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Progress in Probability

Stochastic Analysis: A Series of Lectures

Centre Interfacultaire Bernoulli, January–June 2012, Ecole Polytechnique Fédérale de Lausanne, Switzerland

Editors: Dalang, R.C., Dozzi, M., Flandoli, F., Russo, F. (Eds.)

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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

Table of contents (13 chapters)

Table of contents (13 chapters)

Buy this book

eBook $149.00
price for USA in USD (gross)
  • ISBN 978-3-0348-0909-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $199.99
price for USA in USD
  • ISBN 978-3-0348-0908-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

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
Series Volume
68
Copyright
2015
Publisher
Birkhäuser Basel
Copyright Holder
Springer Basel
eBook ISBN
978-3-0348-0909-2
DOI
10.1007/978-3-0348-0909-2
Hardcover ISBN
978-3-0348-0908-5
Series ISSN
1050-6977
Edition Number
1
Number of Pages
XIII, 393
Topics