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Stochastic Analysis and Related Topics VIII: Silivri Workshop in Gazimagusa (North Cyprus), September 2000: 53 (Progress in Probability, 53) - Hardcover

 
9783764369989: Stochastic Analysis and Related Topics VIII: Silivri Workshop in Gazimagusa (North Cyprus), September 2000: 53 (Progress in Probability, 53)

Synopsis

Over the last years, stochastic analysis has had an enormous progress with the impetus originating from different branches of mathematics: PDE's and the Malliavin calculus, quantum physics, path space analysis on curved manifolds via probabilistic methods, and more.

The topics include stochastic control theory, generalized functions in a nonlinear setting, tangent spaces of manifold-valued paths with quasi-invariant measures, and applications in game theory, theoretical biology and theoretical physics.

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