Seminaire de Probabilites XL
Dold A. (ed.), Eckmann B. (ed.)
Two noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin's advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance include three contributions by A.S. Cherny on general approaches to arbitrage pricing.
Kateqoriyalar:
İl:
1977
Dil:
english
Səhifələr:
573
ISBN 10:
0387081453
ISBN 13:
9780387081458
Fayl:
RAR, 17.13 MB
IPFS:
,
english, 1977