Lectures on Probabililty Theory and Statistics

Lectures on Probabililty Theory and Statistics Ecole d'Eté De De Probabilités De Saint-Flour XXX - 2000 - Lecture Notes in Mathematics

2003

Paperback (14 Jul 2003)

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Publisher's Synopsis

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.

Book information

ISBN: 9783540403357
Publisher: Springer Berlin Heidelberg
Imprint: Springer
Pub date:
Edition: 2003
DEWEY: 519.2
DEWEY edition: 21
Language: English
Number of pages: 296
Weight: 435g
Height: 234mm
Width: 156mm
Spine width: 16mm