Diffusion Processes and Related Problems in Analysis, Volume II

Diffusion Processes and Related Problems in Analysis, Volume II
Author :
Publisher : Springer Science & Business Media
Total Pages : 344
Release :
ISBN-10 : 9781461203896
ISBN-13 : 1461203899
Rating : 4/5 (899 Downloads)

Book Synopsis Diffusion Processes and Related Problems in Analysis, Volume II by : V. Wihstutz

Download or read book Diffusion Processes and Related Problems in Analysis, Volume II written by V. Wihstutz and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: During the weekend of March 16-18, 1990 the University of North Carolina at Charlotte hosted a conference on the subject of stochastic flows, as part of a Special Activity Month in the Department of Mathematics. This conference was supported jointly by a National Science Foundation grant and by the University of North Carolina at Charlotte. Originally conceived as a regional conference for researchers in the Southeastern United States, the conference eventually drew participation from both coasts of the U. S. and from abroad. This broad-based par ticipation reflects a growing interest in the viewpoint of stochastic flows, particularly in probability theory and more generally in mathematics as a whole. While the theory of deterministic flows can be considered classical, the stochastic counterpart has only been developed in the past decade, through the efforts of Harris, Kunita, Elworthy, Baxendale and others. Much of this work was done in close connection with the theory of diffusion processes, where dynamical systems implicitly enter probability theory by means of stochastic differential equations. In this regard, the Charlotte conference served as a natural outgrowth of the Conference on Diffusion Processes, held at Northwestern University, Evanston Illinois in October 1989, the proceedings of which has now been published as Volume I of the current series. Due to this natural flow of ideas, and with the assistance and support of the Editorial Board, it was decided to organize the present two-volume effort.


Diffusion Processes and Related Problems in Analysis, Volume II Related Books

Diffusion Processes and Related Problems in Analysis, Volume II
Language: en
Pages: 344
Authors: V. Wihstutz
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

GET EBOOK

During the weekend of March 16-18, 1990 the University of North Carolina at Charlotte hosted a conference on the subject of stochastic flows, as part of a Speci
Stochastic Analysis and Diffusion Processes
Language: en
Pages: 368
Authors: Gopinath Kallianpur
Categories: Mathematics
Type: BOOK - Published: 2014-01-09 - Publisher: OUP Oxford

GET EBOOK

Stochastic Analysis and Diffusion Processes presents a simple, mathematical introduction to Stochastic Calculus and its applications. The book builds the basic
Random Dynamical Systems
Language: en
Pages: 590
Authors: Ludwig Arnold
Categories: Mathematics
Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media

GET EBOOK

The first systematic presentation of the theory of dynamical systems under the influence of randomness, this book includes products of random mappings as well a
Numerical Solution of Stochastic Differential Equations
Language: en
Pages: 666
Authors: Peter E. Kloeden
Categories: Mathematics
Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media

GET EBOOK

The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an eas
Second Order Partial Differential Equations in Hilbert Spaces
Language: en
Pages: 397
Authors: Giuseppe Da Prato
Categories: Mathematics
Type: BOOK - Published: 2002-07-25 - Publisher: Cambridge University Press

GET EBOOK

State of the art treatment of a subject which has applications in mathematical physics, biology and finance. Includes discussion of applications to control theo