Lectures on Probability Theory and Statistics

Lectures on Probability Theory and Statistics

Ecole d'Eté de Probabilités de Saint-Flour XXX - 2000

Herausgegeben: Bernard, Pierre
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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 ov...