Sergio Albeverio

(Author)

Lectures on Probability Theory and Statistics: Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000 (2003)Paperback - 2003, 14 July 2003

Lectures on Probability Theory and Statistics: Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000 (2003)
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Part of Series
Lecture Notes in Mathematics
Part of Series
École D'Été de Probabilités de Saint-Flour
Print Length
298 pages
Language
FrenchEnglish
Publisher
Springer
Date Published
14 Jul 2003
ISBN-10
3540403353
ISBN-13
9783540403357

Description

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.

Product Details

Authors:
Sergio AlbeverioWalter Schachermayer
Book Edition:
2003
Book Format:
Paperback
Country of Origin:
US
Date Published:
14 July 2003
Dimensions:
23.39 x 15.6 x 1.65 cm
ISBN-10:
3540403353
ISBN-13:
9783540403357
Language:
French
English
Location:
Berlin, Heidelberg
Pages:
298
Publisher:
Weight:
435.45 gm

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