[PDF] Lectures on Probability Theory and Statistics: Ecole d'Ete de Probabilites de Saint-Flour XXX - 2000 (Lecture Notes in Mathematics) (English and French Edition)

ISBN: 3540403353

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Posted on 2017-11-15, by luongquocchinh.

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Author: Sergio Albeverio | Publisher: Springer | Category: Mathematics | Language: French | Page: 298 | ISBN: 3540403353 | ISBN13: 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.

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