Séminaire de Probabilités XL (Lecture Notes in Mathematics / Séminaire de Probabilités) (v. 11) (English and French Edition)

Two noteworthy features of the 40th volume of Séminaire de Probabilités are L. Coutin’s advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance include three contributions by A.S. Cherny on general approaches to arbitrage pricing.