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Proceedings of the International Conference on Stochastic Analysis and Applications: Hammamet, 2001
Hardcover
General MathematicsProbability & Statistics
ISBN13: 9781402024672
Publisher: Springer
Published: Jul 28 2004
Pages: 350
Weight: 1.50
Height: 0.90 Width: 6.40 Depth: 9.50
Language: English
Stochastic analysis is a field of mathematical research having numerous interactions with other domains of mathematics such as partial differential equations, riemannian path spaces, dynamical systems, optimization. It also has many links with applications in engineering, finance, quantum physics, and other fields. This book covers recent and diverse aspects of stochastic and infinite-dimensional analysis. The included papers are written from a variety of standpoints (white noise analysis, Malliavin calculus, quantum stochastic calculus) by the contributors, and provide a broad coverage of the subject.
This volume will be useful to graduate students and research mathematicians wishing to get acquainted with recent developments in the field of stochastic analysis.
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