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

9783540711889

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Representation of the Martingales for the Brownian Snake

Lecture Notes in Mathematics - Séminaire de Probabilités XL ◽

10.1007/978-3-540-71189-6_18 ◽

2007 ◽

pp. 343-354

Author(s):

Laurent Serlet

Keyword(s):

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A Strong Form of Stable Convergence

Lecture Notes in Mathematics - Séminaire de Probabilités XL ◽

10.1007/978-3-540-71189-6_9 ◽

2007 ◽

pp. 203-225 ◽

Author(s):

Irene Crimaldi ◽

Giorgio Letta ◽

Luca Pratelli

Keyword(s):

Strong Form ◽

Stable Convergence

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An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion

Lecture Notes in Mathematics - Séminaire de Probabilités XL ◽

10.1007/978-3-540-71189-6_1 ◽

2007 ◽

pp. 3-65 ◽

Author(s):

Laure Coutin

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion ◽

Stochastic Calculus

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No Multiple Collisions for Mutually Repelling Brownian Particles

Lecture Notes in Mathematics - Séminaire de Probabilités XL ◽

10.1007/978-3-540-71189-6_12 ◽

2007 ◽

pp. 241-246 ◽

Author(s):

Emmanuel Cépa ◽

Dominique Lépingle

Keyword(s):

Brownian Particles ◽

Multiple Collisions

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Elements of Stochastic Calculus via Regularization

Lecture Notes in Mathematics - Séminaire de Probabilités XL ◽

10.1007/978-3-540-71189-6_7 ◽

2007 ◽

pp. 147-185 ◽

Author(s):

Francesco Russo ◽

Pierre Vallois

Keyword(s):

Stochastic Calculus

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On a Lemma by Ansel and Stricker

Lecture Notes in Mathematics - Séminaire de Probabilités XL ◽

10.1007/978-3-540-71189-6_22 ◽

2007 ◽

pp. 411-414 ◽

Author(s):

Marzia De Donno ◽

Maurizio Pratelli

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A Note on a Change of Variable Formula with Local Time-Space for Lévy Processes of Bounded Variation

Lecture Notes in Mathematics - Séminaire de Probabilités XL ◽

10.1007/978-3-540-71189-6_3 ◽

2007 ◽

pp. 97-104 ◽

Author(s):

Andreas E. Kyprianou ◽

Budhi A. Surya

Keyword(s):

Bounded Variation ◽

Lévy Processes ◽

Levy Processes ◽

Variable Formula ◽

Change Of Variable

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Product of Harmonic Maps is Harmonic: A Stochastic Approach

Lecture Notes in Mathematics - Séminaire de Probabilités XL ◽

10.1007/978-3-540-71189-6_10 ◽

2007 ◽

pp. 227-233

Author(s):

Pedro J. Catuogno ◽

Paulo R. C. Ruffino

Keyword(s):

Harmonic Maps ◽

Stochastic Approach

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General Arbitrage Pricing Model: III – Possibility Approach

Lecture Notes in Mathematics - Séminaire de Probabilités XL ◽

10.1007/978-3-540-71189-6_25 ◽

2007 ◽

pp. 463-481 ◽

Author(s):

Alexander Cherny

Keyword(s):

Pricing Model ◽

Arbitrage Pricing

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Enlargement of Filtrations and Continuous Girsanov-Type Embeddings

Lecture Notes in Mathematics - Séminaire de Probabilités XL ◽

10.1007/978-3-540-71189-6_21 ◽

2007 ◽

pp. 389-410 ◽

Author(s):

Stefan Ankirchner ◽

Steffen Dereich ◽

Peter Imkeller

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