Séminaire de Probabilités XXXVII

Séminaire de Probabilités XXXVII
Title Séminaire de Probabilités XXXVII PDF eBook
Author Jacques Azéma
Publisher Springer Science & Business Media
Pages 468
Release 2003-11-26
Genre Mathematics
ISBN 9783540205203

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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.

Séminaire de Probabilités XXXVI

Séminaire de Probabilités XXXVI
Title Séminaire de Probabilités XXXVI PDF eBook
Author Jacques Azéma
Publisher Springer
Pages 507
Release 2004-10-21
Genre Mathematics
ISBN 3540361073

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The 36th Sminaire de Probabilits contains an advanced course on Logarithmic Sobolev Inequalities by A. Guionnet and B. Zegarlinski, as well as two shorter surveys by L. Pastur and N. O'Connell on the theory of random matrices and their links with stochastic processes. The main themes of the other contributions are Logarithmic Sobolev Inequalities, Stochastic Calculus, Martingale Theory and Filtrations. Besides the traditional readership of the Sminaires, this volume will be useful to researchers in statistical mechanics and mathematical finance.

Paris-Princeton Lectures on Mathematical Finance ...

Paris-Princeton Lectures on Mathematical Finance ...
Title Paris-Princeton Lectures on Mathematical Finance ... PDF eBook
Author
Publisher
Pages 270
Release 2004
Genre Business mathematics
ISBN

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Tutorials in Mathematical Biosciences

Tutorials in Mathematical Biosciences
Title Tutorials in Mathematical Biosciences PDF eBook
Author
Publisher
Pages 232
Release 2005
Genre Biomathematics
ISBN

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Beyond Partial Differential Equations

Beyond Partial Differential Equations
Title Beyond Partial Differential Equations PDF eBook
Author Horst Reinhard Beyer
Publisher Lecture Notes in Mathematics
Pages 308
Release 2007-04-04
Genre Mathematics
ISBN

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The present volume is self-contained and introduces to the treatment of linear and nonlinear (quasi-linear) abstract evolution equations by methods from the theory of strongly continuous semigroups. The theoretical part is accessible to graduate students with basic knowledge in functional analysis. Only some examples require more specialized knowledge from the spectral theory of linear, self-adjoint operators in Hilbert spaces. Particular stress is on equations of the hyperbolic type since considerably less often treated in the literature. Also, evolution equations from fundamental physics need to be compatible with the theory of special relativity and therefore are of hyperbolic type. Throughout, detailed applications are given to hyperbolic partial differential equations occurring in problems of current theoretical physics, in particular to Hermitian hyperbolic systems. This volume is thus also of interest to readers from theoretical physics.

Mathematical Reviews

Mathematical Reviews
Title Mathematical Reviews PDF eBook
Author
Publisher
Pages 1524
Release 2004
Genre Mathematics
ISBN

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Fluctuation Theory for Lévy Processes

Fluctuation Theory for Lévy Processes
Title Fluctuation Theory for Lévy Processes PDF eBook
Author Ronald A. Doney
Publisher École d'Été de Probabilités de Saint-Flour
Pages 168
Release 2007-04-19
Genre Mathematics
ISBN

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Lévy processes, i.e. processes in continuous time with stationary and independent increments, are named after Paul Lévy, who made the connection with infinitely divisible distributions and described their structure. They form a flexible class of models, which have been applied to the study of storage processes, insurance risk, queues, turbulence, laser cooling, ... and of course finance, where the feature that they include examples having "heavy tails" is particularly important. Their sample path behaviour poses a variety of difficult and fascinating problems. Such problems, and also some related distributional problems, are addressed in detail in these notes that reflect the content of the course given by R. Doney in St. Flour in 2005.