Séminaire de Probabilités 1967-1980. Lecture Notes in Mathematics, Band 1771

Seitenzahl:

553

Gewicht:

842 g

Erschienen bei:

Springer

Beschreibung

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 many articles devoted to Martingale theory in the early volumes of the Séminaire, we have chosen to reprint those that are particularly significant from a historical point of view, as well as those that can still be useful today. They are reprinted here verbatim, with a short retrospective comment, for the benefit of researchers in the theory of stochastic processes, in mathematical finance, or in history of mathematics. TOC:Articles by: A. Bernard, C.S. Chou, C. Dellacherie, D. Doléans-Dade, M. Émery, N. Kazamaki, E. Lenglart, D. Lépingle, B. Maisonneuve, P.-A. Meyer, M. Pratelli, T. Yamada, J.-A. Yan, M. Yor.

Kurzbeschreibung

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 many articles devoted to Martingale theory in the early volumes of the Séminaire, we have chosen to reprint those that are particularly significant from a historical point of view, as well as those that can still be useful today. They are reprinted here verbatim, with a short retrospective comment, for the benefit of researchers in the theory of stochastic processes, in mathematical finance, or in history of mathematics.

Mehr über...

Mehr über:  Finanzmathematik, Wahrscheinlichkeitstheorie ( Wahrscheinlichkeit ), Mathematik / Finanzmathematik, Wahrscheinlichkeit - Wahrscheinlichkeitstheorie, stochastic calculus, Martingale, General theory of processes, history of probability theory

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Mehr von: Springer-Verlag GmbH