Details

Autor(en) / Beteiligte

• Azéma, Jacques
• Émery, Michel
• Ledoux, Michel
• Yor, Marc

Titel

Séminaire de Probabilités XXXVI

Auflage

2003

Ort / Verlag

Berlin, Heidelberg: Springer Berlin / Heidelberg

Erscheinungsjahr

2004

Link zum Volltext

Quelle

Alma/SFX Local Collection

Beschreibungen/Notizen

• The 36th Séminaire de Probabilités contains an advanced course on Logarithmic Sobolev Inequalities by A. Guionnet and B. Zegarlinski, as well as two shorter surveys by L. Pastur and N. O'Connell on the theory of random matrices and their links with stochastic processes. The main themes of the other contributions are Logarithmic Sobolev Inequalities, Stochastic Calculus, Martingale Theory and Filtrations. Besides the traditional readership of the Séminaires,this volumewill be useful to researchers in statistical mechanicsand mathematical finance.