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9783540000723

Seminaire De Probabilities Xxxvi

Seminaire De Probabilities Xxxvi
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  • ISBN-13: 9783540000723
  • ISBN: 3540000720
  • Publisher: Springer

AUTHOR

Azema, J., Emery, M., Ledoux, M.

SUMMARY

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.Azema, J. is the author of 'Seminaire De Probabilities Xxxvi' with ISBN 9783540000723 and ISBN 3540000720.

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