Séminaire de Probabilités XXXVI
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Paperback, French (11/26/2003)
The 36th S minaire de Probabilit's contains an advanced course on Logarithmic Sobolev Inequalities by A. Guionnet and B. Zegarlinski, as well as two shorter surveys by L. Pastur and N. O'Connell on the theory of random matrices and their links with stochastic processes. The main themes of the other contributions are Logarithmic Sobolev Inequalities, Stochastic Calculus, Martingale Theory and Filtrations. Besides the traditional readership of the S minaires, this volume will be useful to researchers in statistical mechanics and mathematical finance.
Springer, 9783540000723, 506pp.
Publication Date: November 26, 2002