Author

Contributions

  • SpringerLink (Online service) - Contributor

Publication

2011 - Springer-Verlag Berlin Heidelberg, Berlin, Heidelberg, Germany

Language

English

Word Count

74,750 words, Guess

Page Count

299 pages

Physical Format

Electronic resource

Identifiers

and 5 more
  • ISBN-103642153585
  • OCLC Control Number662409510
  • Better World Books9783642153570
  • Better World Books9783642153587
  • Open LibraryOL25573262M

Classifications

  • LCCQA273.A1-274.9
  • LCCQA274.A1 S745 2011

Description

Stochastic Analysis aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume “Stochastic Analysis 2010” provides a sample of the current research in the different branches of the subject. It includes the collected works of the participants at the Stochastic Analysis section of the 7th ISAAC Congress organized at Imperial College London in July 2009.

Subjects

Links

Other Editions

  • Stochastic Analysis 2010Electronic resourceSpringer-Verlag Berlin Heidelberg2011-01-01

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