Michel Emery Books
Stochastic Calculus in Manifolds Universitext
By Michel Emery
Addressed to both pure and applied probabilitists, including graduate students, this text is a pedagogically-oriented introduction to the Schwartz-Meyer second-order geometry and its use in stochas...
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Seminaire de Probabilites XXXVI Lecture Notes in Mathematics Seminaire de Probabilites
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The 36th Séminaire de Probabilités contains an advanced course on Logarithmic Sobolev Inequalities by A. Guionnet and B. Zegarlinski, as well as two shorter surveys by L. Pastur and N. O'Connell on...
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Seminaire de Probabilites XXX1
By Seminaire De Probabilites 31st
The 31 papers collected here present original research results obtained in 1995-96, on Brownian motion and, more generally, diffusion processes, martingales, Wiener spaces, polymer measures.
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Seminaire de Probabilites XXXII Lecture Notes in Mathematics Seminaire de Probabilites
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All the papers in the volume are original research papers, discussing fundamental properties of stochastic processes. The topics under study (martingales, filtrations, path properties, etc.) repres...
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