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Stochastic analysis[electronic resource] :a series of lectures : Centre Interfacultaire Bernoulli, January-June 2012, Ecole Polytechnique Federale de Lausanne, Switzerland /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	519.22
書名/作者:	Stochastic analysis : a series of lectures : Centre Interfacultaire Bernoulli, January-June 2012, Ecole Polytechnique Federale de Lausanne, Switzerland // edited by Robert C. Dalang ... [et al.].
其他作者:	Dalang, Robert C.
出版者:	Basel : : Springer Basel :, 2015.
面頁冊數:	xiii, 393 p. : : ill., digital ;; 24 cm.
Contained By:	Springer eBooks
標題:	Stochastic analysis.
標題:	Mathematics.
標題:	Probability Theory and Stochastic Processes.
標題:	Partial Differential Equations.
標題:	Applications of Mathematics.
ISBN:	9783034809092 (electronic bk.)
ISBN:	9783034809085 (paper)
內容註:	Preface -- List of participants -- S. Albeverio and S. Mazzucchi: An introduction to infinite dimensional oscillatory and probabilistic integrals -- M. Arnaudon and A.B. Cruzeiro: Stochastic Lagrangian flows and the Navier-Stokes equations -- V. Bally: Integration by parts formulas and regularity of probability laws -- V. Barbu: Stochastic porous media equations -- H. Bessaih: Stochastic incompressible Euler equations in a two-dimensional domain -- Z. Brzezniak and M.Ondrejat: Stochastic geometric wave equations -- K. Burdzy: Reflections on reflections -- F. Flandoli: A stochastic view over the open problem of well-posed ness for the 3D Navier-Stokes equations -- A. Kohatsu-Higa: A short course on weak approximations for Levy driven SDE's -- C. Mueller: Stochastic PDE from the point of view of particle systems and duality -- J. van Neerven, M. Veraar and L. Weis: Stochastic integration in Banach spaces - a survey -- S. Peszat: Stochastic partial differential equations with Levy noise (a few aspects) -- J.C. Zambrini: The research program of stochastic deformation (with a view toward geometric mechanics)
摘要、提要註:	This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Levy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection. The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Federale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields of stochastic analysis and mathematical physics. Contributors: 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. Ondrejat S. Peszat M. Veraar L. Weis J.-C. Zambrini.
電子資源:	http://dx.doi.org/10.1007/978-3-0348-0909-2

Stochastic analysis[electronic resource] :a series of lectures : Centre Interfacultaire Bernoulli, January-June 2012, Ecole Polytechnique Federale de Lausanne, Switzerland /
Stochastic analysisa series of lectures : Centre Interfacultaire Bernoulli, January-June 2012, Ecole Polytechnique Federale de Lausanne, Switzerland /[electronic resource] :edited by Robert C. Dalang ... [et al.]. - Basel :Springer Basel :2015. - xiii, 393 p. :ill., digital ;24 cm. - Progress in probability,v.681050-6977 ;. - Progress in probability ;v.68..

Preface -- List of participants -- S. Albeverio and S. Mazzucchi: An introduction to infinite dimensional oscillatory and probabilistic integrals -- M. Arnaudon and A.B. Cruzeiro: Stochastic Lagrangian flows and the Navier-Stokes equations -- V. Bally: Integration by parts formulas and regularity of probability laws -- V. Barbu: Stochastic porous media equations -- H. Bessaih: Stochastic incompressible Euler equations in a two-dimensional domain -- Z. Brzezniak and M.Ondrejat: Stochastic geometric wave equations -- K. Burdzy: Reflections on reflections -- F. Flandoli: A stochastic view over the open problem of well-posed ness for the 3D Navier-Stokes equations -- A. Kohatsu-Higa: A short course on weak approximations for Levy driven SDE's -- C. Mueller: Stochastic PDE from the point of view of particle systems and duality -- J. van Neerven, M. Veraar and L. Weis: Stochastic integration in Banach spaces - a survey -- S. Peszat: Stochastic partial differential equations with Levy noise (a few aspects) -- J.C. Zambrini: The research program of stochastic deformation (with a view toward geometric mechanics)

This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Levy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection. The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Federale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields of stochastic analysis and mathematical physics. Contributors: 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. Ondrejat S. Peszat M. Veraar L. Weis J.-C. Zambrini.

ISBN: 9783034809092 (electronic bk.)

Standard No.: 10.1007/978-3-0348-0909-2doiSubjects--Topical Terms:

342483
Stochastic analysis.

LC Class. No.: QA274.2 / .S762 2015

Dewey Class. No.: 519.22

Stochastic analysis[electronic resource] :a series of lectures : Centre Interfacultaire Bernoulli, January-June 2012, Ecole Polytechnique Federale de Lausanne, Switzerland /
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505 0 $a Preface -- List of participants -- S. Albeverio and S. Mazzucchi: An introduction to infinite dimensional oscillatory and probabilistic integrals -- M. Arnaudon and A.B. Cruzeiro: Stochastic Lagrangian flows and the Navier-Stokes equations -- V. Bally: Integration by parts formulas and regularity of probability laws -- V. Barbu: Stochastic porous media equations -- H. Bessaih: Stochastic incompressible Euler equations in a two-dimensional domain -- Z. Brzezniak and M.Ondrejat: Stochastic geometric wave equations -- K. Burdzy: Reflections on reflections -- F. Flandoli: A stochastic view over the open problem of well-posed ness for the 3D Navier-Stokes equations -- A. Kohatsu-Higa: A short course on weak approximations for Levy driven SDE's -- C. Mueller: Stochastic PDE from the point of view of particle systems and duality -- J. van Neerven, M. Veraar and L. Weis: Stochastic integration in Banach spaces - a survey -- S. Peszat: Stochastic partial differential equations with Levy noise (a few aspects) -- J.C. Zambrini: The research program of stochastic deformation (with a view toward geometric mechanics)
520 $a This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Levy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection. The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Federale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields of stochastic analysis and mathematical physics. Contributors: 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. Ondrejat S. Peszat M. Veraar L. Weis J.-C. Zambrini.
650 0 $a Stochastic analysis. $3 342483
650 1 4 $a Mathematics. $3 172349
650 2 4 $a Probability Theory and Stochastic Processes. $3 463894
650 2 4 $a Partial Differential Equations. $3 464931
650 2 4 $a Applications of Mathematics. $3 463820
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950 $a Mathematics and Statistics (Springer-11649)

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