Séminaire de probabilités XXXVII
Séminaire de probabilités XXXVII
About this book
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.
Details
- OL Work ID
- OL19901579W
Subjects
Probabilidade (congressos)Inequalities (Mathematics)ProbabilitiesIntégrale stochastiqueÉquation différentielle stochastiqueMouvement brownienProbabilitésRandom matricesThéorie probabilitésMartingale (Mathématiques)Processus stochastiquesMathematicsDistribution (Probability theory)Probability Theory and Stochastic Processes