| Titre : |
Stochastic analysis: a series of lectures : centre interfacultaire Bernoulli, January–June 2012, ecole polytechnique fédérale de Lausanne, Switzerland |
| Type de document : |
texte imprimé |
| Auteurs : |
Robert C. (1961-....) Dalang, Directeur de publication ; Marco Dozzi, Directeur de publication ; Franco Flandoli, Directeur de publication |
| Editeur : |
Basel : Birkhauser verlag |
| Année de publication : |
2015 |
| Collection : |
Progress in probability, ISSN 10506977 num. 68 |
| Importance : |
393 p. |
| Présentation : |
ill. |
| Format : |
24 cm. |
| ISBN/ISSN/EAN : |
978-3-0348-0908-5 |
| Note générale : |
Bibliogr. p. 390-393 |
| Langues : |
Anglais (eng) |
| Mots-clés : |
Analyse stochastique
Mathematics
Differential equations, partial
Distribution (Probability theory) |
| Index. décimale : |
519.216 Processus stochastique en général. Théorie de la prédiction. Temps d’arrêt. Martingales |
| Résumé : |
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 Lévy 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 Fédérale 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. |
| Note de contenu : |
Summary :
1. An introduction to infinite-dimentional oscillatory and probabilistic integrals
2. Stochastic lagrangian flows and and the navier-stokes equations
3. Integration by parts formulas and regularity of probability laws
4. Stochastic incompressible euler equations in a two-dimentional domain
... |
Stochastic analysis: a series of lectures : centre interfacultaire Bernoulli, January–June 2012, ecole polytechnique fédérale de Lausanne, Switzerland [texte imprimé] / Robert C. (1961-....) Dalang, Directeur de publication ; Marco Dozzi, Directeur de publication ; Franco Flandoli, Directeur de publication . - Basel : Birkhauser verlag, 2015 . - 393 p. : ill. ; 24 cm.. - ( Progress in probability, ISSN 10506977; 68) . ISBN : 978-3-0348-0908-5 Bibliogr. p. 390-393 Langues : Anglais ( eng)
| Mots-clés : |
Analyse stochastique
Mathematics
Differential equations, partial
Distribution (Probability theory) |
| Index. décimale : |
519.216 Processus stochastique en général. Théorie de la prédiction. Temps d’arrêt. Martingales |
| Résumé : |
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 Lévy 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 Fédérale 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. |
| Note de contenu : |
Summary :
1. An introduction to infinite-dimentional oscillatory and probabilistic integrals
2. Stochastic lagrangian flows and and the navier-stokes equations
3. Integration by parts formulas and regularity of probability laws
4. Stochastic incompressible euler equations in a two-dimentional domain
... |
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