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Trends in Stochastic Analysis
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Trends in Stochastic Analysis

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Description

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.

Author Biography:

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.
Release date NZ
April 9th, 2009
Audience
  • Professional & Vocational
Contributors
  • Edited by Jochen Blath
  • Edited by Michael Scheutzow
  • Edited by Peter Morters
Illustrations
Worked examples or Exercises; 2 Tables, unspecified; 9 Halftones, unspecified
Pages
396
Dimensions
152x228x21
ISBN-13
9780521718219
Product ID
2788098

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