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From Classical to Modern Probability

CIMPA Summer School 2001

By: Pierre Picco, ?Jaime San Martin

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eText | 6 December 2012 | Edition Number 1

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This volume is based on the lecture notes of six courses delivered at a Cimpa Summer School in Temuco, Chile, in January 2001. Leading experts contribute with introductory articles covering a broad area in probability and its applications, such as mathematical physics and mathematics of finance. Written at graduate level, the lectures touch the latest advances on each subject, ranging from classical probability theory to modern developments. Thus the book will appeal to students, teachers and researchers working in probability theory or related fields.