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...
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| Pubblicato in: | Ecole d'Eté de Probabilités de Saint-Flour (Online), 30 |
|---|---|
| Autori principali: | , , |
| Ente Autore: | |
| Altri autori: | |
| Natura: | Livre numérique |
| Lingua: | Anglais |
| Pubblicazione: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Serie: | Lecture notes in mathematics
1816 |
| Soggetti: | |
| Accesso online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
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 |
Sommario:
- 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.