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Stochastic Analysis: A Series of Lectures
The thirteen articles in this volume were written by leading experts, with
the objective of helping researchers entering the field to learn about the state of
the art. They cover much, but certainly not all, of the modern activity in stochastic analysis. In particular, they deal with stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; with stochastic partial
differential equations driven by Gaussian or L´evy noise, including the relationship
between parabolic equations and particle systems, and wave equations in a geometric framework; with Malliavin calculus and applications to stochastic numerics;
with stochastic integration in Banach spaces; with porous media-type equations;
with stochastic deformations of classical mechanics and Feynman integrals and
with stochastic differential equations with reflection.
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