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✦   LIBER   ✦

Lectures on Probability Theory and Statistics. Ecole d'Ete de Probabilites de Saint-Flour XXX, 2000

✍ Scribed by Sergio Albeverio, Walter Schachermayer, Pierre Bernard

Book ID
127455841
Publisher
Springer
Year
2003
Tongue
English
Weight
3 MB
Series
Lecture Notes in Mathematics
Edition
1
Category
Library
ISBN-13
9783540403357

No coin nor oath required. For personal study only.

✦ Synopsis

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.

✦ Subjects

Теория вероятностей и математическая статистика

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