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Séminaire de probabilités XL

Обложка книги Séminaire de probabilités XL

Séminaire de probabilités XL

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Two noteworthy features of the 40th volume of S?minaire de Probabilit?s are L. Coutin’s advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance include three contributions by A.S. Cherny on general approaches to arbitrage pricing.

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