株式会社極東書店トップ商品一覧Stochastic Analysis and Related Topics VIII : Silivri Workshop in Gazimagusa (North Cyprus), September 2000.

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Stochastic Analysis and Related Topics VIII

Stochastic Analysis and Related Topics VIII : Silivri Workshop in Gazimagusa (North Cyprus), September 2000.

・ISBN 978-3-7643-6998-9 hard EUR 99.99

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お気に入り
著者・編者Capar, U. / Üstünel, A. S. (eds.),
シリーズProgress in Probability
出版社(Birkhaeuser, SZ)
出版年月2003
ページ数viii, 205 pp.
言語ENG
ニュース番号<499-150>

解説

Over the last years, stochastic analysis has had an enormous progress with the impetus originating from different branches of mathematics: PDE's and the Malliavin calculus, quantum physics, path space analysis on curved manifolds via probabilistic methods, and more.

The topics include stochastic control theory, generalized functions in a nonlinear setting, tangent spaces of manifold-valued paths with quasi-invariant measures, and applications in game theory, theoretical biology and theoretical physics.