Seminaire De Probabilites XXVI. Séminaire De Probabilités

Category

Stochastics

Store

Wordery

Brand

Springer berlin heidelberg

Seminaire De Probabilites XXVI. Séminaire De Probabilités : Springer : 9783540560210 : 3540560211 : 10 Nov 1992 : All the papers contained in the volume are original, fullyrefereed researchpapers. They represent a fairly broadspectrum of the research activity in probability theory,which was done internationally in 1990-1991, with particularemphasis on Markov processes and stochastic calculus. Thelatter subject keeps growing, and some important newdevelopments, included in the volume, concern anticipativestochastic integrals, and new applications of theenlargements of filtrations to the study of zeros ofmartingales.FROM THE CONTENTS: R. Bass, D. Khoshnevisan: Stochasticcalculus and the continuity of local times of Levyprocesses.- M.T. Barlow, P. Imkeller: On some sample pathproperties of Skorokhod integral processes.- T.S. Mountford:A critical function for the planar Brownian convex hull.- L.Dubins, M. S

44.99 GBP