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Séminaire de Probabilités XL

Séminaire de Probabilités XL

Two noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance include three contributions by A.S. Cherny on general approaches to arbitrage pricing.

Juli 2007, ca. 489 Seiten, Séminaire de Probabilités, Lecture Notes in Mathematics, Englisch
Springer EN
978-3-540-71188-9

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