Séminaire de probabilités 1967 - 1980 A selection in martingale theory / [electronic resource] :
edited by Michel Émery, Marc Yor.
- Berlin, Heidelberg : Springer Berlin Heidelberg, 2002.
- IX, 553 p. online resource.
- Lecture Notes in Mathematics, Séminaire de Probabilités, 1771 1617-9692 ; .
- Lecture Notes in Mathematics, Séminaire de Probabilités, 1771 .
Twenty-five articles have been selected from the first 14 volumes of the "Séminaire de Probabilités", all out of print, for their historical and/or mathematical interest. Among the many articles devoted to Martingale theory in the early volumes of the Séminaire, we have chosen to reprint those that are particularly significant from a historical point of view, as well as those that can still be useful today. They are reprinted here verbatim, with a short retrospective comment, for the benefit of researchers in the theory of stochastic processes, in mathematical finance, or in history of mathematics.
9783540455301
10.1007/b82894 doi
Mathematics.
Finance.
Distribution (Probability theory).
Mathematics.
Probability Theory and Stochastic Processes.
Quantitative Finance.
QA273.A1-274.9 QA274-274.9
519.2
Twenty-five articles have been selected from the first 14 volumes of the "Séminaire de Probabilités", all out of print, for their historical and/or mathematical interest. Among the many articles devoted to Martingale theory in the early volumes of the Séminaire, we have chosen to reprint those that are particularly significant from a historical point of view, as well as those that can still be useful today. They are reprinted here verbatim, with a short retrospective comment, for the benefit of researchers in the theory of stochastic processes, in mathematical finance, or in history of mathematics.
9783540455301
10.1007/b82894 doi
Mathematics.
Finance.
Distribution (Probability theory).
Mathematics.
Probability Theory and Stochastic Processes.
Quantitative Finance.
QA273.A1-274.9 QA274-274.9
519.2