株式会社極東書店トップ ＞ 商品一覧 ＞ Stochastic Analysis : A Series of Lectures: Centre Interfacultaire Bernoulli, January-June 2012, Ecole Polytechnique Federale de Lausanne, Switzerland. 1st ed. 2015.
商品詳細
Stochastic Analysis : A Series of Lectures: Centre Interfacultaire Bernoulli, January-June 2012, Ecole Polytechnique Federale de Lausanne, Switzerland. 1st ed. 2015.
・ISBN 978-3-0348-0908-5 hard EUR 159.99
￥42,764.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
| 著者・編者 | Dalang, Robert C. / Dozzi, Marco / Flandoli, Franco / Russo, Francesco (eds.), |
|---|---|
| シリーズ | Progress in Probability |
| 出版社 | (Birkhauser Verlag AG, SZ) |
| 出版年月 | 2015 |
| ページ数 | 393 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-19763＞ |
解説
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 Levy 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 equations with reflection.
The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Federale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields of stochastic analysis and mathematical physics.
Contributors:
S. Albeverio
M. Arnaudon
V. Bally
V. Barbu
H. Bessaih
Z. Brzezniak
K. Burdzy
A.B. Cruzeiro
F. Flandoli
A. Kohatsu-Higa
S. Mazzucchi
C. Mueller
J. van Neerven
M. Ondrejat
S. Peszat
M. Veraar
L. Weis
J.-C. Zambrini