Stochastic Analysis: A Series of Lectures

Language: English

Published by Birkhäuser, Birkhäuser Aug 2015, 2015

3034809085 / 9783034809085

Series: Book 53 of 63 - Progress in Probability

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This item is printed on demand - Print on Demand Titel. Neuware -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 Lévy 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 Fédérale 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. Brze¿niakK. BurdzyA.B. CruzeiroF. FlandoliA. Kohatsu-HigaS. MazzucchiC. MuellerJ. van NeervenM. OndrejátS. PeszatM. VeraarL. WeisJ.-C. ZambriniSpringer Nature c/o IBS, Benzstrasse 21, 48619 Heek 408 pp. Englisch.…

Seller Inventory # 9783034809085

Title
Stochastic Analysis: A Series of Lectures
Author
Robert C. Dalang
Publisher
Birkhäuser, Birkhäuser Aug 2015
Publication year
2015
Condition
Neu
Binding
Buch
Language
English
ISBN 10
3034809085
ISBN 13
9783034809085
Item weight
776 grams
Dimensions
241x160x28 mm
Series
Book 53 of 63: Progress in Probability

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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