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.
| ISBN: | 9783319119694 |
| Publication date: | 16th January 2015 |
| Author: | Catherine DonatiMartin |
| Publisher: | Springer International Publishing AG |
| Format: | Paperback |
| Pagination: | 512 pages |
| Series: | Lecture Notes in Mathematics |
| Genres: |
Probability and statistics Stochastics |