Author: | ISBN: | 9783319119700 | |
Publisher: | Springer International Publishing | Publication: | December 29, 2014 |
Imprint: | Springer | Language: | English |
Author: | |
ISBN: | 9783319119700 |
Publisher: | Springer International Publishing |
Publication: | December 29, 2014 |
Imprint: | Springer |
Language: | English |
Providing a broad overview of the current state of the art in probability theory and its applications, and featuring an article coauthored by Mark Yor, this volume contains contributions on branching processes, Lévy processes, random walks and martingales and their connection with, among other topics, rough paths, semi-groups, heat kernel asymptotics and mathematical finance.
Providing a broad overview of the current state of the art in probability theory and its applications, and featuring an article coauthored by Mark Yor, this volume contains contributions on branching processes, Lévy processes, random walks and martingales and their connection with, among other topics, rough paths, semi-groups, heat kernel asymptotics and mathematical finance.