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Trends in Stochastic Analysis: Book by Jochen Blath , Peter Mörters , Michael Scheutzow

Trends in Stochastic Analysis

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ISBN: 9780521718219    Publisher: Cambridge Year of publishing: 2009     Format:  Paperback No of Pages: 396        Language: English
Presenting important trends in the field of stochastic analysis, this collection of thirteen articles provides an overview of recent developments and new results. Written by leading experts in the field,...Read more
Presenting important trends in the field of stochastic analysis, this collection of thirteen articles provides an overview of recent developments and new results. Written by leading experts in the field, the articles cover a wide range of topics, ranging from an alternative set-up of rigorous probability to the sampling of conditioned diffusions. Applications in physics and biology are treated, with discussion of Feynman formulas, intermittency of Anderson models and genetic inference. A large number of the articles are topical surveys of probabilistic tools such as chaining techniques, and of research fields within stochastic analysis, including stochastic dynamics and multifractal analysis. Showcasing the diversity of research activities in the field, this book is essential reading for any student or researcher looking for a guide to modern trends in stochastic analysis and neighbouring fields.
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About the author: Jochen Blath , Peter Mörters , Michael Scheutzow
Jochen Blath is a Junior Professor of Applied Stochastics at the Technische Universitat Berlin. Peter Morters is a Professor of Probability at the University... Read more
Jochen Blath is a Junior Professor of Applied Stochastics at the Technische Universitat Berlin. Peter Morters is a Professor of Probability at the University of Bath. Michael Scheutzow is a Full Professor at the Technische Universitat Berlin.
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