Recent Developments In Stochastic Analysis And Related Topics Proceedings Of The First Sino German Conf On Stochastic Analysis A Satellite Conference Of Icm 2002 PDF Download
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| Author | : Sergio Albeverio |
| Publisher | : World Scientific |
| Total Pages | : 471 |
| Release | : 2004-10-21 |
| Genre | : Mathematics |
| ISBN | : 9814481327 |
Download Recent Developments In Stochastic Analysis And Related Topics - Proceedings Of The First Sino-german Conf On Stochastic Analysis (A Satellite Conference Of Icm 2002) Book in PDF, ePub and Kindle
This volume contains 27 refereed research articles and survey papers written by experts in the field of stochastic analysis and related topics. Most contributors are well known leading mathematicians worldwide and prominent young scientists. The volume reflects a review of the recent developments in stochastic analysis and related topics. It puts in evidence the strong interconnection of stochastic analysis with other areas of mathematics, as well as with applications of mathematics in natural and social economic sciences. The volume also provides some possible future directions for the field.The proceedings have been selected for coverage in:• Index to Scientific & Technical Proceedings® (ISTP® / ISI Proceedings)• Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)• CC Proceedings — Engineering & Physical Sciences
| Author | : Sergio Albeverio |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 183 |
| Release | : 2008-04-14 |
| Genre | : Mathematics |
| ISBN | : 3540784926 |
Download SPDE in Hydrodynamics: Recent Progress and Prospects Book in PDF, ePub and Kindle
Of the three lecture courses making up the CIME summer school on Fluid Dynamics at Cetraro in 2005 reflected in this volume, the first, due to Sergio Albeverio describes deterministic and stochastic models of hydrodynamics. In the second course, Franco Flandoli starts from 3D Navier-Stokes equations and ends with turbulence. Finally, Yakov Sinai, in the 3rd course, describes some rigorous mathematical results for multidimensional Navier-Stokes systems and some recent results on the one-dimensional Burgers equation with random forcing.
| Author | : Jinqiao Duan |
| Publisher | : World Scientific |
| Total Pages | : 306 |
| Release | : 2010 |
| Genre | : Mathematics |
| ISBN | : 9814277266 |
Download Recent Development in Stochastic Dynamics and Stochastic Analysis Book in PDF, ePub and Kindle
1. Hyperbolic equations with random boundary conditions / Zdzisław Brzeźniak and Szymon Peszat -- 2. Decoherent information of quantum operations / Xuelian Cao, Nan Li and Shunlong Luo -- 3. Stabilization of evolution equations by noise / Tomás Caraballo and Peter E. Kloeden -- 4. Stochastic quantification of missing mechanisms in dynamical systems / Baohua Chen and Jinqiao Duan -- 5. Banach space-valued functionals of white noise / Yin Chen and Caishi Wang -- 6. Hurst index estimation for self-similar processes with long-memory / Alexandra Chronopoulou and Frederi G. Viens -- 7. Modeling colored noise by fractional Brownian motion / Jinqiao Duan, Chujin Li and Xiangjun Wang -- 8. A sufficient condition for non-explosion for a class of stochastic partial differential equations / Hongbo Fu, Daomin Cao and Jinqiao Duan -- 9. The influence of transaction costs on optimal control for an insurance company with a new value function / Lin He, Zongxia Liang and Fei Xing -- 10. Limit theorems for p-variations of solutions of SDEs driven by additive stable Lévy noise and model selection for paleo-climatic data / Claudia Hein, Peter Imkeller and Ilya Pavlyukevich -- 11. Class II semi-subgroups of the infinite dimensional rotation group and associated Lie algebra / Takeyuki Hida and Si Si -- 12. Stopping Weyl processes / Robin L. Hudson -- 13. Karhunen-Loéve expansion for stochastic convolution of cylindrical fractional Brownian motions / Zongxia Liang -- 14. Stein's method meets Malliavin calculus : a short survey with new estimates / Ivan Nourdin and Giovanni Peccati -- 15. On stochastic integrals with respect to an infinite number of Poisson point process and its applications / Guanglin Rang, Qing Li and Sheng You -- 16. Lévy white noise, elliptic SPDEs and Euclidean random fields / Jiang-Lun Wu -- 17. A short presentation of Choquet integral / Jia-An Yan
| Author | : Hayri Korezlioglu |
| Publisher | : Springer |
| Total Pages | : 281 |
| Release | : 2006-11-14 |
| Genre | : Mathematics |
| ISBN | : 3540465960 |
Download Stochastic Analysis and Related Topics II Book in PDF, ePub and Kindle
The Second Silivri Workshop functioned as a short summer school and a working conference, producing lecture notes and research papers on recent developments of Stochastic Analysis on Wiener space. The topics of the lectures concern short time asymptotic problems and anticipative stochastic differential equations. Research papers are mostly extensions and applications of the techniques of anticipative stochastic calculus.
