
Seminaire de Probabilites XXXV
Published on 10. April 2001
Book
Paperback/Softback
VIII, 384 pages
978-3-540-41659-3 (ISBN)
Description
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 Levy 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.
More details
Series
Edition
2001 ed.
Language
English
Place of publication
Berlin
Germany
Publishing group
Springer Berlin
Target group
Professional and scholarly
Research
Illustrations
VIII, 384 p.
Dimensions
Height: 233 mm
Width: 155 mm
Thickness: 24 mm
Weight
657 gr
ISBN-13
978-3-540-41659-3 (9783540416593)
DOI
10.1007/b76885
Schweitzer Classification
Content
Articles by: J.-M. Alibert; L. Alili; K. Bahlali; M. Barlow; R. Bass; K. Burdzy; T.-M. Chao; L. Chaumont; A.S. Cherny; C.-S. Chou; F. Coquet; N. Eisenbaum; M. Emery; N. Enriquez; A. Estrade; P. J. Fitzsimmons; L. Forzani; J. Franchi; D.G. Hobson, Y. Kabanov; H. Kaspi; M. Kuchta; D. Kurtz; Y. Le Jan; M. Ledoux; M. Malric; A. Mandelbaum; P. Marchal; H. Matsumoto; J. Mémin; M. Morayne; M. Nasagawa; E. Perkins; A. Phan; M. Pontier; N. Privault; B. Rajeev; H. Tanaka; W. Schachermayer; R. Scotto; T. Shiraishi; L. Slominski; S. Solecki; C. Stricker; W. Urbina; M. Yor.