J. Azéma
Séminaire de probabilités XXXVII
J. Azéma · 2004
על הספר
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.
פרטי הספר
- שנה
- 2004
- שפה
- English
- הוצאה
- Springer
- מהדורות
- 1
- עמודים
- 448
- ISBN
- 9783540205203
מקור הנתונים: Wikidata
