Each year young mathematicians congregate in Saint Flour, France, and listen to extended lecture courses on new topics in Probability Theory.
The goal of these notes, representing a course given by Terry Lyons in 2004, is to provide a straightforward and self supporting but minimalist account of the key results forming the foundation of the theory of rough paths.
Each year young mathematicians congregate in Saint Flour, France, and listen to extended lecture courses on new topics in Probability Theory.
In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, including the Bachelier and Black-Scholes models. The fundamental theorem of asset pricing is discussed in detail. Finally Michel Talagrand, gives...
In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio...
This book contains three lectures each of 10 sessions; the first on Potential Theory on graphs and manifolds, the second on annealing and another algorithms for image reconstruction, the third on Malliavin Calculus.
This book contains three lectures each of 10 sessions; the first on Potential Theory on graphs and manifolds, the second on annealing and another algo...
This volume contains lectures on probability theory and statistics. They examine decoupling and limit theorems for U-statistics and U-processes, aspects theory of the bootstrap, percolation and disordered systems, and finite Markov Chains.
This volume contains lectures on probability theory and statistics. They examine decoupling and limit theorems for U-statistics and U-processes, aspec...
This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during the period 10th - 26th July, 1995. These lectures are at a postgraduate research level. They are works of reference in their domain.
This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during the period 10th - 26th July, 1995. These lectures ar...
Three series of lectures were given at the 34th Probability Summer School in Saint-Flour (July 6 24, 2004), by the Professors Cerf, Lyons and Slade. We have decided to publish these courses separately. This volume contains the course of Professor Slade. We cordially thank the author for his performance at the summer school, and for the redaction of these notes. 69 participants have attended this school. 35 of them have given a short lecture. The lists of participants and of short lectures are enclosed at the end of the volume. The Saint-Flour Probability Summer School was founded in 1971....
Three series of lectures were given at the 34th Probability Summer School in Saint-Flour (July 6 24, 2004), by the Professors Cerf, Lyons and Slade. W...
Three series of lectures were given at the 34th Probability Summer School in Saint-Flour (July 6 24, 2004), by the Professors Cerf, Lyons and Slade. We have decided to publish these courses separately. This volume contains the course of Professor Cerf. We cordially thank the author for his performance at the summer school, and for the redaction of these notes. 69 participants have attended this school. 35 of them have given a short lecture. The lists of participants and of short lectures are enclosed at the end of the volume. The Saint-Flour Probability Summer School was founded in 1971. Here...
Three series of lectures were given at the 34th Probability Summer School in Saint-Flour (July 6 24, 2004), by the Professors Cerf, Lyons and Slade. W...
This volume explores the random perturbation of PDEs and fluid dynamic models. The text describes the role of additive and bilinear multiplicative noise, and includes examples of abstract parabolic evolution equations.
This volume explores the random perturbation of PDEs and fluid dynamic models. The text describes the role of additive and bilinear multiplicative noi...
