£112.48

Birkhauser Stochastic Analysis: A Series of Lectures (Vol 68)

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Description

Explore the latest advancements in mathematical research with Stochastic Analysis: A Series of Lectures. This volume, part of the Progress in Probability series (Volume 68), provides a comprehensive overview of modern activity in the field. Based on the Centre Interfacultaire Bernoulli lectures held at the Ecole Polytechnique Federale de Lausanne in 2012, this collection brings together thirteen refereed survey articles written by leading international experts. This book serves as a detailed resource for researchers and students interested in complex mathematical frameworks. It covers essential topics such as stochastic fluid dynamics, regularization by noise in deterministic dynamical systems, and stochastic partial differential equations driven by Gaussian or Levy noise. Readers will find deep insights into the relationship between parabolic equations and particle systems, as well as wave equations within a geometric framework. Additional technical subjects include Malliavin calculus and its applications to stochastic numerics, stochastic integration in Banach spaces, and porous media. This text is an important addition to any academic library focusing on applied mathematics and probability theory.

Key Features

Thirteen refereed survey articles written by leading international experts in the field of stochastic analysis.

Comprehensive coverage of modern mathematical topics including stochastic fluid dynamics and regularization by noise.

Detailed analysis of stochastic partial differential equations driven by Gaussian or Levy noise.

Explores the connection between parabolic equations and particle systems and wave equations in geometric frameworks.

Includes specialized sections on Malliavin calculus, stochastic numerics, and stochastic integration in Banach spaces.

Part of the respected Progress in Probability series, Volume 68, from Birkhauser.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
07 August 2015
Listed Since
26 December 2014

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