S¿¿minaire de Probabilit¿¿s XXXVII - Couverture souple

Ledoux, Michel; Yor, Marc; ¿¿mery, Michel; Az¿¿ma, Jacques

 
9783540205203: S¿¿minaire de Probabilit¿¿s XXXVII

Synopsis

The 37th Seminaire de Probabilites 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 Seminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes.

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