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Trends in stochastic analysis : festschrift in honour of Heinrich von Weizsäcker /
Presenting important trends in the field of stochastic analysis, this collection of thirteen articles provides an overview of recent developments and new results. The articles cover a wide range of topics, from an alternative set-up of rigorous probability to the sampling of conditioned diffusions.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor Corporativo: | |
| Otros Autores: | , , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge, UK ; New York :
Cambridge University Press,
2009.
|
| Colección: | London Mathematical Society lecture note series ;
353. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Random variables
- without basic space / Götz Kersting
- Chaining techniques and their application to stochastic flows / Michael Scheutzow
- Ergodic properties of a class of non-Markovian processes / Martin Hairer
- Why study multifractal spectra? / Peter Mörters
- Construction of surface measures for Brownian motion / Nadia Sidorova, Olaf Wittich
- Sampling conditioned diffusions / Martin Hairer, Andrew Stuart, Jochen Voss
- Asymptotic formulae for coding problems : a review / Steffen Dereich
- Intermittency on catalysts / Jürgen Gärtner, Frank den Hollander, Gregory Maillard
- Stochastic dynamical systems in infinite dimensions / Salah-Eldin A. Mohammed
- Feynman formulae for evolutionary equations / Oleg G. Smolyanov
- Deformation quantization in infinite dimensional analysis / Remi Léandre
- Measure-valued diffusions, coalescents and genetic inference / Matthias Birkner, Jochen Blath
- How often does the ratchet click? : facts, heuristics, asymptotics / Alison M. Etheridge, Peter Pfaffelhuber, Anton Wakolbinger.