Title: Stochastic Analysis and Related Topics VIII: Silivri Workshop in Gazimagusa (North Cyprus), September 2000 (Progress in Probability)
Publisher: Birkh�user
Publication Date: 2013
Language: English
ISBN 10: 3034894066
ISBN 13: 9783034894067
Binding: Soft cover
Condition: New

About this title

Synopsis

Over the last years, stochastic analysis has had an enormous progress with the impetus originating from different branches of mathematics: PDE's and the Malliavin calculus, quantum physics, path space analysis on curved manifolds via probabilistic methods, and more.

The topics include stochastic control theory, generalized functions in a nonlinear setting, tangent spaces of manifold-valued paths with quasi-invariant measures, and applications in game theory, theoretical biology and theoretical physics.

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