Séminaire de Probabilités XL
Donati-Martin, Catherine / Stricker, Christophe / Rouault, Alain / Émery, Michel Two noteworthy features of the 40th volume of the Séminaire de Probabilités 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.