Overview
aims to provide mathematical tools to describe and model high dimensional random systems.
provides a sample of the current research in the different branches of Stochastic Analysis
includes the collected works of the participants at the Stochastic Analysis section of the 7th ISAAC Congress organized at Imperial College London in July 2009
Includes supplementary material: sn.pub/extras
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Table of contents (14 chapters)
Keywords
About this book
Stochastic Analysis aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume “Stochastic Analysis 2010” provides a sample of the current research in the different branches of the subject. It includes the collected works of the participants at the Stochastic Analysis section of the 7th ISAAC Congress organized at Imperial College London in July 2009.
Editors and Affiliations
About the editor
Bibliographic Information
Book Title: Stochastic Analysis 2010
Editors: Dan Crisan
DOI: https://doi.org/10.1007/978-3-642-15358-7
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2011
Hardcover ISBN: 978-3-642-15357-0Published: 30 November 2010
Softcover ISBN: 978-3-642-42284-3Published: 02 October 2014
eBook ISBN: 978-3-642-15358-7Published: 26 November 2010
Edition Number: 1
Number of Pages: VIII, 299