Trends in stochastic analysis: festschrift in honour of Heinrich von Weizsäcker

Presenting important trends in the field of stochastic analysis, this collection of thirteen articles provides an overview of recent developments and new results. Written by leading experts in the field, the articles cover a wide range of topics, ranging from an alternative set-up of rigorous probab...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Weitere beteiligte Personen: Blath, Jochen, Mörters, Peter, Scheutzow, Michael, Von Weizsäcker, Heinrich
Format: E-Book
Sprache:Englisch
Veröffentlicht: Cambridge Cambridge University Press 2009
Schriftenreihe:London Mathematical Society lecture note series 353
Links:https://doi.org/10.1017/CBO9781139107020
Zusammenfassung:Presenting important trends in the field of stochastic analysis, this collection of thirteen articles provides an overview of recent developments and new results. Written by leading experts in the field, the articles cover a wide range of topics, ranging from an alternative set-up of rigorous probability to the sampling of conditioned diffusions. Applications in physics and biology are treated, with discussion of Feynman formulas, intermittency of Anderson models and genetic inference. A large number of the articles are topical surveys of probabilistic tools such as chaining techniques, and of research fields within stochastic analysis, including stochastic dynamics and multifractal analysis. Showcasing the diversity of research activities in the field, this book is essential reading for any student or researcher looking for a guide to modern trends in stochastic analysis and neighbouring fields.
Umfang:1 Online-Ressource (vi, 390 Seiten)
ISBN:9781139107020