Details

Autor(en) / Beteiligte

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

Titel

Séminaire de Probabilités XXXVII

Auflage

1

Ort / Verlag

Berlin, Heidelberg: Springer Berlin / Heidelberg

Erscheinungsjahr

2003

Link zum Volltext

Quelle

Alma/SFX Local Collection

Beschreibungen/Notizen

• The 37th Séminaire de Probabilités contains A. Lejay's advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths. The rest of the volume consists of various articles on topics familiar to regular readers of the Séminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes.