Stroock, Daniel W.: Some applications of stochastic calculus to partial differential equations.- Ikeda, Nobuyuki: Probabilistic methods in the study of asymptotics.- Nualart, David: Analysis on Wiener space and anticipating stochastic calculus.
Stroock, Daniel W.: Some applications of stochastic calculus to partial differential equations.- Ikeda, Nobuyuki: Probabilistic methods in the study o...
Bretagnolle, Jean: Processus a accroissements independants.- Ibragimov, Ildar: Theoremes limites pour les marches aleatoires.- Jacod, Jean: Theoremes limite pour les processus.- Bertoin, Jean: Subordinators: Examples and applications.- Doney, Ronald A.: Fluctuation theory for Levy processes.
Bretagnolle, Jean: Processus a accroissements independants.- Ibragimov, Ildar: Theoremes limites pour les marches aleatoires.- Jacod, Jean: Theoremes ...
Gross, Leonard: Thermodynamics, statistical mechanics, and random fields.-Follmer, Hans: Random fields and diffusion processes.- Nelson, Edward: Stochastic mechanics and random fields.- Albeverio, Sergio: Theory of Dirichlet forms and applications.
Gross, Leonard: Thermodynamics, statistical mechanics, and random fields.-Follmer, Hans: Random fields and diffusion processes.- Nelson, Edward: Stoch...
Founded in 1971, the Saint-Flour Probability Summer School is organised every year by the mathematics department of the Universite Blaise Pascal at Clermont-Ferrand, France, and held in the pleasant surroundings of an 18th century seminary building in the city of Saint-Flour, located in the French Massif Central, at an altitude of 900 m.
It attracts a mixed audience of up to 70 PhD students, instructors and researchers interested in probability theory, statistics, and their applications, and lasts 2 weeks. Each summer it provides, in three high-level courses presented by...
Founded in 1971, the Saint-Flour Probability Summer School is organised every year by the mathematics department of the Universite Blaise Pascal at...