Trends in Stochastic Analysis (London Mathematical Society Lecture Note Series, Series Number 353) - Softcover

 
9780521718219: Trends in Stochastic Analysis (London Mathematical Society Lecture Note Series, Series Number 353)
Softcover
ISBN 10: 052171821X ISBN 13: 9780521718219
Publisher: Cambridge University Press, 2009

Synopsis

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.

"synopsis" may belong to another edition of this title.

About the Authors

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

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

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

"About this title" may belong to another edition of this title.

Publisher
Cambridge University Press
Publication date
2009
Language
English
ISBN 10 
052171821X
ISBN 13 
9780521718219
Binding
Paperback
Edition number
1
Number of pages
396
Editor
Blath Jochen, Mörters Peter, Scheutzow Michael