Two noteworthy features of the 40th volume of Seminaire de Probabilites are L. Coutin s advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance include three contributions by A.S. Cherny on general approaches to arbitrage pricing.
Two noteworthy features of the 40th volume of Seminaire de Probabilites are L. Coutin s advanced course on calculus driven by fractional Brownian m...
Stochastic processes are as usual the main subject of the SA(c)minaire, with contributions on Brownian motion (fractional or other), LA(c)vy processes, martingales and probabilistic finance. Other probabilistic themes are also present: large random matrices, statistical mechanics. The contributions in this volume provide a sampling of recent results on these topics. All contributions with the exception of two are written in English language.
Stochastic processes are as usual the main subject of the SA(c)minaire, with contributions on Brownian motion (fractional or other), LA(c)vy proces...
