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[Lecture Notes in Mathematics] Séminaire de Probabilités XIV 1978/79 Volume 784 || Wiener-hopf factorization for matrices

✍ Scribed by Azéma, Jacques; Yor, Marc

Book ID
120545420
Publisher
Springer Berlin Heidelberg
Year
1980
Weight
194 KB
Category
Article
ISBN
3540097600

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[Lecture Notes in Mathematics] Séminaire
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✍ Donati-Martin, Catherine; Émery, Michel; Rouault, Alain; Stricker, Christophe 📂 Article 📅 2009 🏛 Springer Berlin Heidelberg 🌐 German ⚖ 499 KB

This book offers an introduction to rough paths. Coverage also includes the interface between analysis and probability to special processes, Lévy processes and Lévy systems, representation of Gaussian processes, filtrations and quantum probability.