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Séminaire de probabilités XXXV / J. Azéma... [and others], eds.

Math/Physics/Astronomy Library QA3 .L28 no.1755
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Format:
Book
Conference/Event
Contributor:
Azéma, J.
Conference Name:
Séminaire de probabilités (35th)
Series:
Lecture notes in mathematics (Springer-Verlag) ; 1755.
Lecture notes in mathematics, 0075-8434 ; 1755
Language:
English
French
Subjects (All):
Probabilities--Congresses.
Probabilities.
Genre:
Conference papers and proceedings.
Physical Description:
vi, 424 pages ; 24 cm.
Other Title:
Séminaire de probabilités 35
Place of Publication:
Berlin ; New York : Springer, [2001]
Language Note:
Text in English and French.
Summary:
Researchers and graduate students in the theory of stochastic processes will find in this 35th volume some thirty articles on martingale theory, martingales and finance, analytical inequalities and semigroups, stochastic differential equations, functionals of Brownian motion and of Lvy processes. Ledoux's article contains a self-contained introduction to the use of semigroups in spectral gaps and logarithmic Sobolev inequalities; the contribution by Emery and Schachermayer includes an exposition for probabilists of Vershik's theory of backward discrete filtrations.
Notes:
Includes bibliographical references.
ISBN:
3540416595
OCLC:
46810252

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