Séminaire de Probabilités 1967-1980

A collection of 25 out-of-print articles from the early volumes of the Séminaire. All the papers are particularly significant from a historical point of view, and many can still be useful today. Ideal for researchers in the theory of stochastic processes, in mathematical finance, or in history of mathematics.

the Séminaire de Probabilités from its first 25 years! Includes supplementary material: sn.pub/extras

Autorentext
MARC YOR has been Professor at the Laboratoire de Probabilités et Modèles Aléatoires at the Université Pierre et Marie Curie, Paris, since 1981, and a member of the Académie des Sciences de Paris since 2003. His research interests - which are well illustrated in the present book - bear upon properties of Brownian functionals, either for pure or applied purposes. Recently, Marc Yor has also been working on the interface between number theory and random matrices.ROGER MANSUY has been teaching mathematics at the Lycée Louis le Grand, Paris, since 2006. He has been working with Marc Yor - who was the supervisor of Roger Mansuy's PhD thesis - in recent years. Prior to the present volume he and Marc Yor collaborated in publishing volume 1873 of the series Lecture Notes in Mathematics entitled "Random Times and Enlargements of Filtration in a Brownian setting".

Klappentext

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.

Inhalt
Articles by: A. Bernard, C.S. Chou, C. Dellacherie, D. Doléans-Dade, M. Émery, N. Kazamaki, E. Lenglart, D. Lépingle, B. Maisonneuve, P.-A. Meyer, M. Pratelli, T. Yamada, J.-A. Yan, M. Yor.