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Author Ecole d'⥴⥠de probabilit⥳ de Saint-Flour (30th : 2000)

Title Lectures on probability theory and statistics [electronic resource] : Ecole d'⥴⥠de probabilit⥳ de Saint-Flour XXX, 2000 / S. Albeverio, W. Schachermayer, M. Talagrand ; editor, Pierre Bernard.

Published Berlin ; New York : Springer, ò003.


Location Call No. Status
Physical description 1 online resource (viii, 296 pages).
Series Lecture notes in mathematics, 0075-8434 ; 1816
Lecture notes in mathematics (Springer-Verlag) ; 1816.
Bibliography Includes bibliographical references.
Contents Theory of Dirichlet forms and applications / Sergio Albeverio -- Introduction to the mathematics of financial markets / Walter Schachermayer -- Mean field models for spin glasses, a first course / Michel Talagrand.
Summary 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.
Notes Description based on print version record.
Other author Albeverio, Sergio.
Schachermayer, Walter.
Talagrand, Michel, 1952-
Bernard, P. (Pierre), 1944-
Subject Probabilities -- Congresses.
Mathematical statistics -- Congresses.
Mathematical statistics.
Electronic books.
Conference proceedings.
ISBN 9783540449225 (electronic bk.)
3540449221 (electronic bk.)