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Название: Séminaire de Probabilités XL
Авторы: Donati-Martin C., Emery M., Rouault A.
Аннотация:
Two noteworthy features of the 40th volume of Seminaire de Probabilites 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.