| Title:
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SEMINAIRE DE PROBABILITES
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| Volume: |
v. 11 |
| By: |
Catherine Donati-Martin (Editor), Michel Emery (Editor), Alain Rouault (Editor) |
| Format: |
Paperback |
| List price:
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£62.99 |
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| ISBN 10: |
3540711880 |
| ISBN 13: |
9783540711889 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
16 July, 2007 |
| Series: |
Lecture Notes in Mathematics / Seminaire de Probabilites v. 1899 |
| Pages: |
500 |
| Language: |
English & French |
| Description: |
Features advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. |
| Synopsis: |
Two noteworthy features of the 40th volume of "Seminaire de Probabilites" 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. |
| Illustrations: |
3 black & white illustrations, 1 black & white tables |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |