Stochastic Analysis 2010
By: edited by Dan Crisan
Contributors: SpringerLink (Online service)
Publisher: Springer-Verlag Berlin Heidelberg
Published: 2011
Place of publication: Berlin, Heidelberg
Language: eng
Format: [electronic resource] /
Number of pages: 299
ISBN-13: 9783642153570; 9783642153587
Subjects: Mathematics; Distribution (Probability theory)
Description: 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.