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Beschreibung
The 37th Séminaire de Probabilités 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 Séminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes.
Details
| Verlag | Springer Berlin |
| Ersterscheinung | 26. November 2003 |
| Maße | 23.5 cm x 15.5 cm |
| Gewicht | 703 Gramm |
| Format | Softcover |
| ISBN-13 | 9783540205203 |
| Seiten | 454 |
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