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Some Aspects of Brownian Motion
The following notes represent approximately the second half of the lectures I gave in the Nachdiplomvorlesung, in ETH, Zurich, between October 1991 and February 1992, together with …
Seminaire de Probabilites XXVI
All the papers contained in the volume are original, fully refereed researchpapers. They represent a fairly broad spectrum of the research activity in probability theory, which …
In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX
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 …
Grossissements de filtrations: exemples et applications
Tois Pasin ho Kairos
This book addresses Judaism and Orthodox Christianity, and particularly their points of similarity and difference, congruence and conflict. The city of Jerusalem stands at the …
Séminaire de Probabilités 1967-1980
Twenty-five articles have been selected from the first 14 volumes of the "Séminaire de Probabilités", all out of print, for their historical and/or mathematical interest. Among the …
Seminaire de Probabilites XXVI
Séminaire de Probabilités XXXII
All the papers in the volume are original research papers, discussing fundamental properties of stochastic processes. The topics under study (martingales, filtrations, path …
Séminaire de Probabilités XXXVI
The 36th Seminaire de Probabilites contains an advanced course on Logarithmic Sobolev Inequalities by A. Guionnet and B. Zegarlinski, as well as two shorter surveys by L. Pastur …
Local Times and Excursion Theory for Brownian Motion
This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths. …
Seminaire de Probabilites XXVII
This volume represents a part of the main result obtained by a group of French probabilists, together with the contributions of a number of colleagues, mainly from the …
Mathematical Methods for Financial Markets
Mathematical finance has grown into a huge area of research which requires a large number of sophisticated mathematical tools. This book simultaneously introduces the financial …