Séminaire de Probabilités XXXVII
Author: Jacques Azéma
Publisher: Springer Science & Business Media
Published: 2003-11-26
Total Pages: 468
ISBN-13: 9783540205203
DOWNLOAD EBOOKThe 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.