Séminaire de Probabilités XXXVII (Lecture Notes in Mathematics / Séminaire de Probabilités) (English and French Edition)
Book Details
Publisher
Springer
ISBN / ASIN
3540205209
ISBN-13
9783540205203
Availability
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Sales Rank
#10,272,891
Marketplace
United States 🇺🇸
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Description
The 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.
