Probability and Statistics Group - Lecture Notes

2010

• No 1 (13 June 2010)
  Martingale Identities and Stopping Times
  Alexander Novikov

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2009

• No 3 (18 December 2009)
  Stochastic Processes in Banach Spaces
  Markus Riedle

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• No 2 (26 August 2009)
  On the Duality Principle in Option Pricing: One-Dimensional and Multidimensional Semimartingale Setting
  Albert N. Shiryaev

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• No 1 (24 July 2009)
  Probabilistic and Algorithmic Approaches to the Concept of Randomness
  Albert N. Shiryaev

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2008

• No 1 (9 December 2008)
  Financial Innovations in Stochastic Economics
  Albert N. Shiryaev

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2007

• No 1 (10 April 2007)
  On the Classical, Statistical, and Stochastic Approaches to the Hydrodynamic Turbulence (An Overview for Probabilists)
  Albert N. Shiryaev

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2006

• No 1 (20 November 2006)
  Optimal Stopping and Dynamic Programming
  N. H. Bingham, G. Peskir

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2005

• No 2 (6 October 2005)
  Optimal Stopping and Free-Boundary Problems
  Goran Peskir, Albert Shiryaev

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• No 1 (5 October 2005)
  Fluctuation Theory for Levy Processes
  Ron Doney

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