Séminaire de Probabilités XLV /
The series of advanced courses initiated in Séminaire de Probabilités XXXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus. The Séminaire also occasionally publishes a series of contributions on a unifying subject; in this spirit, selected participants t...
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| Other Authors: | , , |
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| Format: | Book |
| Language: | English |
| Published: |
Heidelberg :
Springer International Publishing : Springer,
2013.
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| Series: | Lecture Notes in Mathematics ;
2078. |
| Subjects: | |
| Tags: |
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| Summary: | The series of advanced courses initiated in Séminaire de Probabilités XXXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus. The Séminaire also occasionally publishes a series of contributions on a unifying subject; in this spirit, selected participants to the September 2011 Conference on Stochastic Filtrations, held in Strasbourg and organized by Michel Émery, have also contributed to the present volume. The rest of the work covers a wide range of topics, such as stochastic calculus and Markov processes, random matrices and free probability, and combinatorial optimization. |
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| Physical Description: | VIII, 558 p. 16 illus., 12 illus. in color. online resource. |
| ISBN: | 9783319003214 9783319003207 (ebk.) 9783319003207 |
| ISSN: | 0075-8434 ; |