New Trends in Stochastic Analysis and Related Topics

New Trends in Stochastic Analysis and Related Topics
Author :
Publisher : World Scientific
Total Pages : 458
Release :
ISBN-10 : 9789814360913
ISBN-13 : 9814360910
Rating : 4/5 (13 Downloads)

Book Synopsis New Trends in Stochastic Analysis and Related Topics by : Huaizhong Zhao

Download or read book New Trends in Stochastic Analysis and Related Topics written by Huaizhong Zhao and published by World Scientific. This book was released on 2012 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area in mathematics in recent decades. It has been discovered to have intrinsic connections with many other areas of mathematics such as partial differential equations, functional analysis, topology, differential geometry, dynamical systems, etc. Mathematicians developed many mathematical tools in stochastic analysis to understand and model random phenomena in physics, biology, finance, fluid, environment science, etc. This volume contains 12 comprehensive review/new articles written by world leading researchers (by invitation) and their collaborators. It covers stochastic analysis on manifolds, rough paths, Dirichlet forms, stochastic partial differential equations, stochastic dynamical systems, infinite dimensional analysis, stochastic flows, quantum stochastic analysis and stochastic Hamilton Jacobi theory. Articles contain cutting edge research methodology, results and ideas in relevant fields. They are of interest to research mathematicians and postgraduate students in stochastic analysis, probability, partial differential equations, dynamical systems, mathematical physics, as well as to physicists, financial mathematicians, engineers, etc.

Recent Developments in Stochastic Analysis and Related Topics

Recent Developments in Stochastic Analysis and Related Topics
Author :
Publisher : World Scientific
Total Pages : 471
Release :
ISBN-10 : 9789812561046
ISBN-13 : 9812561048
Rating : 4/5 (46 Downloads)

Book Synopsis Recent Developments in Stochastic Analysis and Related Topics by : Sergio Albeverio

Download or read book Recent Developments in Stochastic Analysis and Related Topics written by Sergio Albeverio and published by World Scientific. This book was released on 2004 with total page 471 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains 27 refereed research articles and survey papers written by experts in the field of stochastic analysis and related topics. Most contributors are well known leading mathematicians worldwide and prominent young scientists. The volume reflects a review of the recent developments in stochastic analysis and related topics. It puts in evidence the strong interconnection of stochastic analysis with other areas of mathematics, as well as with applications of mathematics in natural and social economic sciences. The volume also provides some possible future directions for the field.The proceedings have been selected for coverage in: ? Index to Scientific & Technical Proceedings? (ISTP? / ISI Proceedings)? Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)? CC Proceedings ? Engineering & Physical Sciences

Stochastic Analysis and Related Topics VII

Stochastic Analysis and Related Topics VII
Author :
Publisher : Springer Science & Business Media
Total Pages : 256
Release :
ISBN-10 : 9781461201571
ISBN-13 : 1461201578
Rating : 4/5 (71 Downloads)

Book Synopsis Stochastic Analysis and Related Topics VII by : Laurent Decreusefond

Download or read book Stochastic Analysis and Related Topics VII written by Laurent Decreusefond and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: One of the most challenging subjects of stochastic analysis in relation to physics is the analysis of heat kernels on infinite dimensional manifolds. The simplest nontrivial case is that of thepath and loop space on a Lie group. In this volume an up-to-date survey of the topic is given by Leonard Gross, a prominent developer of the theory. Another concise but complete survey of Hausdorff measures on Wiener space and its applications to Malliavin Calculus is given by D. Feyel, one of the most active specialists in this area. Other survey articles deal with short-time asymptotics of diffusion pro cesses with values in infinite dimensional manifolds and large deviations of diffusions with discontinuous drifts. A thorough survey is given of stochas tic integration with respect to the fractional Brownian motion, as well as Stokes' formula for the Brownian sheet, and a new version of the log Sobolev inequality on the Wiener space. Professional mathematicians looking for an overview of the state-of-the art in the above subjects will find this book helpful. In addition, graduate students as well as researchers whose domain requires stochastic analysis will find the original results of interest for their own research. The organizers acknowledge gratefully the financial help ofthe University of Oslo, and the invaluable aid of Professor Bernt 0ksendal and l'Ecole Nationale Superieure des Telecommunications.

