Sminaire de Probabilits XLIII [Paperback]

This is a new volume of the S?minaire de Probabilit?s which is now in its 43rd year. Following the tradition, this volume contains about 20 original research and survey articles on topics related to stochastic analysis. It contains an advanced course of J. Picard on the representation formulae for fractional Brownian motion. The regular chapters cover a wide range of themes, such as stochastic calculus and stochastic differentialequations, stochastic differential geometry, filtrations, analysis on Wiener space, random matrices and free probability, as well as mathematical finance. Some of the contributions were presented at the Journ?es de Probabilit?s held in Poitiers in June 2009.

This fresh addition to the series started in the 1960s follows the S?minaires tradition, containing original research and survey articles on topics related to stochastic analysis. These include stochastic calculus and differential geometry, among many others.

This is a new volume of the S?minaire de Probabilit? which was started in the 60's. Following the tradition, this volume contains up to 20 original research and survey articles on several topics related to stochastic analysisThis volume contains J. Picard's advanced course on the representation formulae for the fractional Brownian motion. The regular chapterscover a wide range of themes, such as stochastic calculus and stochastic differentialequations, stochastic differential geometry, filtrations, analysis of Wiener space, random matrices and free probability, as well as mathematical finance. Some of the contributions were presented at the Journ?es de Probabilit?s held in Poitiers in June 2009.Original research articlesOriginal survey/lecture on a new topicWide range of topicsGB