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.

Sommario

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.

Riassunto

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.

Dettagli sul prodotto

• Con la collaborazione di: Miche Emery (Editore), Michel Emery (Editore), YOR (Editore), Yor (Editore), Marc Yor (Editore)
• Editore: Springer, Berlin
• Lingue: Francese
• Formato: Tascabile
• Pubblicazione: 05.11.2012
• EAN: 9783540428138
• ISBN: 978-3-540-42813-8
• Pagine: 553
• Dimensioni: 158 mm x 234 mm x 32 mm
• Peso: 834 g
• Illustrazioni: IX, 553 p.
• Serie: Lecture Notes in Mathematics; Lecture Notes in Mathematics / Séminaire de Probabilités; Séminaire de Probabilités; Lecture Notes in Mathematics; Séminaire de Probabilités
• Categorie: Scienze naturali, medicina, informatica, tecnica > Matematica > Teoria delle probabilità, stocastica, statistica matematica; C, Angewandte Mathematik, Mathematics and Statistics, Applications of Mathematics, Finance & accounting, Probability Theory and Stochastic Processes, Probabilities, Stochastics, Probability Theory, Economics, Mathematical, Quantitative Finance