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Item Details
| Title:
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LECTURES ON PROBABILITY THEORY AND STATISTICS
ECOLE D'ETE DE PROBABILITES DE SAINT-FLOUR XXX - 2000 |
| By: |
Sergio Albeverio, Walter Schachermayer, Michel Talagrand |
| Format: |
Paperback |
| List price:
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£34.50 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3540403353 |
| ISBN 13: |
9783540403357 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
14 July, 2003 |
| Edition: |
2003 ed. |
| Series: |
Lecture Notes in Mathematics v. 1816 |
| Pages: |
298 |
| Language: |
English, French |
| Description: |
In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. |
| Synopsis: |
In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, including the Bachelier and Black-Scholes models. The fundamental theorem of asset pricing is discussed in detail. Finally Michel Talagrand, gives an overview of the mean field models for spin glasses. This text is a major contribution towards the proof of certain results from physics, and includes a discussion of the Sherrington-Kirkpatrick and the p-spin interaction models. |
| Illustrations: |
biography |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |
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