Séminaire de probabilités XL

Donati-Martin, Catherine
Émery, Michel
Rouault, Alain
Stricker, Christophe

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Publication date

January 2007

DOI

10.1007/978-3-540-71189-6

Publisher

Springer Science and Business Media LLC

Abstract

Two noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance include three contributions by A.S. Cherny on general approaches to arbitrage pricing

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Séminaire de probabilités XL

Abstract

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Séminaire de probabilités XL

Abstract

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