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Stochastic Analysis A Series Of Lectures Centre Interfacultaire Bernoulli Januaryjune 2012 Ecole Polytechnique Fdrale De Lausanne Switzerland 1st Edition Robert C Dalang

  • SKU: BELL-5234208
Stochastic Analysis A Series Of Lectures Centre Interfacultaire Bernoulli Januaryjune 2012 Ecole Polytechnique Fdrale De Lausanne Switzerland 1st Edition Robert C Dalang
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Stochastic Analysis A Series Of Lectures Centre Interfacultaire Bernoulli Januaryjune 2012 Ecole Polytechnique Fdrale De Lausanne Switzerland 1st Edition Robert C Dalang instant download after payment.

Publisher: Birkhäuser Basel
File Extension: PDF
File size: 4.1 MB
Author: Robert C. Dalang, Marco Dozzi, Franco Flandoli, Francesco Russo (eds.)
ISBN: 9783034809085, 3034809085
Language: English
Year: 2015
Edition: 1

Product desciption

Stochastic Analysis A Series Of Lectures Centre Interfacultaire Bernoulli Januaryjune 2012 Ecole Polytechnique Fdrale De Lausanne Switzerland 1st Edition Robert C Dalang by Robert C. Dalang, Marco Dozzi, Franco Flandoli, Francesco Russo (eds.) 9783034809085, 3034809085 instant download after payment.

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. Albeverio
M. Arnaudon
V. Bally
V. Barbu
H. Bessaih
Z. Brzeźniak
K. Burdzy
A.B. Cruzeiro
F. Flandoli
A. Kohatsu-Higa
S. Mazzucchi
C. Mueller
J. van Neerven
M. Ondreját
S. Peszat
M. Veraar
L. Weis
J.-C. Zambrini

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