Lecture Notes in Mathematics

J. Azéma

Springer, Jan 31, 2003 - Business & Economics - 497 pages

The 36th Séminaire de Probabilités contains an advanced course on Logarithmic Sobolev Inequalities by A. Guionnet and B. Zegarlinski, as well as two shorter surveys by L. Pastur and N. O'Connell on the theory of random matrices and their links with stochastic processes. The main themes of the other contributions are Logarithmic Sobolev Inequalities, Stochastic Calculus, Martingale Theory and Filtrations. Besides the traditional readership of the Séminaires, this volume will be useful to researchers in statistical mechanics and mathematical finance.

Bibliographic information

• Title: Lecture Notes in Mathematics; Lecture Notes in Mathematics, Albrecht Dold; Lecture Notes in Mathematics, Séminaire de Probabilités; Lecture notes in mathematics (Springer-Verlag) ; 1801; Séminaire de Probabilités, J. Azéma, ISSN 0720-8766; Volume 36 of Séminaire de probabilités : proceedings
• Editor: J. Azéma
• Edition: illustrated
• Publisher: Springer, 2003
• ISBN: 3540000720, 9783540000723
• Length: 497 pages
• Subjects: Business & Economics / Accounting / General; Business & Economics / Finance / General; Business & Economics / General; Mathematics / Applied; Mathematics / Game Theory; Mathematics / Probability & Statistics / General; Mathematics / Probability & Statistics / Stochastic Processes; Medical / General