Dynamical Systems and Ergodic Theory at Saint-Flour (Probability at Saint-Flour) (French Edition)

Guivarc'h, Yves; Kingman, John F.C.; Ledrappier, François

ISBN 10: 3642259650 / ISBN 13: 9783642259654

Editore: Springer, 2012

Riguardo questo articolo

In.

Codice articolo ria9783642259654_new

Dati bibliografici

• Titolo: Dynamical Systems and Ergodic Theory at Saint-Flour (Probability at Saint-Flour) (French Edition)
• Editore: Springer
• Data di pubblicazione: 2012
• Lingua: Francese
• ISBN 10: 3642259650
• ISBN 13: 9783642259654
• Rilegatura: Brossura
• Condizione: New

Descrizione articolo

Riassunto

Diffusion processes are a promising instrument for realistically modelling the time-continuous evolution of phenomena not only in the natural sciences but also in finance and economics. Their mathematical theory, however, is challenging, and hence diffusion modelling is often carried out incorrectly, and the according statistical inference is considered almost exclusively by theoreticians. This book explains both topics in an illustrative way which also addresses practitioners. It provides a complete overview of the current state of research and presents important, novel insights. The theory is demonstrated using real data applications.

Dalla quarta di copertina

Founded in 1971, the Saint-Flour Probability Summer School is organised every year by the mathematics department of the Université Blaise Pascal at Clermont-Ferrand, France, and held in the pleasant surroundings of an 18th century seminary building in the city of Saint-Flour, located in the French Massif Central, at an altitude of 900 m.It attracts a mixed audience of up to 70 PhD students, instructors and researchers interested in probability theory, statistics, and their applications, and lasts 2 weeks. Each summer it provides, in three high-level courses presented by international specialists, a comprehensive study of some subfields in probability theory or statistics. The participants thus have the opportunity to interact with these specialists and also to present their own research work in short lectures.The lecture courses are written up by their authors for publication in the LNM series.