Titlebook: Stochastic Analysis: A Series of Lectures; Centre Interfacultai Robert C. Dalang,Marco Dozzi,Francesco Russo Conference proceedings 2015 Sp

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The Research Program of Stochastic Deformation (with a View Toward Geometric Mechanics),n method..In contrast with traditional stochastic approaches to dynamics, founded on solutions of some Cauchy initial value problems, all random processes involved in our construction are solutions of boundary value problems and, consequently, enjoy unusual qualitative properties. In particular, our

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Reflections on Reflections,ell-defined theory of Brownian motion. Instead, the basic idea has a number of incarnations and generates many interesting questions. These notes contain a review of some directions of research concerned with reflected paths.

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Stochastic PDE from the Point of View of Particle Systems and Duality,e also explore the connection between SPDE and superprocesses, which are branching particle systems with infinitesimally small particles. Finally, we give an outline of some recent results based on these methods.

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The Research Program of Stochastic Deformation (with a View Toward Geometric Mechanics),sses involved in our construction are solutions of boundary value problems and, consequently, enjoy unusual qualitative properties. In particular, our stochastic deformation of conservative systems is invariant under time reversal.

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,A Short Course on Weak Approximations for Lévy Driven SDE’s,ire the Markovianity of the equation..The goal of these notes is to introduce the reader to certain proofs and techniques in the study of weak approximations. We will concentrate on understanding the techniques.

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1050-6977 onal 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 equat

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