Trends in stochastic analysis
by Blath, Jochen Mörters, Peter Scheutzow, Michael
Presenting important trends in the field of stochastic analysis, this collection of thirteen articles provides an overview of recent developments and new results. The articles cover a wide range of topics, from an alternative set-up of rigorous probability to the sampling of conditioned diffusions.
Read More ↓Title Statements
- Full title :Trends in stochastic analysis / edited by Jochen Blath, Peter Mörters, Michael Scheutzow.
Summary
Presenting important trends in the field of stochastic analysis, this collection of thirteen articles provides an overview of recent developments and new results. The articles cover a wide range of topics, from an alternative set-up of rigorous probability to the sampling of conditioned diffusions.
Read More ↓Edition Statements
- Publication Date:2008.
Publication Statements
- Publisher(s):Cambridge University Press
- Place of Publication:Cambridge
- Language:eng
- Publication Date:2008.
The Physical Object
- Description:390 pages ; : 23 cm.
Edition Identifiers
- ISBN:9780521718219, 052171821X
- oclc:ocn822886256
- LC Classification:QA274.2
- Dewey Decimal:519.2/2
Table of Contents
Random variables -- without basic space / Gèotz Kersting -- Chaining techniques and their application to stochastic flows / Michael Scheutzow -- Ergodic properties of a class of non-Markovian processes / Martin Hairer -- Why study multifractal spectra? / Peter Mèorters -- Construction of surface measures for Brownian motion / Nadia Sidorova, Olaf Wittich -- Sampling conditioned diffusions / Martin Hairer, Andrew Stuart, Jochen Voss -- Asymptotic formulae for coding problems : a review / Steffen Dereich -- Intermittency on catalysts / Jèurgen Gèartner, Frank den Hollander, Gregory Maillard -- Stochastic dynamical systems in infinite dimensions / Salah-Eldin A. Mohammed -- Feynman formulae for evolutionary equations / Oleg G. Smolyanov -- Deformation quantization in infinite dimensional analysis / Remi Lâeandre -- Measure-valued diffusions, coalescents and genetic inference / Matthias Birkner, Jochen Blath -- How often does the ratchet click? : facts, heuristics, asymptotics / Alison M. Etheridge, Peter Pfaffelhuber, Anton Wakolbinger.
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