Stochastic Analysis: A Series of Lectures Centre Interfacultaire Bernoulli, January-June 2012, Ecole Polytechnique Fédérale de Lausanne, Switzerland /

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 different...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Dalang, Robert C. (Editor ), Dozzi, Marco (Editor ), Flandoli, Franco (Editor ), Russo, Francesco (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Basel : Springer Basel : Imprint: Birkhäuser, 2015.
Edición:1st ed. 2015.
Colección:Progress in Probability, 68
Temas:
Probabilities.
Differential equations.
Mathematics.
Probability Theory.
Differential Equations.
Applications of Mathematics.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Preface
  • List of participants
  • S. Albeverio and S. Mazzucchi: An introduction to infinite dimensional oscillatory and probabilistic integrals
  • M. Arnaudon and A.B. Cruzeiro: Stochastic Lagrangian flows and the Navier-Stokes equations
  • V. Bally: Integration by parts formulas and regularity of probability laws
  • V. Barbu: Stochastic porous media equations
  • H. Bessaih: Stochastic incompressible Euler equations in a two-dimensional domain
  • Z. Brzezniak and M.Ondreját: Stochastic geometric wave equations
  • K. Burdzy: Reflections on reflections
  • F. Flandoli: A stochastic view over the open problem of well-posed ness for the 3D Navier-Stokes equations
  • A. Kohatsu-Higa: A short course on weak approximations for Lévy driven SDE's
  • C. Mueller: Stochastic PDE from the point of view of particle systems and duality
  • J. van Neerven, M. Veraar and L. Weis: Stochastic integration in Banach spaces - a survey
  • S. Peszat: Stochastic partial differential equations with Lévy noise (a few aspects)
  • J.C. Zambrini: The research program of stochastic deformation (with a view toward geometric mechanics).

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