Description
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Seminaire De Probabilites: No. 12 by Volume editor Catherine Donati-Martin Volume editor Michel Emery Volume editor Alain Rouault Volume editor Christophe Stricker
Stochastic processes are as usual the main subject of the Seminaire with contributions on Brownian motion (fractional or other) Levy processes martingales and probabilistic finance. Other probabilistic themes are also present: large random matrices statistical mechanics. The contributions in this volume provide a sampling of recent results on these topics. All contributions with the exception of two are written in English language.show more