5456544
9783540711889
Two noteworthy features of the 40th volume of Sèminaire de Probabilitès 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.Donati-Martin, Catherine is the author of 'STminaire De ProbabilitTs Xl ', published 2007 under ISBN 9783540711889 and ISBN 3540711880.
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