Seminaire De Probabilites
J. Azema, M. Emery, M. Ledoux, M. Yor
Researchers and graduate students in the theory of stochastic processes will find in this 35th volume some thirty articles on martingale theory, martingales and finance, analytical inequalities and semigroups, stochastic differential equations, functionals of Brownian motion and of L?vy processes. Ledoux's article contains a self-contained introduction to the use of semigroups in spectral gaps and logarithmic Sobolev inequalities; the contribution by Emery and Schachermayer includes an exposition for probabilists of Vershik's theory of backward discrete filtrations.
권:
Number 35
년:
2001
판:
1
출판사:
Springer
언어:
english
페이지:
424
ISBN 10:
3540416595
ISBN 13:
9783540416593
시리즈:
Lecture Notes in Mathematics 1755
파일:
DJVU, 3.74 MB
IPFS:
,
english, 2001