Lectures on probability theory and statistics:
Gespeichert in:
| Format: | Tagungsbericht Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2003
|
| Schriftenreihe: | Lecture notes in mathematics
1816 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Literaturangaben |
| Beschreibung: | VIII, 296 S. graph. Darst. |
| ISBN: | 3540403353 |
Internformat
MARC
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| 245 | 1 | 0 | |a Lectures on probability theory and statistics |c Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000. S. Albeverio ; W. Schachermayer ; M. Talagrand. Ed.: Pierre Bernard |
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 2003 | |
| 300 | |a VIII, 296 S. |b graph. Darst. | ||
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Datensatz im Suchindex
| _version_ | 1804130276148772864 |
|---|---|
| adam_text | Table
of
Contents
Part
I Sergio Albeverio: Theory of Dirichlet forms
and applications
0
Introduction
.............................................. 4
1
Functional analytic background: semigroups, generators,
resolvents
................................................. 7
2
Closed symmetric coercive forms associated with
Co-contraction semigroups
................................ 18
3
Contraction properties of forms,
positivity
preserving
and submarkovian semigroups
............................. 33
4
Potential Theory and Markov Processes associated with
Dirichlet Forms
........................................... 43
5
Diffusions and stochastic differential equations associated
with classical Dirichlet forms
.............................. 51
6
Applications
.............................................. 64
References
.................................................... 75
Index
.........................................................103
Part II Walter
Schachermayer:
Introduction to the
Mathematics of Financial Markets
___________________
1
Introduction: Bachelier s Thesis from
1900
111
2
Models of Financial Markets on Finite Probability Spaces
127
3
The Binomial Model, Bachelier s Model and the
Black-Scholes Model
......................................140
VIII Table of
Contents
4
The No-Arbitrage Theory for
General
Processes
..........153
5
Some
Applications
of the
Fundamental
Theorem of Asset
Pricing....................................................
173
References
....................................................177
Part
III Michel Talagrand:
Mean field models for spin
glasses: a first course
1
Introduction
..............................................185
2
What this is all about: the
REM
..........................188
3
The Sherrington-Kirkpatrick model at high temperature
.. 201
4
The p-spin interaction model
..............................213
5
External field and the replica-symmetric solution
.........221
6
Exponential inequalities
...................................240
7
Central limit theorems and the Almeida-Thouless line
___253
8
Emergence and separation of the lumps in the p-spin
interaction model
.........................................269
Bibliography
..................................................284
|
| any_adam_object | 1 |
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| building | Verbundindex |
| bvnumber | BV017474831 |
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| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Conference Proceeding Book |
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| genre_facet | Konferenzschrift 2000 Saint-Flour |
| id | DE-604.BV017474831 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T19:18:27Z |
| institution | BVB |
| institution_GND | (DE-588)10061110-2 |
| isbn | 3540403353 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010527159 |
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| physical | VIII, 296 S. graph. Darst. |
| publishDate | 2003 |
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| publisher | Springer |
| record_format | marc |
| series | Lecture notes in mathematics |
| series2 | Lecture notes in mathematics |
| spelling | Lectures on probability theory and statistics Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000. S. Albeverio ; W. Schachermayer ; M. Talagrand. Ed.: Pierre Bernard Berlin [u.a.] Springer 2003 VIII, 296 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Lecture notes in mathematics 1816 Literaturangaben Probabilités - Congrès ram Statistique mathématique - Congrès ram Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 2000 Saint-Flour gnd-content Wahrscheinlichkeitstheorie (DE-588)4079013-7 s DE-604 Statistik (DE-588)4056995-0 s Albeverio, Sergio 1939- Sonstige (DE-588)121093999 oth Schachermayer, Walter 1950- Sonstige (DE-588)109743881 oth Talagrand, Michel 1952- Sonstige (DE-588)112924379 oth Bernard, Pierre Sonstige oth Ecole d'Eté de Probabilités 30 2000 Saint-Flour Sonstige (DE-588)10061110-2 oth Lecture notes in mathematics 1816 (DE-604)BV000676446 1816 Digitalisierung TU Muenchen application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010527159&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Lectures on probability theory and statistics Lecture notes in mathematics Probabilités - Congrès ram Statistique mathématique - Congrès ram Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd Statistik (DE-588)4056995-0 gnd |
| subject_GND | (DE-588)4079013-7 (DE-588)4056995-0 (DE-588)1071861417 |
| title | Lectures on probability theory and statistics |
| title_auth | Lectures on probability theory and statistics |
| title_exact_search | Lectures on probability theory and statistics |
| title_full | Lectures on probability theory and statistics Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000. S. Albeverio ; W. Schachermayer ; M. Talagrand. Ed.: Pierre Bernard |
| title_fullStr | Lectures on probability theory and statistics Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000. S. Albeverio ; W. Schachermayer ; M. Talagrand. Ed.: Pierre Bernard |
| title_full_unstemmed | Lectures on probability theory and statistics Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000. S. Albeverio ; W. Schachermayer ; M. Talagrand. Ed.: Pierre Bernard |
| title_short | Lectures on probability theory and statistics |
| title_sort | lectures on probability theory and statistics |
| topic | Probabilités - Congrès ram Statistique mathématique - Congrès ram Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd Statistik (DE-588)4056995-0 gnd |
| topic_facet | Probabilités - Congrès Statistique mathématique - Congrès Wahrscheinlichkeitstheorie Statistik Konferenzschrift 2000 Saint-Flour |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010527159&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000676446 |
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