Stochastic Analysis and Related Topics

Stochastic Analysis and Related Topics
Author :
Publisher : CRC Press
Total Pages : 302
Release :
ISBN-10 : 2881249485
ISBN-13 : 9782881249488
Rating : 4/5 (85 Downloads)

Book Synopsis Stochastic Analysis and Related Topics by : J.E. Lindstrom

Download or read book Stochastic Analysis and Related Topics written by J.E. Lindstrom and published by CRC Press. This book was released on 1993-12-08 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: First published in 1993. Routledge is an imprint of Taylor & Francis, an informa company.

Stochastic Analysis and Applications to Finance

Stochastic Analysis and Applications to Finance
Author :
Publisher : World Scientific
Total Pages : 465
Release :
ISBN-10 : 9789814383578
ISBN-13 : 9814383570
Rating : 4/5 (78 Downloads)

Book Synopsis Stochastic Analysis and Applications to Finance by : Tusheng Zhang

Download or read book Stochastic Analysis and Applications to Finance written by Tusheng Zhang and published by World Scientific. This book was released on 2012 with total page 465 pages. Available in PDF, EPUB and Kindle. Book excerpt: A collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. It covers the topics ranging from Markov processes, backward stochastic differential equations, stochastic partial differential equations, and stochastic control, to risk measure and risk theory.

Stochastic Analysis: A Series of Lectures

Stochastic Analysis: A Series of Lectures
Author :
Publisher : Birkhäuser
Total Pages : 402
Release :
ISBN-10 : 9783034809092
ISBN-13 : 3034809093
Rating : 4/5 (92 Downloads)

Book Synopsis Stochastic Analysis: A Series of Lectures by : Robert C. Dalang

Download or read book Stochastic Analysis: A Series of Lectures written by Robert C. Dalang and published by Birkhäuser. This book was released on 2015-07-28 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Stochastic Analysis and Applications 2014

Stochastic Analysis and Applications 2014
Author :
Publisher : Springer
Total Pages : 520
Release :
ISBN-10 : 9783319112923
ISBN-13 : 3319112929
Rating : 4/5 (23 Downloads)

Book Synopsis Stochastic Analysis and Applications 2014 by : Dan Crisan

Download or read book Stochastic Analysis and Applications 2014 written by Dan Crisan and published by Springer. This book was released on 2014-12-13 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt: Articles from many of the main contributors to recent progress in stochastic analysis are included in this volume, which provides a snapshot of the current state of the area and its ongoing developments. It constitutes the proceedings of the conference on "Stochastic Analysis and Applications" held at the University of Oxford and the Oxford-Man Institute during 23-27 September, 2013. The conference honored the 60th birthday of Professor Terry Lyons FLSW FRSE FRS, Wallis Professor of Mathematics, University of Oxford. Terry Lyons is one of the leaders in the field of stochastic analysis. His introduction of the notion of rough paths has revolutionized the field, both in theory and in practice. Stochastic Analysis is the branch of mathematics that deals with the analysis of dynamical systems affected by noise. It emerged as a core area of mathematics in the late 20th century and has subsequently developed into an important theory with a wide range of powerful and novel tools, and with impressive applications within and beyond mathematics. Many systems are profoundly affected by stochastic fluctuations and it is not surprising that the array of applications of Stochastic Analysis is vast and touches on many aspects of life. The present volume is intended for researchers and Ph.D. students in stochastic analysis and its applications, stochastic optimization and financial mathematics, as well as financial engineers and quantitative analysts.