Shortcuts
Top of page (Alt+0)
Page content (Alt+9)
Page menu (Alt+8)
Your browser does not support javascript, some WebOpac functionallity will not be available.
.
Default
.
PageMenu
-
Main Menu
-
Simple Search
.
Advanced Search
.
Journal Search
.
Refine Search Results
.
Preferences
.
Search Menu
Simple Search
.
Advanced Search
.
New Items Search
.
Journal Search
.
Refine Search Results
.
Bottom Menu
Help
Italian
.
English
.
German
.
New Item Menu
New Items Search
.
New Items List
.
Links
SISSA Library
.
ICTP library
.
Italian National web catalog (SBN)
.
Trieste University web catalog
.
Udine University web catalog
.
© LIBERO v6.4.1sp220816
Page content
You are here
:
>
Search Advanced
Catalogue Tag Display
Catalogue Tag Display
MARC 21
Séminaire de Probabilités XL
Tag
Description
020
$a9783540711896
082
$a519.2 (DDC 22)
099
$aOnline Resource: Springer
111
$aSéminaire de Probabilités
245
$aSéminaire de Probabilités XL$h[Ebook]$cedited by Catherine Donati-Martin, Michel Émery, Alain Rouault, Christophe Stricker.
260
$aBerlin Heidelberg$bSpringer-Verlag$c2007
300
$b1 online resource
440
$aLecture Notes in Mathematics$x0075-8434$v1899
520
$a
Preface.- Specialized Course. Laure Coutin: An introduction to (stochastic) calculus with respect to fractional Brownian motion.- Local Time-Space Calculus. G. Peskir: A change-of-variable formula with local time on surfaces.- A. E. Kyprianou, B.A. Surya: A note on a change of variable formula with local time-space for Levy processes of bounded variation.- J. Najnudel: Integration with respect to local time and selfintersection of local time of a one-dimensional Brownian motion.- D. Elworthy, A. Truman, H. Zhao: Generalized Ito formulae and space-time Lebesgue-Stieltjes integrals of local time.- N. Eisenbaum: Local time-space calculus for reversible semimartingales.- F. Russo, P. Vallois: Elements of stochastic calculus via regularisation.- H. Pham: On the smooth-fit property for one-dimensional optimal switching problem.- Other contributions. I. Crimaldi, G. Letta, L. Pratelli: A strong form of stable convergence.- P. J. Catuogno, P. R. C. Ruffino: Product of harmonic maps is harmonic: a stochastic approach.- M. Ledoux: More Hypercontractive Bounds for Deformed Orthogonal Polynomial Ensembles.- E. Cepa, D. Lepingle: No multiple collisions for mutually repelling Brownian particles.- L. Alili, P. Patie: On the joint law of the L1 and L2 norms of a 3-dimensional Bessel bridge.- P. Salminen, M. Yor: Tanaka formula for symmetric Levy processes.- M. Pistorius: An excursion theoretical approach to some boundary crossing problems and the Skorokhod embedding for reflected Levy processes.- J. Obloj: The maximality principle revisited: on certain optimal stopping problems.- N. Enriquez: Correlated processes and the composition of generators.- L. Serlet: Representation of the martingales for the Brownian snake.- E. Gobet, S.Menozzi: Discrete sampling of functionals of Ito processes.- O. Chybriakov: Ito's integrated formula for strict local martingales with jumps.- S. Ankirchner, S. Dereich, P. Imkeller: Enlargement of filtrations and continuous Girsanov-type embeddings.- M. De Donno, M. Pratelli: On a lemma by Ansel and Stricker.- A.S. Cherny: General arbitrage pricing model: I.Probability approach.- II.Transaction costs.- III.Possibility approach.
538
$aOnline access is restricted to subscription institutions through IP address (only for SISSA internal users)
700
$aÉmery, Michel
700
$aRouault, Alain
700
$aStricker, Christophe
700
$aDonati-Martin, Catherine.
710
$aSpringerLink (Online service)
856
$u
http://dx.doi.org/10.1007/978-3-540-71189-6
Quick Search
Search for