Stochastic Analysis 2010

  • Dan Crisan

Table of contents

About this book

Introduction

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 sample of the current research in the different branches of the subject. It includes the collected works of the participants at the Stochastic Analysis section of the 7th ISAAC Congress organized at Imperial College London in July 2009.

Keywords

60H05,60H07,60H10,60H15, 60H30, 58J65 Mathematical Finance Stochastic Analysis Stochastic Differential Equations Stochastic Geometry Stochastic Partial Differential Equations

Editors and affiliations

  • Dan Crisan
    • 1
  1. 1.Department of MathematicsImperial College LondonLondonUnited Kingdom

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-15358-7
  • Copyright Information Springer-Verlag Berlin Heidelberg 2011
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-642-15357-0
  • Online ISBN 978-3-642-15358-7
  • About this book