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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; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential eq...
A collection of 20 refereed research or review papers presented at a six-day seminar in Switzerland. The contributions focus on stochastic analysis, its applications to the engineering sciences, and stochastic methods in financial models, which was the subject of a minisymposium.
The main theme of the meeting was to illustrate the use of stochastic processes in the study of topological problems in quantum physics and statistical mechanics. Much discussion of current problems was generated and there was a considerable amount of interaction between mathematicians and physicists. The papers presented in the proceedings are essentially of a research nature but some (Lewis, Hudson) are introductions or surveys.
This volume contains refereed research or review papers presented at the 6th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, in May 2008. The seminar focused mainly on stochastic partial differential equations, especially large deviations and control problems, on infinite dimensional analysis, particle systems and financial engineering, especially energy markets and climate models. The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance.
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This volume contains refereed research or review papers presented at the 5th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from May 29 to June 3, 2004. The seminar focused mainly on stochastic partial differential equations, stochastic models in mathematical physics, and financial engineering.
These are the proceedings of the Third Max Born Symposium which took place at SobOtka Castle in September 1993. The Symposium is organized annually by the Institute of Theoretical Physics of the University of Wroclaw. Max Born was a student and later on an assistant at the University of Wroclaw (Wroclaw belonged to Germany at this time and was called Breslau). The topic of the Max Born Sympo sium varies each year reflecting the developement of theoretical physics. The subject of this Symposium "Stochasticity and quantum chaos" may well be considered as a continuation of the research interest of Max Born. Recall that Born treats his "Lectures on the mechanics of the atom" (published in 1925) ...
The seminar on Stochastic Analysis and Mathematical Physics started in 1984 at the Catholic University of Chile in Santiago and has been an on going research activity. Since 1995, the group has organized international workshops as a way of promoting a broader dialogue among experts in the areas of classical and quantum stochastic analysis, mathematical physics and physics. This volume, consisting primarily of contributions to the Third Inter national Workshop on Stochastic Analysis and Mathematical Physics (in Spanish ANESTOC), held in Santiago, Chile, in October 1998, focuses on an analysis of quantum dynamics and related problems in probability the ory. Various articles investigate quantum...
This volume highlights recent developments of stochastic analysis with a wide spectrum of applications, including stochastic differential equations, stochastic geometry, and nonlinear partial differential equations. While modern stochastic analysis may appear to be an abstract mixture of classical analysis and probability theory, this book shows that, in fact, it can provide versatile tools useful in many areas of applied mathematics where the phenomena being described are random. The geometrical aspects of stochastic analysis, often regarded as the most promising for applications, are specially investigated by various contributors to the volume.
This book constitutes the refereed proceedings of the Third International Conference on Geometric Science of Information, GSI 2017, held in Paris, France, in November 2017. The 101 full papers presented were carefully reviewed and selected from 113 submissions and are organized into the following subjects: statistics on non-linear data; shape space; optimal transport and applications: image processing; optimal transport and applications: signal processing; statistical manifold and hessian information geometry; monotone embedding in information geometry; information structure in neuroscience; geometric robotics and tracking; geometric mechanics and robotics; stochastic geometric mechanics and Lie group thermodynamics; probability on Riemannian manifolds; divergence geometry; non-parametric information geometry; optimization on manifold; computational information geometry; probability density estimation; session geometry of tensor-valued data; geodesic methods with constraints; applications of distance geometry.