Séminaire de Probabilités XXXVI 2003rd ed.(Lecture Notes in Mathematics Vol.1801) P viii, 499 p. 02
Azéma, Jacques,
Émery, Michel,
Ledoux, Michel,
Yor, Marc
編
発行年月 |
2002年11月 |
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出版国 |
ドイツ |
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言語 |
英語 |
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媒体 |
冊子 |
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装丁 |
paper |
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ページ数/巻数 |
X, 506 p. |
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ジャンル |
洋書/社会科学/経済学/金融経済学 |
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ISBN |
9783540000723 |
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商品コード |
0200257874 |
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本の性格 |
学術書 |
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新刊案内掲載月 |
2003年01月 |
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商品URL
| https://kw.maruzen.co.jp/ims/itemDetail.html?itmCd=0200257874 |
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内容
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.