Stochastic Analysis: A Series of Lectures (e-bog) af -
Russo, Francesco (redaktør)

Stochastic Analysis: A Series of Lectures e-bog

1240,73 DKK (inkl. moms 1550,91 DKK)
This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Levy noise, including the relationship between parabolic equa...
E-bog 1240,73 DKK
Forfattere Russo, Francesco (redaktør)
Forlag Birkhauser
Udgivet 28 juli 2015
Genrer PBKJ
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9783034809092
This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Levy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection.The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Federale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields of stochastic analysis and mathematical physics.Contributors:S. AlbeverioM. ArnaudonV. BallyV. BarbuH. BessaihZ. BrzezniakK. BurdzyA.B. CruzeiroF. FlandoliA. Kohatsu-HigaS. MazzucchiC. MuellerJ. van NeervenM. OndrejatS. PeszatM. VeraarL. WeisJ.-C. Zambrini