
Real and Stochastic Analysis
Recent Advances
M. M. Rao(Editor)
CRC Press
1st Edition
Published on 6. March 1997
Book
Hardback
416 pages
978-0-8493-8078-5 (ISBN)
Description
Real and Stochastic Analysis: Recent Advances presents a carefully edited collection of research articles written by research mathematicians and highlighting advances in RSA. A balanced blend of both theory and applications, this book covers six aspects of stochastic analysis in depth and detail.
The first chapters cover the state of the art in tracers analysis, stochastic modeling as it applies to AIDS epidemiology, and the current state of higher order SDEs. Subsequent chapters present a simple approach to Gaussian dichotomy, an overview of harmonizable processes, and stochastic Fubini and Green theorems. Common to all the chapters, the employment of functional analytic methods creates a unified approach. Each chapter includes detailed proofs.
Throughout the book, a substantial amount of new material is presented, much of it for the first time. This forward-looking work presents current accounts of important areas of research, evaluates recent advances, and identifies research frontiers and new challenges.
The first chapters cover the state of the art in tracers analysis, stochastic modeling as it applies to AIDS epidemiology, and the current state of higher order SDEs. Subsequent chapters present a simple approach to Gaussian dichotomy, an overview of harmonizable processes, and stochastic Fubini and Green theorems. Common to all the chapters, the employment of functional analytic methods creates a unified approach. Each chapter includes detailed proofs.
Throughout the book, a substantial amount of new material is presented, much of it for the first time. This forward-looking work presents current accounts of important areas of research, evaluates recent advances, and identifies research frontiers and new challenges.
More details
Language
English
Place of publication
Bosa Roca
United States
Publishing group
Taylor & Francis Inc
Target group
College/higher education
Professional and scholarly
Professional
Dimensions
Height: 234 mm
Width: 156 mm
Weight
780 gr
ISBN-13
978-0-8493-8078-5 (9780849380785)
Schweitzer Classification
Content
Introduction and Overview. Transport Properties of Gaussian Velocity Fields. Planar Stochastic Integration Relative to Quasimartingales. Probability Metrics and Limit Theorems in AIDS Epidemiology. Higher Order Stochastic Differential Equations. Some Aspects of Harmonizable Processes and Fields. On Singularity and Equivalence of Gaussian Measures. Index.
Back Cover Copy
Back Cover Copy