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Stochastic Analysis 2010

"Stochastic Analysis" aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media a...

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Detalles Bibliográficos
Autor principal: Crisan, Dan
Lenguaje:eng
Publicado: Springer 2011
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-642-15358-7
http://cds.cern.ch/record/1412713
Descripción
Sumario:"Stochastic Analysis" aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume "Stochastic Analysis 2010" provides a sa