As usual, some of the contributions to this 44th Séminaire de Probabilités were presented during the Journées de Probabilités held in Dijon in June 2010. Th

This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament t

We call peacock an integrable process which is increasing in the convex order; such a notion plays an important role in Mathematical Finance. A deep theorem due

This book celebrates the 50th anniversary of the Institute of Mathematics, Statistics and Scientific Computing (IMECC) of the University of Campinas, Brazil, by

This book is a collective volume authored by leading scientists in the field of stochastic modelling, associated statistical topics and corresponding applicatio