This item is printed on demand - it takes 3-4 days longer - Neuware -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 givesapplications 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 includesa discussion of the Sherrington-Kirkpatrick and the p-spin interaction models. 308 pp. Englisch, Franz�sisch.

N� de ref. del art�culo 9783540403357

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T�tulo: Lectures on Probability Theory and Statistics
Editor: Springer Berlin Heidelberg Jul 2003
Fecha de publicaci�n: 2003
Idioma: Ingl�s
ISBN 10: 3540403353
ISBN 13: 9783540403357
Encuadernaci�n: Taschenbuch
Estado: Neu

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Sinopsis

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.

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BuchWeltWeit Ludwig Meier e.K.
Germany

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