Seminaire de Probabilites XXXV (Lecture Notes in Mathematics / Séminaire de Probabilités)
Contributors: J. Azema (Editor); M. Emery (Editor); M. Ledoux (Editor); M. Yor (Editor)
Edition: 1 edition
Publisher: Springer
Published: May 11, 2001
Language: eng; fre
Format: Paperback
Number of pages: 427
ISBN-13: 9783540416593
Subjects: Applied mathematics; Probability & statistics; Probabilities; Mathematics; Science/Mathematics; Finance; Probability & Statistics - General; 60GXX; 60HXX; 60JXX; Brownian motions; Business & Economics-Finance; Mathematics / Statistics; Probability; martingale theory; stochastic calculus; stochastic processes
First sentence: The Brownian and Poisson processes can be realized as operator processes on the symmetric Fock space, the classical notion of independence of increments being expressed in Fock space using tensor products.