Seminaire de Probabilites XXXV: 1755 (Lecture Notes in Mathematics, 1755) - Softcover

 
9783540416593: Seminaire de Probabilites XXXV: 1755 (Lecture Notes in Mathematics, 1755)
Softcover
ISBN 10: 3540416595 ISBN 13: 9783540416593
Publisher: Springer, 2001

Synopsis

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 Levy 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.

"synopsis" may belong to another edition of this title.

Publisher
Springer
Publication date
2001
Language
English
ISBN 10 
3540416595
ISBN 13 
9783540416593
Binding
Paperback
Number of pages
392
Editor
Azema J., Emery M., Ledoux M., Yor M.