Lectures on probability theory and statistics : Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000
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...
Sparad:
| I publikationen: | Ecole d'Eté de Probabilités de Saint-Flour (Online), 30 |
|---|---|
| Huvudupphovsmän: | , , |
| Institutionell upphovsman: | |
| Övriga upphovsmän: | |
| Materialtyp: | Livre numérique |
| Språk: | Anglais |
| Publicerad: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Serie: | Lecture notes in mathematics
1816 |
| Ämnen: | |
| Länkar: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Anmärkning: |
Conférences tenues à l'école d'été de théorie des probabilités de St Flour, du 17 août au 3 sept. 2000 N˚de : École d'Été de probabilités de Saint-Flour, ISSN 2512-3564, XXX, 2000 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Consulter le titre dans une bibliothèque: | Cliquer ici |
| Edition sous un autre format: | • Lectures on probability theory and statistics, Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000, [courses presented by] S. Albeverio, W. Schachermayer, M. Talagrand, 2003, Berlin, Springer, 1 vol. (VIII-296 p.), Lecture notes in mathematics, 3-540-40335-3 • Lectures on Probability Theory and Statistics, Texte imprimé, 9783662174463 |
| LEADER | 05026nam a22004697a 4500 | ||
|---|---|---|---|
| 001 | 970456 | ||
| 008 | 110927q2000 xxe ||| |||| 00| 0 eng d | ||
| 009 | PPN15519089X | ||
| 020 | |a 9783540449225 (PDF) | ||
| 041 | 0 | |a eng | |
| 082 | |a 519.2 | ||
| 084 | |a 60-01. 2000 | ||
| 084 | |a 60-06. 2000 | ||
| 084 | |a 60G05. 2000 | ||
| 084 | |a 60G60. 2000 | ||
| 111 | 2 | |a Ecole d'été de probabilités de Saint-Flour |n (30 |d :2000 |c :Saint-Flour, Cantal). | |
| 245 | 1 | 0 | |a Lectures on probability theory and statistics : |b Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000 |c [courses presented by] S. Albeverio, W. Schachermayer, M. Talagrand ; ed. Pierre Bernard. |
| 260 | |a Berlin [etc.] : |b Springer. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Lecture notes in mathematics |v 1816 |x 1617-9692 | |
| 500 | |a Conférences tenues à l'école d'été de théorie des probabilités de St Flour, du 17 août au 3 sept. 2000 | ||
| 500 | |a N˚de : École d'Été de probabilités de Saint-Flour, ISSN 2512-3564, XXX, 2000 | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 0 | |a Sergio Albeverio: Theory of Dirichlet forms and applications -- Functional analytic background: semigroups, generators, resolvents -- Closed symmetric coercive forms associated with Co-contraction semigroups -- Contraction properties of forms, positivity preserving and submarkovian semigroups -- Potential Theory and Markov Processes associated with Dirichlet Forms -- Diffusions and stochastic differential equations associated with classical Dirichlet forms -- Applications -- Walter Schachermayer: Introduction to the Mathematics of Financial Markets -- Introduction: Bachelier s Thesis from 1900 -- Models of Financial Markets on Finite Probability Spaces -- The Binomial Model, Bachelier s Model and the Black-Scholes Model -- The No-Arbitrage Theory for General Processes -- Some Applications of the Fundamental Theorem of Asset Pricing -- Michel Talagrand: Mean field models for spin glasses: a first course -- What this is all about: the REM -- The Sherrington-Kirkpatrick model at high temperature -- The p-spin interaction model -- External field and the replica-symmetric solution -- Exponential inequalities -- Central limit theorems and the Almeida-Thouless line -- Emergence and separation of the lumps in the p-spin interaction model. | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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. | ||
| 650 | |a Actes de congrès | ||
| 700 | 1 | |a Albeverio, Sergio, |d 1936- |4 aut | |
| 700 | 1 | |a Schachermayer, Walter, |d 1950-...., |c mathématicien. |4 aut | |
| 700 | 1 | |a Talagrand, Michel, |d 1952-...., |c mathématicien. |4 aut | |
| 700 | 1 | |a Bernard, Pierre, |d 1944-...., |c mathématicien. |4 pbd | |
| 773 | 0 | |0 162022972 |t Ecole d'Eté de Probabilités de Saint-Flour (Online) |x 2512-3564 |g 30 | |
| 776 | 0 | |0 078243750 |t Lectures on probability theory and statistics |o Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000 |f [courses presented by] S. Albeverio, W. Schachermayer, M. Talagrand |d 2003 |c Berlin |n Springer |p 1 vol. (VIII-296 p.) |s Lecture notes in mathematics |z 3-540-40335-3 | |
| 776 | 0 | |t Lectures on Probability Theory and Statistics |b Texte imprimé |z 9783662174463 | |
| 856 | 4 | |q PDF |u https://doi.org/10.1007/3-540-44922-1 |z Accès sur la plateforme de l'éditeur | |
| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-KG1C3M69-7 |z Accès sur la plateforme Istex | |
| 856 | 4 | |5 452349901:750662972 |u https://ezproxy.univ-orleans.fr/login?url=https://doi.org/10.1007/3-540-44922-1 |z Accès Université d'Orléans | |
| 856 | 4 | |5 180339901:754012425 |u https://ezproxy.insa-cvl.fr/login?qurl=https://doi.org/10.1007/3-540-44922-1 |z Accès INSA CVL | |
| 997 | |0 970456 |1 Livre numérique |a Ressource numérique |b INSA |b ENSA |c 0/Bibliothèque numérique/ |c 1/Bibliothèque numérique/Autre ressource numérique/ | ||