Lectures on Probability Theory and Statistics : Ecole d Ete de Probabilites de Saint-Flour XXX - 2000 (Lecture Notes in Mathematics Ser., Vol. 1816).

S Albeverio

ISBN 10: 3540403353 / ISBN 13: 9783540403357

Edité par New York, NY, U.S.A. Springer-Verlag New York, Incorporated, 2003

A propos de cet article

Gebraucht - Gut Zustand: Gut, VIII, 296 p. About this book In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, including the Bachelier and Black-Scholes models. The fundamental theorem of asset pricing is discussed in detail. Finally Michel Talagrand, gives an overview of the mean field models for spin glasses. This text is a major contribution towards the proof of certain results from physics, and includes a discussion of the Sherrington-Kirkpatrick and the p-spin interaction models. Written for researchers and advanced students. N° de réf. du vendeur 17774

Détails bibliographiques

Titre : Lectures on Probability Theory and ...

Éditeur : New York, NY, U.S.A. Springer-Verlag New York, Incorporated

Date d'édition : 2003

Reliure : Softcover

Etat : Gut

A propos de ce titre

Synopsis :

In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, including the Bachelier and Black-Scholes models. The fundamental theorem of asset pricing is discussed in detail. Finally Michel Talagrand, gives an overview of the mean field models for spin glasses. This text is a major contribution towards the proof of certain results from physics, and includes a discussion of the Sherrington-Kirkpatrick and the p-spin interaction models.