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Séminaire de Probabilités XXXVII

Author: Jacques Azéma

Publisher: Springer Science & Business Media

Published: 2003-11-26

Total Pages: 468

ISBN-13: 9783540205203

The 37th Séminaire de Probabilités contains A. Lejay's advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths. The rest of the volume consists of various articles on topics familiar to regular readers of the Séminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes.

Séminaire de Probabilités XXXVI

Author: Jacques Azéma

Publisher: Springer

Published: 2004-10-21

Total Pages: 507

ISBN-13: 3540361073

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The 36th Sminaire de Probabilits 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 Sminaires, this volume will be useful to researchers in statistical mechanics and mathematical finance.