Séminaire de Probabilités 1967-1980 - A Selection in Martingale Theory

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.

List of contents

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.

Summary

A collection of 25 out-of-print articles from the early volumes of the Séminaire. All the papers are particularly significant from a historical point of view, and many can still be useful today. Ideal for researchers in the theory of stochastic processes, in mathematical finance, or in history of mathematics.

Product details

• Assisted by: Miche Emery (Editor), Michel Emery (Editor), YOR (Editor), Yor (Editor), Marc Yor (Editor)
• Publisher: Springer, Berlin
• Languages: English, French
• Product format: Paperback / Softback
• Released: 05.11.2012
• EAN: 9783540428138
• ISBN: 978-3-540-42813-8
• No. of pages: 553
• Dimensions: 158 mm x 234 mm x 32 mm
• Weight: 834 g
• Illustrations: IX, 553 p.
• Series: Lecture Notes in Mathematics; Lecture Notes in Mathematics / Séminaire de Probabilités; Séminaire de Probabilités; Lecture Notes in Mathematics; Séminaire de Probabilités
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; C, Angewandte Mathematik, Mathematics and Statistics, Applications of Mathematics, Finance & accounting, Probability Theory and Stochastic Processes, Probabilities, Stochastics, Probability Theory, Economics, Mathematical, Quantitative Finance