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Lectures on Probability Theory and Statistics : Ecole d'Etï½ de Probabilitï½s de Saint-Flour XXX - 2000 - Pierre Bernard

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Lectures on Probability Theory and Statistics

Ecole d'Etï½ de Probabilitï½s de Saint-Flour XXX - 2000

By: Pierre Bernard (Editor), Sergio Albeverio, Walter Schachermayer

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Paperback | 14 July 2003

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308 Pages

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23.5 x 15.88 x 1.91

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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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You Can Find This Book In

Non-Fiction Mathematics Probability & Statistics Accounting & Finance Finance Science Physics Applied Mathematics Optimisation Game Theory

S. Albeverio: Theory of Dirichlet forms and applications: 0. Introduction
Functional analytic background: semigroups, generators, resolvents
Closed symmetric coersive forms associated with C0-contraction semigroups
Contraction properties of forms, positivity preserving and submarkovian semigroups
Potentialnbsp;Theory and Markov Processes associated with Dirichlet Forms.-nbsp;5. Diffusions and stochastic differential equations associated with classical Dirichlet Forms
Applications 21
Index
W. Schachermayer: Introduction to the Mathematics of Financial Markets
Introduction: Bachelier's Thesis from 1900
Models of Financial Markets on Finite Probabilitynbsp;Spaces
The Binomial Model, Bachelier's Model and the Blach-Scholes Model
The No-Arbitrage Theory for General Processes
Some Applications of the Fundamental Theorem of Asset Pricing
References
M. Talagrand: Mean field models for spin glasses: a first course
Introduction
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-Thoules line
Emergence and separation of the lumps in the p-spin interaction model
Bibliography
Table of Contents provided by Publisher. All Rights Reserved.

Lectures on Probability Theory and Statistics

Ecole d'Etï½ de Probabilitï½s de Saint-Flour XXX - 2000

At a Glance

Paperback

Shipping

How to return your order

Defective items

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