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Lectures on Probability Theory and Statistics : Ecole d'Ete de Probabilites de Saint-Flour XXX - 2000.
・ISBN 978-3-540-40335-7 soft EUR 43.95
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| 著者・編者 | Albeverio, Sergio / Schachermayer, W. / Talagrand, M., |
|---|---|
| シリーズ | Lecture Notes in Mathematics |
| 出版社 | (Springer, GW) |
| 出版年月 | 2003 |
| ページ数 | viii, 296 pp. |
| 言語 | ENG |
| ニュース番号 | ＜502-194＞ |
解説
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.