Details

Autor(en) / Beteiligte

• Donati-Martin, Catherine
• Lejay, Antoine
• Rouault, Alain

Titel

Séminaire de Probabilités XLV

Auflage

2013

Ort / Verlag

Netherlands: Springer Nature

Erscheinungsjahr

2013

Link zum Volltext

Quelle

Alma/SFX Local Collection

Beschreibungen/Notizen

• The series of advanced courses initiated in Seminaire de Probabilites XXXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus. The Seminaire also occasionally publishes a series of contributions on a unifying subject; in this spirit, selected participants to the September 2011 Conference on Stochastic Filtrations, held in Strasbourg and organized by Michel Emery, have also contributed to the present volume. The rest of the work covers a wide range of topics, such as stochastic calculus and Markov processes, random matrices and free probability, and combinatorial optimization.