Theorie Analytique Des Probabilites

Theorie Analytique Des Probabilites
Author: Pierre Simon marquis de Laplace
Publisher:
Total Pages: 645
Release: 1886
Genre: Probabilities
ISBN:

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Real Analysis and Probability

Real Analysis and Probability
Author: R. M. Dudley
Publisher: Cambridge University Press
Total Pages: 570
Release: 2002-10-14
Genre: Mathematics
ISBN: 9780521007542

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This classic text offers a clear exposition of modern probability theory.

Lectures on Probability Theory

Lectures on Probability Theory
Author: Philippe Biane
Publisher: Springer
Total Pages: 217
Release: 2006-11-14
Genre: Mathematics
ISBN: 3540494022

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This book contains two of the three lectures given at the Saint-Flour Summer School of Probability Theory during the period August 18 to September 4, 1993.

A Treatise on Probability

A Treatise on Probability
Author: John Maynard Keynes
Publisher:
Total Pages: 494
Release: 1921
Genre: Probabilities
ISBN:

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Séminaire de Probabilités XXXVI

Séminaire de Probabilités XXXVI
Author: Jacques Azéma
Publisher: Springer
Total Pages: 507
Release: 2004-10-21
Genre: Mathematics
ISBN: 3540361073

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The 36th Sminaire de Probabilits 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 the theory of random matrices and their links with stochastic processes. The main themes of the other contributions are Logarithmic Sobolev Inequalities, Stochastic Calculus, Martingale Theory and Filtrations. Besides the traditional readership of the Sminaires, this volume will be useful to researchers in statistical mechanics and mathematical finance.

Séminaire de Probabilités XLVI

Séminaire de Probabilités XLVI
Author: Catherine Donati-Martin
Publisher: Springer
Total Pages: 511
Release: 2014-12-29
Genre: Mathematics
ISBN: 3319119702

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Providing a broad overview of the current state of the art in probability theory and its applications, and featuring an article coauthored by Mark Yor, this volume contains contributions on branching processes, Lévy processes, random walks and martingales and their connection with, among other topics, rough paths, semi-groups, heat kernel asymptotics and mathematical finance.

Probability Theory

Probability Theory
Author: Michel Loeve
Publisher: Courier Dover Publications
Total Pages: 705
Release: 2017-07-18
Genre: Mathematics
ISBN: 0486814882

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Following its 1963 publication, this volume served as the standard advanced text in probability theory. Suitable for undergraduate and graduate students, the treatment includes extensive introductory material.