Format:
Online-Ressource (VIII, 384 p, online resource)
ISBN:
9783540446712
,
3540416595
,
9783540416593
Series Statement:
Lecture Notes in Mathematics, Séminaire de Probabilités 1755
Content:
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
Additional Edition:
ISBN 9783540416593
Additional Edition:
Erscheint auch als Druck-Ausgabe Séminaire de probabilités ; 35 2001 ISBN 3540416595
Language:
English
Subjects:
Mathematics
Keywords:
Konferenzschrift
URL:
Volltext
(lizenzpflichtig)
Author information:
Yor, Marc 1949-2014
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