Lectures on Probability Theory and Statistics: Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000 (Lecture Notes in Mathematics, 1816, Band 1816) - Softcover

Albeverio, Sergio

 
9783540403357: Lectures on Probability Theory and Statistics: Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000 (Lecture Notes in Mathematics, 1816, Band 1816)
Softcover
ISBN 10: 3540403353 ISBN 13: 9783540403357
Verlag: Springer, 2009

Inhaltsangabe

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.

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Verlag
Springer
Erscheinungsdatum
2009
Sprache
Englisch
ISBN 10 
3540403353
ISBN 13 
9783540403357
Einband
Taschenbuch
Anzahl der Seiten
308
Herausgeber
Bernard Pierre
Kontakt zum Hersteller
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