| 书目名称 | Stochastic Analysis: A Series of Lectures |
| 副标题 | Centre Interfacultai |
| 编辑 | Robert C. Dalang,Marco Dozzi,Francesco Russo |
| 视频video | |
| 丛书名称 | Progress in Probability |
| 图书封面 |  |
| 描述 | .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-Hi |
| 出版日期 | Conference proceedings 2015 |
| 关键词 | Lévy processes; stochastic PDEs; stochastic analysis; stochastic calculus; stochastic integration; partia |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-0348-0909-2 |
| isbn_ebook | 978-3-0348-0909-2Series ISSN 1050-6977 Series E-ISSN 2297-0428 |
| issn_series | 1050-6977 |
| copyright | Springer Basel 2015 |
发表于 2025-3-21 20:08:35
