Seminaire De Probabilites Xl Other Contributions
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Séminaire de Probabilités XL: Other contributions
Author | : |
Publisher | : |
Total Pages | : 481 |
Release | : 2007 |
Genre | : Probabilities |
ISBN | : 9781280960246 |
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Annotation Two noteworthy features of the 40th volume of Séminaire de Probabilités are L. Coutins 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.
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