Seminaire de Probabilites XXXV

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J. Azema, M. Emery, M. Ledoux, M. Yor
Springer Science & Business Media, Apr 10, 2001 - Mathematics - 384 pages
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 LÚvy 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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Contents

I
III
24
IV
44
V
83
VI
94
VII
116
VIII
119
IX
135
XXI
237
XXII
256
XXIII
261
XXIV
302
XXV
325
XXVI
330
XXVIII
344
XXIX
367

X
145
XI
149
XII
154
XIV
158
XV
163
XVI
191
XVII
198
XVIII
202
XX
216
XXX
386
XXXI
392
XXXII
412
XXXIV
417
XXXV
421
XXXVI
422
XXXVII
423
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