Mathematical Analysis Of Random Phenomena - Proceedings Of The International Conference
Proceedings Of The International Conference
Will be published approx. on 5. April 2007
Book
Hardback
240 pages
978-981-270-603-4 (ISBN)
Description
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.
More details
Language
English
Place of publication
Singapore
Singapore
Target group
Professional and scholarly
Product notice
sewn/stitched
Paper over boards
Dimensions
Height: 229 mm
Width: 165 mm
Thickness: 22 mm
Weight
576 gr
ISBN-13
978-981-270-603-4 (9789812706034)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Persons
Content
Invariant Measures for Ornstein-Ulhenbeck Operators (H Airault & P Malliavin); Backward Stochastic Differential Equations with Respect to Martingales (R Alhussein); A Nonlinear Stochastic Equation of Convolution Type (F Cipriano et al.); On a Variational Principle for the N S Equation (D L Gomes); Characterizations of Standard Noises and Applications (T Hida); Analysis of Stable White Noise Functionals (Y-J Lee); FKG Inequality on the Wiener Space via Predictable Representation (Y Ma & N Privault); Path Integral Estimates of Ground-State Functionals (R V Mendes); Creation and Annihilation Operators on Locally Compact Spaces (W von Waldenfels); and other papers.