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Trends in Stochastic Analysis


  • 9 b/w illus. 2 tables
  • Page extent: 396 pages
  • Size: 228 x 152 mm
  • Weight: 0.59 kg
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 (ISBN-13: 9780521718219)

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$84.00 (C)

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.


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.


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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