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020 a| 9783540400042;

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245 00 a| Séminaire de Probabilités XXXVIIh| [electronic resource];

260 a| New York : b| Springer;

506 a| Available only to authorized users.;

520 8 a| Annotationb| The 37th Séminaire de Probabilités contains A. Lejay's advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths. The rest of the volume consistsof various articles on topics familiar to regular readers of the Séminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices andfinancial random processes.;

538 a| Mode of access: World Wide Web;

655 0 a| Electronic books.=| ^A491897;

700 1 a| Azéma,Jacquese| Editor4| edt?| UNAUTHORIZED;

700 1 a| Émery,Michele| Editor4| edt?| UNAUTHORIZED;

700 1 a| Ledoux,Michele| Editor4| edt?| UNAUTHORIZED;

700 1 a| Yor,Marce| Editor4| edt?| UNAUTHORIZED;

856 40 z| Full text available from SpringerLINK Lecture Notes in Mathematics Contemporary (1997-present)u| https://go.openathens.net/redirector/ecu.edu?url=http%3A%2F%2Flink.springer.com%2Fopenurl%3Fgenre%3Dbook%26isbn%3D978-3-540-20520-3;

856 40 z| Full text available from Springer Booksu| https://go.openathens.net/redirector/ecu.edu?url=https%3A%2F%2Flink.springer.com%2F10.1007%2Fb94376;

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Séminaire de Probabilités XXXVII

Format	Electronic
Publication Info	New York : Springer
Supplemental Content	Full text available from SpringerLINK Lecture Notes in Mathematics Contemporary (1997-present)
Supplemental Content	Full text available from Springer Books

Other author/creator	Azéma,Jacques Editor
Other author/creator	Émery,Michel Editor
Other author/creator	Ledoux,Michel Editor
Other author/creator	Yor,Marc Editor
Summary	Annotation The 37th Séminaire de Probabilités contains A. Lejay's advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths. The rest of the volume consistsof various articles on topics familiar to regular readers of the Séminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices andfinancial random processes.
Access restriction	Available only to authorized users.
Technical details	Mode of access: World Wide Web
Genre/form	Electronic books.
ISBN	9783540400042
ISBN	3540400044 (E-Book) Active Record
Standard identifier#	9783540400042
Stock number	00024965

Séminaire de Probabilités XXXVII

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