Séminaire de Probabilités XXXVI
Jacques Azéma, Michel Émery, Michel Ledoux, Marc YorThe 36th Séminaire de Probabilités 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 Séminaires, this volume will be useful to researchers in statistical mechanics and mathematical finance.
Категорії:
Рік:
2003
Видання:
1
Видавництво:
Springer
Мова:
english
Сторінки:
497
ISBN 10:
3540000720
ISBN 13:
9783540000723
Серії:
Lecture Notes in Mathematics 1801
Файл:
DJVU, 8.12 MB
IPFS:
,
english, 2003