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In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX

Specificaties
Paperback, 422 blz. | Engels
Springer Berlin Heidelberg | 2006e druk, 2006
ISBN13: 9783540309949
Rubricering
Springer Berlin Heidelberg 2006e druk, 2006 9783540309949
Onderdeel van serie Lecture Notes in Mathematics
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Samenvatting

The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements are recalled in this book, and tributes are paid by his friends and colleagues. This volume also contains mathematical contributions to classical and quantum stochastic calculus, the theory of processes, martingales and their applications to mathematical finance and Brownian motion. These contributions provide an overview on the current trends of stochastic calculus.

Specificaties

ISBN13:9783540309949
Taal:Engels
Bindwijze:paperback
Aantal pagina's:422
Uitgever:Springer Berlin Heidelberg
Druk:2006

Inhoudsopgave

Paul André Meyer: Titres et travaux, postface; Marc Yor: The life and scientific works of Paul-André Meyer; Stéphane Attal: Disparition de Paul-André Meyer; Témoignages de Jacques Azéma, Claude Dellacherie, Catherine Doléans-Dade, Michel Emery, Yves Le Jan, Bernard Maisonneuve, Yves Meyer, Jacques Neveu, Nicolas Privault, Daniel Revuz; Yan Pautrat: Kernel and integral representations of operators on infinite dimensional toy Fock spaces; Philippe Biane: Le théoreme de Pitman, le groupe quantique SUq(2), et une question de P. A. Meyer; Jia-An Yan: A simple proof of two generalized Borel-Cantelli lemmas, Francois Coquet, Adam Jakubowski, Jean Mémin; Leszek Slominski: Natural decomposition of processes and weak Dirichlet processes; John Walsh: A lost scroll; Marzia De Donno, Maurizio Pratelli: Stochastic integration with respect to a sequence of semimartingales; Rajeeva L. Karandikar: On almost sure convergence results in stochastic calculus; S. Kotani: On a condition that one-dimensional diffusion processes are martingales; Dilip B. Madan, Marc Yor: Ito’s integrated formula for strict local martingales; David Applebaum: Martingale-valued measures, Ornstein-Uhlenbeck processes with jumps and operator self-decomposability in Hilbert space; Michel Emery: Sandwiched filtrations and Lévy processes; Yuri Kabanov, Christophe Stricker: The Dalang-Morton-Willinger theorem under delayed information; Freddy Delbaen: The structure of m-stable sets and in particular of the set of risk neutral measures; B. Rajeev: A path transformation of Brownian motion, David Aldous, Jim Pitman: Two recursive decompositions of Brownian bridge related to the asymptotics of random mappings; Bernard Roynette, Pierre Vallois, Marc Yor: Pénalisations et extensions du théoreme de Pitman relatives au mouvement brownien et a son maximum unilatere; Léonard Gallardo, Marc Yor: Some remarkable properties of the Dunkl martingales; Nathanael Enriquez, Jacques Franchi, Yves Le Jan:Enroulements browniens et subordination dans les groupes de Lie; Laurence Maillard-Teyssier: Stochastic covariant calculus with jumps and stochastic calculus with covariant jumps ...
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        In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX