Stochastic Analysis: A Series of Lectures

This book presents an up-to-date picture of research on stochastic analysis and highlights recent developments in the form of lecture notes contributed by leading international experts. The topics include the influence of stochastic perturbations on differential and partial differential equations, the modeling of stochastic perturbations by Lévy processes and the numerical aspects of the approximation of such equations, stochastic integration and stochastic calculus in abstract function spaces, stochastic partial differential equations arising from measure-valued diffusions, and reflection problems for multidimensional Brownian motion.

Based on a course given at the Ecole Polytechnique Fédérale’s Bernoulli Center in Lausanne, Switzerland, from January to June 2012, these lecture notes offer a valuable resource not only for specialists, but also for other researchers and PhD students in the fields of probability, analysis and mathematical physics.

Contributions by:

S. Albeverio
M. Arnaudon
V. Bally
V. Barbu
H. Bessaih
Z. Brzezniak
K. Burdzy
A.B. Cruzeiro
F. Flandoli
A. Kohatsu-Higa
S. Mazzucchi
C. Mueller
J. van Neerven
M. Ondreját
S. Peszat
M. Veraar
L. Weis
J.C. Zambrini

• ISBN: 978-3-0348-0908-5
• Editorial: Birkhäuser
• Encuadernacion: Cartoné
• Páginas: 400
• Fecha Publicación: 14/11/2015
• Nº Volúmenes: 1
• Idioma: Inglés