Séminaire de Probabilités XL
Two noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance include t...
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| Formato: | Libro electrónico |
| Idioma: | Alemán |
| Publicado: |
Berlin ; Heidelberg :
Springer-Verlag
[2007]
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| Edición: | 1st ed. 2007. |
| Colección: | Lecture notes in mathematics (Springer-Verlag) ;
1899. |
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009461779406719 |
| Sumario: | Two noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance include three contributions by A.S. Cherny on general approaches to arbitrage pricing. |
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| Notas: | "1617-9692 (electronic ed.)." |
| Descripción Física: | 1 online resource (484 p.) |
| Bibliografía: | Includes bibliographical references. |
| ISBN: | 9783540711896 |
