About this book
Researchers and graduate students in the theory of stochastic processes will find in this 35th volume some thirty articles on martingale theory, martingales and finance, analytical inequalities and semigroups, stochastic differential equations, functionals of Brownian motion and of Lévy processes. Ledoux's article contains a self-contained introduction to the use of semigroups in spectral gaps and logarithmic Sobolev inequalities; the contribution by Emery and Schachermayer includes an exposition for probabilists of Vershik's theory of backward discrete filtrations.
Details
- OL Work ID
- OL19044386W
Subjects
ProbabilitiesCongressesMathematicsDistribution (Probability theory)FinanceProbability Theory and Stochastic ProcessesQuantitative Finance
