Gebundenes Buch

Stochastic Analysis: A Series of Lectures

Centre Interfacultaire Bernoulli, January-June 2012, Ecole Polytechnique Fédérale de Lausanne, Switzerland

Herausgegeben: Dalang, Robert C.; Dozzi, Marco; Flandoli, Franco
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This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations;...