Lectures on Probability Theory and Statistics

Name: Lectures on Probability Theory and Statistics
SKU: 2822415
Price: 145.99 AUD
Availability: InStock

Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000

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Format:

Paperback / softback

Series:

Lecture Notes in Mathematics

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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.

Release date Australia

July 14th, 2003

Author

Audiences

Professional & Vocational
Tertiary Education (US: College)

Contributor

Edited by Pierre Bernard

Illustrations

X, 298 p.

Pages

298

Series

Lecture Notes in Mathematics

Dimensions

156x234x16

ISBN-13

9783540403357

Product ID

2822415

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