| Author | : Hayri Korezlioglu |
| Publisher | : Springer |
| Total Pages | : 404 |
| Release | : 1988 |
| Genre | : Mathematics |
| ISBN | : |
Download Stochastic Analysis and Related Topics Book in PDF, ePub and Kindle
The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics.
| Author | : Albert N. Shiryaev |
| Publisher | : Springer Nature |
| Total Pages | : 370 |
| Release | : 2021-08-02 |
| Genre | : Mathematics |
| ISBN | : 303083266X |
Download Recent Developments in Stochastic Methods and Applications Book in PDF, ePub and Kindle
Highlighting the latest advances in stochastic analysis and its applications, this volume collects carefully selected and peer-reviewed papers from the 5th International Conference on Stochastic Methods (ICSM-5), held in Moscow, Russia, November 23-27, 2020. The contributions deal with diverse topics such as stochastic analysis, stochastic methods in computer science, analytical modeling, asymptotic methods and limit theorems, Markov processes, martingales, insurance and financial mathematics, queueing theory and stochastic networks, reliability theory, risk analysis, statistical methods and applications, machine learning and data analysis. The 29 articles in this volume are a representative sample of the 87 high-quality papers accepted and presented during the conference. The aim of the ICSM-5 conference is to promote the collaboration of researchers from Russia and all over the world, and to contribute to the development of the field of stochastic analysis and applications of stochastic models.
| Author | : Hayri Korezlioglu |
| Publisher | : Springer |
| Total Pages | : 276 |
| Release | : 1990-09-26 |
| Genre | : Mathematics |
| ISBN | : 9783540530640 |
Download Stochastic Analysis and Related Topics II Book in PDF, ePub and Kindle
The Second Silivri Workshop functioned as a short summer school and a working conference, producing lecture notes and research papers on recent developments of Stochastic Analysis on Wiener space. The topics of the lectures concern short time asymptotic problems and anticipative stochastic differential equations. Research papers are mostly extensions and applications of the techniques of anticipative stochastic calculus.
| Author | : Ekhaguere G O S |
| Publisher | : #N/A |
| Total Pages | : 160 |
| Release | : 1991-06-28 |
| Genre | : |
| ISBN | : 981455605X |
Download Contemporary Stochastic Analysis - Proceedings Of The Conference Book in PDF, ePub and Kindle
The following topical subjects were discussed: quantum stochastic calculus; unbounded quantum dynamical system; the principles of nonstandard analysis that are fundamental to an understanding of a modern approach to stochastic analysis on fractals; Brownian motion on nested fractals; stable processes; stochastic modelling of sexually transmitted diseases.
| Author | : |
| Publisher | : |
| Total Pages | : 0 |
| Release | : 1988 |
| Genre | : |
| ISBN | : |
Download Stochastic Analysis and Related Topics Book in PDF, ePub and Kindle
| Author | : Robert Dalang |
| Publisher | : Birkhäuser |
| Total Pages | : 300 |
| Release | : 2012-12-06 |
| Genre | : Mathematics |
| ISBN | : 3034886810 |
Download Seminar on Stochastic Analysis, Random Fields and Applications Book in PDF, ePub and Kindle
A collection of 20 refereed research or review papers presented at a six-day seminar in Switzerland. The contributions focus on stochastic analysis, its applications to the engineering sciences, and stochastic methods in financial models, which was the subject of a minisymposium.
