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Trends in Stochastic Analysis

Trends in Stochastic Analysis

$105.00

Part of London Mathematical Society Lecture Note Series

Götz Kersting, Michael Scheutzow, Martin Hairer, Peter Mörters, Nadia Sidorova, Olaf Wittich, Andrew Stuart, Jochen Voβ, Steffen Dereich, Jürgen Gärtner, Frank den Hollander, Grégory Maillard, Salah-Eldin A. Mohammed, Oleg G.Smolyanov, Rémi Léandre, Matthias Birkner, Jochen Blath, Alison M. Etheridge, Peter Pfaffelhuber, Anton Wakolbinger
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  • Date Published: May 2009
  • availability: In stock
  • format: Paperback
  • isbn: 9780521718219

$105.00
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About the Authors
  • This outstanding collection of thirteen articles provides an overview of recent developments of significant trends in the field of stochastic analysis. 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. 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 neighboring fields.

    • Written by leading experts; showcases diversity of research in stochastic analysis
    • Many state-of-the-art survey articles offer valuable source of inspiration for future research
    • Ideal for students or researchers working in probability and stochastic analysis; also treats applications in physics and biology
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    Product details

    • Date Published: May 2009
    • format: Paperback
    • isbn: 9780521718219
    • length: 396 pages
    • dimensions: 228 x 152 x 21 mm
    • weight: 0.59kg
    • contains: 9 b/w illus. 2 tables
    • availability: In stock
  • Table of Contents

    Preface
    Part I. Foundations and techniques in stochastic analysis:
    1. Random variables - without basic space Götz Kersting
    2. Chaining techniques and their application to stochastic flows Michael Scheutzow
    3. Ergodic properties of a class of non-Markovian processes Martin Hairer
    4. Why study multifractal spectra? Peter Mörters
    Part II. Construction, simulation, discretisation of stochastic processes:
    5, Construction of surface measures for Brownian motion Nadia Sidorova and Olaf Wittich
    6. Sampling conditioned diffusions Martin Hairer, Andrew Stuart and Jochen Voβ
    7. Coding and convex optimization problems Steffen Dereich
    Part III. Stochastic analysis in mathematical physics:
    8. Intermittency on catalysts Jürgen Gärtner, Frank den Hollander and Grégory Maillard
    9. Stochastic dynamical systems in infinite dimensions Salah-Eldin A. Mohammed
    10. Feynman formulae for evolutionary equations Oleg G.Smolyanov
    11. Deformation quantization in infinite dimensional analysis Rémi Léandre
    Part IV. Stochastic analysis in mathematical biology:
    12. Measure-valued diffusions, coalescents and genetic inference Matthias Birkner and Jochen Blath
    13. How often does the ratchet click? Facts, heuristics, asymptotics Alison M. Etheridge, Peter Pfaffelhuber and Anton Wakolbinger.

  • Editors

    Jochen Blath, Technische Universität Berlin
    Jochen Blath is a Junior Professor of Applied Stochastics at the Technische Universität Berlin.

    Peter Mörters, University of Bath
    Peter Mörters is a Professor of Probability at the University of Bath.

    Michael Scheutzow, Technische Universität Berlin
    Michael Scheutzow is a Full Professor at the Technische Universität Berlin.

    Contributors

    Götz Kersting, Michael Scheutzow, Martin Hairer, Peter Mörters, Nadia Sidorova, Olaf Wittich, Andrew Stuart, Jochen Voβ, Steffen Dereich, Jürgen Gärtner, Frank den Hollander, Grégory Maillard, Salah-Eldin A. Mohammed, Oleg G.Smolyanov, Rémi Léandre, Matthias Birkner, Jochen Blath, Alison M. Etheridge, Peter Pfaffelhuber, Anton Wakolbinger

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