Overview
- Is a unique collection of articles by leading experts
- Provides up-to-date overview on the field and its ongoing developments
- Written in honour of Terry Lyons whose work revolutionized the field
- Includes supplementary material: sn.pub/extras
Part of the book series: Springer Proceedings in Mathematics & Statistics (PROMS, volume 100)
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Table of contents (16 papers)
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Front Matter
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Back Matter
Keywords
About this book
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.Â
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. Â
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.
Editors and Affiliations
Bibliographic Information
Book Title: Stochastic Analysis and Applications 2014
Book Subtitle: In Honour of Terry Lyons
Editors: Dan Crisan, Ben Hambly, Thaleia Zariphopoulou
Series Title: Springer Proceedings in Mathematics & Statistics
DOI: https://doi.org/10.1007/978-3-319-11292-3
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer International Publishing Switzerland 2014
Hardcover ISBN: 978-3-319-11291-6Published: 02 January 2015
Softcover ISBN: 978-3-319-36124-6Published: 24 September 2016
eBook ISBN: 978-3-319-11292-3Published: 13 December 2014
Series ISSN: 2194-1009
Series E-ISSN: 2194-1017
Edition Number: 1
Number of Pages: XXVI, 503
Number of Illustrations: 15 b/w illustrations, 7 illustrations in colour
Topics: Probability Theory and Stochastic Processes, Partial Differential Equations, Quantitative Finance, Ordinary Differential Equations