| 書(shū)目名稱 | In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX |
| 編輯 | Michel émery,Marc Yor |
| 視頻video | http://file.papertrans.cn/463/462916/462916.mp4 |
| 概述 | Includes supplementary material: |
| 叢書(shū)名稱 | Lecture Notes in Mathematics |
| 圖書(shū)封面 |  |
| 描述 | .The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements are recalled; homages are rendered by his friends and colleagues. This volume also contains mathematical contributions to classical and quantum stochastic calculus, the theory of processes, martingales and their applications to mathematical finance, Brownian motion. They provide an overview on the current trends of stochastic calculus.. |
| 出版日期 | Book 2006 |
| 關(guān)鍵詞 | Brownian bridge; Brownian motion; Dirichlet process; Lévy process; Martingal; Martingale; Ornstein-Uhlenbe |
| 版次 | 1 |
| doi | https://doi.org/10.1007/b128398 |
| isbn_softcover | 978-3-540-30994-9 |
| isbn_ebook | 978-3-540-35513-7Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
| issn_series | 0075-8434 |
| copyright | Springer-Verlag Berlin Heidelberg 2006 |