Séminaire de Probabilités XLI
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Beschreibung
Stochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or other), Lévy processes, martingales and probabilistic finance. Other probabilistic themes are also present: large random matrices, statistical mechanics. The contributions in this volume provide a sampling of recent results on these topics. All contributions with the exception of two are written in English language.
Stochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or other), Lévy processes, martingales and probabilistic finance. Other probabilistic themes are also present: large random matrices, statistical mechanics. The contributions in this volume provide a sampling of recent results on these topics. All contributions with the exception of two are written in English language.
Autor*in
Catherine Donati-Martin
Themen in »Séminaire de Probabilités XLI«
Brownian motion Càdlàg Lévy process Markov additive process Markov kernel Martingale financial probability fractional Brownian motion law of the iterated logarithm local martingale local time quadratic variation random walk stochastic process matrix theory