Width: 6.14 Depth: 9.21
Language: English
Researchers and graduate students in the theory of stochastic processes will find in this 35th volume some thirty articles on martingale theory, martingales and finance, analytical inequalities and semigroups, stochastic differential equations, functionals of Brownian motion and of Lévy processes. Ledoux's article contains a self-contained introduction to the use of semigroups in spectral gaps and logarithmic Sobolev inequalities; the contribution by Emery and Schachermayer includes an exposition for probabilists of Vershik's theory of backward discrete filtrations.

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