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New trends in stochastic analysis and related topics : a volume in honour of Professor K.D. Elworthy /

The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area in Mathematics in recent decades. It has been disc...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Zhao, Huaizhong, Truman, A. (Aubrey), Elworthy, K. D.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hackensack, N.J. : World Scientific, 2012.
Colección:Interdisciplinary mathematical sciences ; v. 12.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 1. Stochastic geometric partial differential equations / Zdzislaw Brzezniak, Beniamin Goldys and Martin Ondrejat
  • 2. Rough paths on manifolds / Thomas Cass, Christian Litterer and Terry Lyons
  • 3. Averaging, homogenization and slow manifolds for stochastic partial differential equations / Jinqiao Duan, Anthony Roberts and Wei Wang
  • 4. A Burgers-Zeldovich model for the formation of planetesimals via Nelson's stochastic mechanics / Richard Durran [and others]
  • 5. Two problems concerning Brownian motion on a complete Riemannian manifold / Elton P. Hsu
  • 6. Sticky shuffle product Hopf algebras and their stochastic representations / Robin Hudson
  • 7. Chain rules for Levy flows and Kolmogorov equations for associated jump-diffusions / Hiroshi Kunita
  • 8. The stochastic differential equation approach to analysis on path space / Xue-Mei Li
  • 9. Pathwise properties of random quadratic mapping / Peng Lian and Huaizhong Zhao
  • 10. Invariant manifolds for infinite dimensional random dynamical systems / Kening Lu and Bjorn Schmalfub
  • 11. Some topics on Dirichlet forms / Zhi-Ming Ma and Wei Sun
  • 12. Hamilton-Jacobi theory and the stochastic elementary formula / Andrew Neate and Aubrey Truman.