Lectures on Probability Theory and Statistics Ecole d'Ete de Probabilites de Saint-Flour XXX - 2000
| Author/creator | Albeverio, S. Author |
| Other author | Schachermayer, W. Author |
| Other author | Talagrand, M. Author |
| Format | Electronic |
| Publication Info | New York : Springer |
| Description | VIII, 296 p. ill 23.500 x 015.500 cm. |
| Supplemental Content | Full text available from Springer Books |
| Supplemental Content | Full text available from SpringerLINK Lecture Notes in Mathematics Contemporary (1997-present) |
| Subjects |
| Series | Lecture Notes in Mathematics Ser. Vol. 1816 |
| Summary | Annotation In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, including the Bachelier and Black-Scholes models. The fundamental theorem of asset pricing is discussed in detail. Finally Michel Talagrand, gives an overview of the mean field models for spin glasses. This text is a major contribution towards the proof of certain results from physics, and includes a discussion of the Sherrington-Kirkpatrick and the p-spin interaction models. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| ISBN | 9783540403357 |
| ISBN | 3540403353 (Trade Paper) Active Record |
| Standard identifier# | 9783540403357 |
| Stock number | 3540403353 00024965 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | ✔ Available |