Seminaire de Probabilites XXXV

Format Electronic
Publication InfoNew York : Springer
Supplemental ContentFull text available from SpringerLINK Lecture Notes in Mathematics Contemporary (1997-present)
Supplemental ContentFull text available from Springer Books

Other author/creatorAzema,J. Editor
Other author/creatorEmery,M. Editor
Other author/creatorLedoux,M. Editor
Other author/creatorYor,M. Editor
Summary Annotation 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 Lévy 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.
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Genre/formElectronic books.
ISBN9783540446712
ISBN3540446710 (E-Book) Active Record
Standard identifier# 9783540446712
Stock number00024965

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