Séminaire de Probabilités XXXVI
Description
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.
Keywords
MathematicsProbability & StatisticsStochastic ProcessesBusiness & EconomicsAccounting
2002Book
Author(s)J. Azéma
PublisherSpringer Science & Business Media
ISBN9783540000723
LanguageEnglish
