Copied Sminaire de Probabilits XLV
Sminaire de Probabilits XLV
The series of advanced courses initiated in Sminaire de Probabilits XXXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus. The Sminaire also occasionally publishes a series of contributions on a unifying subject; in this spirit, selected participants to the September 2011 Conference on Stochastic Filtrations, held in Strasbourg and organized by Michel mery, have also contributed to the present volume. The rest of the work covers a wide range of topics, such as stochastic calculus and Markov processes, random matrices and free probability, and combinatorial optimization.
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