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Free Download Seminaire de Probabilites XXXV by J. Azéma, M. Émery, M. Ledoux, M. Yor
English | PDF (True) | 2001 | 434 Pages | ISBN : 3540416595 | 26.1 MB
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.
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xSeminaire de Probabilites XXXV
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Seminaire de Probabilites XXXV by J. Azéma, M. Émery, M. Ledoux, M. Yor
English | PDF (True) | 2001 | 434 Pages | ISBN : 3540416595 | 26.1 MB
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.
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