Seminaire De Probabilites, Xxi

By Jacques Azema, J. Azema, P.-A Meyer, P. A. Meyer, Marc Yor, Séminaire De Probabilités, Daniel W. Stroock (Auth.), Jacques Azéma, Marc Yor, Paul André Meyer (Eds.)

Homogeneous chaos revisited....Pages 1-7 A propos des distributions sur l'espace de wiener....Pages 8-26 Developpement des distributions suivant les chaos de wiener et applications a l'analyse stoc...

Continuous Martingales and Brownian Motion

By Marc Yor, Daniel Revuz

Seminaire De Probabilites Xxvii (Lecture Notes In Mathematics) (French And English Edition)

By Jacques Azema, Séminaire De Probabilités (27th), Marc Yor, Séminaire De Probabilités, Jacques Azéma, Marc Yor, Paul André Meyer (Auth.)

This volume represents a part of the main result obtained by a group of French probabilists, together with the contributions of a number of colleagues, mainly from the USA and Japan. All the papers...

Continuous Martingales and Brownian Motion

By Marc Yor, Daniel Revuz

Seminaire De Probabilites Xxx Lecture Notes in Mathematics

By

Some aspects of Brownian motion

By Marc Yor

These notes represent approximately the second half of lectures given by the author at ETH in a Nachdiplom course (winter term 1991-92), followed by six lectures in November and December 1993. They...

Some Aspects of Brownian Motion

By Marc Yor

Mahematical Methods for Financial Markets Springer Finance

By Marc Yor, Monique Jeanblanc, Marc Chesney, M. Jeanblanc

Harmonic stochastic analysis of Dunkl processes

By Marc Yor, P. Graczyk, Margit Rosler

Seminaire De Probabilites XXI

By Paul A, Meyer, Jacques Azema, Marc, Jacques., Azema, J. Azema, Marc Yor, Meyer, Paul A., Séminaire De Probabilités, Yor, Daniel W. Stroock (Auth.), Jacques Azéma, Marc Yor, Paul André Meyer (Eds.)

Homogeneous chaos revisited....Pages 1-7 A propos des distributions sur l'espace de wiener....Pages 8-26 Developpement des distributions suivant les chaos de wiener et applications a l'analyse stoc...