Proceedings of the International Conference on Stochastic Analysis and Applications
Author | : Sergio Albeverio |
Publisher | : Springer Science & Business Media |
Total Pages | : 364 |
Release | : 2004-07-28 |
ISBN-10 | : 1402024673 |
ISBN-13 | : 9781402024672 |
Rating | : 4/5 (672 Downloads) |
Download or read book Proceedings of the International Conference on Stochastic Analysis and Applications written by Sergio Albeverio and published by Springer Science & Business Media. This book was released on 2004-07-28 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic analysis is a field of mathematical research having numerous interactions with other domains of mathematics such as partial differential equations, riemannian path spaces, dynamical systems, optimization. It also has many links with applications in engineering, finance, quantum physics, and other fields. This book covers recent and diverse aspects of stochastic and infinite-dimensional analysis. The included papers are written from a variety of standpoints (white noise analysis, Malliavin calculus, quantum stochastic calculus) by the contributors, and provide a broad coverage of the subject. This volume will be useful to graduate students and research mathematicians wishing to get acquainted with recent developments in the field of stochastic analysis.