Séminaire de Probabilités XXXVII (Lecture Notes in Mathematics / Séminaire de Probabilités)
Contributors: Jacques Azéma (Editor); Michel Émery (Editor); Michel Ledoux (Editor); Marc Yor (Editor)
Edition: 1 edition
Publisher: Springer
Published: January 22, 2004
Language: eng; fre
Format: Paperback
Number of pages: 448
ISBN-13: 9783540205203
Subjects: Probability & statistics; Mathematics; Science/Mathematics; Probability & Statistics - General; 60GXX, 60HXX, 60JXX; Brownian motion; Mathematics / Statistics; probability; rough path; stochastic process
First sentence: When I came to the University of Illinois in 1963 I remember hearing that Meyer had recently spent a semester there, working with J. L. Doob. 
Description: 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.