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Lectures on Probability Theory and Statistics: Ecole d'eté de Probabilités de Saint-Flour XXX - 2000

Springer-Verlag Berlin Heidelberg 2003 ;ISSN: 0075-8434 ;ISBN: 3540403353 ;ISBN: 9783540403357 ;ISBN: 3662174464 ;ISBN: 9783662174463 ;EISSN: 1617-9692 ;EISBN: 9783540449225 ;EISBN: 3540449221 ;DOI: 10.1007/3-540-44922-1 ;OCLC: 958521566

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Title:
Lectures on Probability Theory and Statistics: Ecole d'eté de Probabilités de Saint-Flour XXX - 2000
Author: Albeverio, Sergio ; Bernard, Pierre ; Schachermayer, Walter
Schachermayer, Walter ; Albeverio, Sergio ; Bernard, Pierre ; Talagrand, Michel
Subjects: Congresses ; Distribution (Probability theory ; Finance ; Mathematics ; Mathematics and Statistics ; Population genetics ; Probability Theory and Stochastic Processes ; Quantitative Finance ; Statistical methods ; Theoretical, Mathematical and Computational Physics
Description: In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, including the Bachelier and Black-Scholes models. The fundamental theorem of asset pricing is discussed in detail. Finally Michel Talagrand, gives an overview of the mean field models for spin glasses. This text is a major contribution towards the proof of certain results from physics, and includes a discussion of the Sherrington-Kirkpatrick and the p-spin interaction models.
Related Titles: Lecture Notes in Mathematics
Publisher: Berlin, Heidelberg: Springer Berlin / Heidelberg
Creation Date: 2003
Format: 293
Language: English
Identifier: ISSN: 0075-8434
ISBN: 3540403353
ISBN: 9783540403357
ISBN: 3662174464
ISBN: 9783662174463
EISSN: 1617-9692
EISBN: 9783540449225
EISBN: 3540449221
DOI: 10.1007/3-540-44922-1
OCLC: 958521566
Source: Alma/SFX Local Collection

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