Umfang:
1 online resource (vi, 390 pages)
ISBN:
9781139107020
Serie:
London Mathematical Society lecture note series 353
Inhalt:
Presenting important trends in the field of stochastic analysis, this collection of thirteen articles provides an overview of recent developments and new results. Written by leading experts in the field, the articles cover a wide range of topics, ranging from an alternative set-up of rigorous probability to the sampling of conditioned diffusions. Applications in physics and biology are treated, with discussion of Feynman formulas, intermittency of Anderson models and genetic inference. A large number of the articles are topical surveys of probabilistic tools such as chaining techniques, and of research fields within stochastic analysis, including stochastic dynamics and multifractal analysis. Showcasing the diversity of research activities in the field, this book is essential reading for any student or researcher looking for a guide to modern trends in stochastic analysis and neighbouring fields
Anmerkung:
Title from publisher's bibliographic system (viewed on 05 Oct 2015)
,
Random variables -- without basic space / Götz 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 Mörters -- 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 / Jürgen Gärtner, 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 Léandre -- 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
Weitere Ausg.:
Erscheint auch als Druck-Ausgabe ISBN 978-0-521-71821-9
Weitere Ausg.:
Erscheint auch als Druckausgabe ISBN 978-0-521-71821-9
Sprache:
Englisch
Fachgebiete:
Mathematik
Schlagwort(e):
Stochastische Analysis
;
Festschrift
;
Aufsatzsammlung
;
Aufsatzsammlung
;
Festschrift
;
Konferenzschrift
DOI:
10.1017/CBO9781139107020
URL:
Volltext
(URL des Erstveröffentlichers)
Mehr zum Autor:
Mörters, Peter
Mehr zum Autor:
Scheutzow, Michael 1954-
Mehr zum Autor:
Weizsäcker, Heinrich von 1947-
