Séminaire de Probabilités XLVI
Author: Catherine Donati-Martin
Publisher: Springer
Published: 2014-12-29
Total Pages: 511
ISBN-13: 3319119702
DOWNLOAD EBOOKProviding a broad overview of the current state of the art in probability theory and its applications, and featuring an article coauthored by Mark Yor, this volume contains contributions on branching processes, Lévy processes, random walks and martingales and their connection with, among other topics, rough paths, semi-groups, heat kernel asymptotics and mathematical finance.