Lectures on probability theory and statistics : Ecole d'Et ̌de Probabilitš de Saint-Flour XXXII-2002
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.
"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."
"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."@en
"This is yet another indispensable volume for all probabilists and collectors of the Saint-Flour series, and is also of great interest for mathematical physicists. It contains two of the three lecture courses given at the 32nd Probability Summer School in Saint-Flour (July 7-24, 2002). Boris Tsirelson's lectures introduce the notion of nonclassical noise produced by very nonlinear functions of many independent random variables, for instance singular stochastic flows or oriented percolation. Two examples are examined (noise made by a Poisson snake, the Brownian web). A new framework for the scaling limit is proposed, as well as old and new results about noises, stability, and spectral measures. Wendelin Werner's contribution gives a survey of results on conformal invariance, scaling limits and properties of some two-dimensional random curves. It provides a definition and properties of the Schramm-Loewner evolutions, computations (probabilities, critical exponents), the relation with critical exponents of planar Brownian motions, planar self-avoiding walks, critical percolation, loop-erased random walks and uniform spanning trees."@en
"This is yet another indispensable volume for all probabilists and collectors of the Saint-Flour series, and is also of great interest for mathematical physicists. It contains two of the three lecture courses given at the 32nd Probability Summer School in Saint-Flour (July 7-24, 2002). Boris Tsirelson's lectures introduce the notion of nonclassical noise produced by very nonlinear functions of many independent random variables, for instance singular stochastic flows or oriented percolation. Two examples are examined (noise made by a Poisson snake, the Brownian web). A new framework for the scaling limit is proposed, as well as old and new results about noises, stability, and spectral measures. Wendelin Werner's contribution gives a survey of results on conformal invariance, scaling limits and properties of some two-dimensional random curves. It provides a definition and properties of the Schramm-Loewner evolutions, computations (probabilities, critical exponents), the relation with critical exponents of planar Brownian motions, planar self-avoiding walks, critical percolation, loop-erased random walks and uniform spanning trees."
Ecole d'Eté de Calcul des Probabilités de Saint Flour.
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Ecole d'Eté de Calcul des Probabilités de Saint Flour (Saint-Flour) (2002)
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Ecole d'Eté de Probabilités <30, 2000, Saint-Flour>
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Ecole d'Eté de Probabilités <32, 2002, Saint-Flour>
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Ecole d'Eté de Probabilités (30 : 2000.08.17-09.03 : Saint-Flour)
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Ecole d'été de probabilités, 30., Saint-Flour, 2000.
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Ecole d'Eté de Probabilités (32 : 2002.07 : Saint-Flour)
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Ecole d'Eté de probabilités (32 : 2002, July 7-24 : Saint-Flour, France)
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Ecole d'Eté de Probabilités (32 : 2002 : Saint-Flour)
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Ecole d'été de probabilités, 32., Saint-Flour, 2002.
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Ecole d'été de probabilités de Saint-Flour (30 : 2000)
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École d'été de probabilités de Saint-Flour (30a : 2000)
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École d'été de probabilités de Saint-Flour (30e : 2000)
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Ecole d'été de probabilités de Saint-Flour (30e : 2000 : Saint-Flour, France)
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Ecole d'été de probabilités de Saint-Flour (30th : 2000)
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Ecole d'Été de probabilités de Saint-Flour (32. 2002)
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Ecole d'été de probabilités de Saint-Flour (32 : 2002 : Saint-Flour, Cantal).
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École d'été de probabilités de Saint-Flour (32a : 2002)
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École d'été de probabilités de Saint-Flour (32e : 2002)
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Ecole d'été de probabilités de Saint-Flour (32nd : 2002)
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Ecole d'Été de probabilités de Saint-Flour (32o. 2002)
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Ecole d'ť ̌de probabilitš de Saint-Flour (30th : 2000)
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Ecole d'ť ̌de probabilitš de Saint-Flour (31st : 2001)
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Ecole d'ť ̌de probabilitš de Saint-Flour (32nd : 2002)
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Probability summer school (32 : 2002 : Saint-Flour)
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Saint-Flour Summer School of Probability Theory (30 : 2000 : Saint-Flour)
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Saint-Flour Summer School of Probability Theory (32 : 2002, July 7-24 : Saint-Flour, France)
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