Stochastic Analysis A Series of Lectures is popular PDF and ePub book, written by Robert C. Dalang in 2015-07-28, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Stochastic Analysis A Series of Lectures can be Read Online from any device for your convenience.

Stochastic Analysis A Series of Lectures Book PDF Summary

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

Detail Book of Stochastic Analysis A Series of Lectures PDF

Stochastic Analysis  A Series of Lectures
  • Author : Robert C. Dalang
  • Release : 28 July 2015
  • Publisher : Birkhäuser
  • ISBN : 9783034809092
  • Genre : Mathematics
  • Total Page : 393 pages
  • Language : English
  • PDF File Size : 10,9 Mb

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