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Table of contents (13 papers)
Keywords
About this book
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
Editors and Affiliations
Bibliographic Information
Book Title: Stochastic Analysis: A Series of Lectures
Book Subtitle: Centre Interfacultaire Bernoulli, January–June 2012, Ecole Polytechnique Fédérale de Lausanne, Switzerland
Editors: Robert C. Dalang, Marco Dozzi, Franco Flandoli, Francesco Russo
Series Title: Progress in Probability
DOI: https://doi.org/10.1007/978-3-0348-0909-2
Publisher: Birkhäuser Basel
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer Basel 2015
Hardcover ISBN: 978-3-0348-0908-5Published: 07 August 2015
eBook ISBN: 978-3-0348-0909-2Published: 28 July 2015
Series ISSN: 1050-6977
Series E-ISSN: 2297-0428
Edition Number: 1
Number of Pages: XIII, 393
Topics: Probability Theory and Stochastic Processes, Partial Differential Equations, Applications of Mathematics