Lecture Notes in Mathematics - Séminaire de Probabilités XXXVII
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Published By Springer Berlin Heidelberg

9783540205203, 9783540400042

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On the reduction of a multidimensional continuous martingale to a Brownian motion

Lecture Notes in Mathematics - Séminaire de Probabilités XXXVII ◽

10.1007/978-3-540-40004-2_4 ◽

2003 ◽

pp. 90-93

Author(s):

Leonid Galtchouk

Keyword(s):

Brownian Motion

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Representations of Gaussian measures that are equivalent to Wiener measure

Lecture Notes in Mathematics - Séminaire de Probabilités XXXVII ◽

10.1007/978-3-540-40004-2_3 ◽

2003 ◽

pp. 81-89 ◽

Author(s):

Patrick Cheridito

Keyword(s):

Wiener Measure ◽

Gaussian Measures

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A Remark on Hypercontractivity and Tail Inequalities for the Largest Eigenvalues of Random Matrices

Lecture Notes in Mathematics - Séminaire de Probabilités XXXVII ◽

10.1007/978-3-540-40004-2_14 ◽

2003 ◽

pp. 360-369 ◽

Author(s):

Michel Ledoux

Keyword(s):

Random Matrices ◽

Largest Eigenvalues ◽

Eigenvalues Of Random Matrices

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The time to a given drawdown in Brownian Motion

Lecture Notes in Mathematics - Séminaire de Probabilités XXXVII ◽

10.1007/978-3-540-40004-2_5 ◽

2003 ◽

pp. 94-108 ◽

Author(s):

Isaac Meilijson

Keyword(s):

Brownian Motion

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On the Derivation of the Black–Scholes Formula

Lecture Notes in Mathematics - Séminaire de Probabilités XXXVII ◽

10.1007/978-3-540-40004-2_18 ◽

2003 ◽

pp. 399-414 ◽

Author(s):

Ioanid Rosu ◽

Dan Stroock

Keyword(s):

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An Introduction to Rough Paths

Lecture Notes in Mathematics - Séminaire de Probabilités XXXVII ◽

10.1007/978-3-540-40004-2_1 ◽

2003 ◽

pp. 1-59 ◽

Author(s):

Antoine Lejay

Keyword(s):

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Application de la théorie des excursions à l’intégrale du mouvement brownien

Lecture Notes in Mathematics - Séminaire de Probabilités XXXVII ◽

10.1007/978-3-540-40004-2_6 ◽

2003 ◽

pp. 109-195 ◽

Author(s):

Aimé Lachal

Keyword(s):

Mouvement Brownien

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A remark on the superhedging theorem under transaction costs

Lecture Notes in Mathematics - Séminaire de Probabilités XXXVII ◽

10.1007/978-3-540-40004-2_17 ◽

2003 ◽

pp. 394-398 ◽

Author(s):

Miklós Rásonyi

Keyword(s):

Transaction Costs

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On a Class of Genealogical and Interacting Metropolis Models

Lecture Notes in Mathematics - Séminaire de Probabilités XXXVII ◽

10.1007/978-3-540-40004-2_19 ◽

2003 ◽

pp. 415-446 ◽

Author(s):

Pierre Del Moral ◽

Arnaud Doucet

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A note on representations of eigenvalues of classical Gaussian matrices

Lecture Notes in Mathematics - Séminaire de Probabilités XXXVII ◽

10.1007/978-3-540-40004-2_15 ◽

2003 ◽

pp. 370-384

Author(s):

Yan Doumerc

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