# Probabilistic and Stochastic Methods in Analysis, with Applications

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Part of the NATO ASI Series book series (ASIC, volume 372)

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Part of the NATO ASI Series book series (ASIC, volume 372)

Probability has been an important part of mathematics for more than three centuries. Moreover, its importance has grown in recent decades, since the computing power now widely available has allowed probabilistic and stochastic techniques to attack problems such as speech and image processing, geophysical exploration, radar, sonar, etc. -- all of which are covered here.

The book contains three exceptionally clear expositions on wavelets, frames and their applications. A further extremely active current research area, well covered here, is the relation between probability and partial differential equations, including probabilistic representations of solutions to elliptic and parabolic PDEs. New approaches, such as the PDE method for large deviation problems, and stochastic optimal control and filtering theory, are beginning to yield their secrets. Another topic dealt with is the application of probabilistic techniques to mathematical analysis. Finally, there are clear explanations of normal numbers and dynamic systems, and the influence of probability on our daily lives.

The book contains three exceptionally clear expositions on wavelets, frames and their applications. A further extremely active current research area, well covered here, is the relation between probability and partial differential equations, including probabilistic representations of solutions to elliptic and parabolic PDEs. New approaches, such as the PDE method for large deviation problems, and stochastic optimal control and filtering theory, are beginning to yield their secrets. Another topic dealt with is the application of probabilistic techniques to mathematical analysis. Finally, there are clear explanations of normal numbers and dynamic systems, and the influence of probability on our daily lives.

Optimal control Stochastic calculus cognition entropy filtering filters information innovation pattern recognition wavelets

- DOI https://doi.org/10.1007/978-94-011-2791-2
- Copyright Information Kluwer Academic Publishers 1992
- Publisher Name Springer, Dordrecht
- eBook Packages Springer Book Archive
- Print ISBN 978-94-010-5239-9
- Online ISBN 978-94-011-2791-2
- Series Print ISSN 1389-2185
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