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Stochastic Equations for Complex Systems Theoretical and Computational Topics
Mathematical analyses and computational predictions of the behavior of complex systems are needed to effectively deal with weather and climate predictions, for example, and the optimal design of technical processes. Given the random nature of such systems and the recognized relevance of randomness, the equations used to describe such systems usually need to involve stochastics. The basic go…
- Edition
- 1
- ISBN/ISSN
- 978-3-319-18206-3
- Collation
- -
- Series Title
- 9 b/w illustrations, 33 illustrations in colour
- Call Number
- VII, 192
Stochastic Equations for Complex Systems
The purpose of these notes is to provide an introduction to the Malliavin calculus and its recent application to quantitative results in normal approximations, in combination with Stein’s method. The basic differential operators of the Malliavin calculus and their main properties are presented. We explain the connection of these operators with the Wiener chaos expansion and the Ornstein-Uh…
- Edition
- -
- ISBN/ISSN
- 978-3-319-18206-3
- Collation
- -
- Series Title
- -
- Call Number
- -
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