Recent Development in Stochastic Dynamics and Stochastic Analysis

Recent Development in Stochastic Dynamics and Stochastic Analysis
Author :
Publisher : World Scientific
Total Pages : 306
Release :
ISBN-10 : 9789814277266
ISBN-13 : 9814277266
Rating : 4/5 (266 Downloads)

Book Synopsis Recent Development in Stochastic Dynamics and Stochastic Analysis by : Jinqiao Duan

Download or read book Recent Development in Stochastic Dynamics and Stochastic Analysis written by Jinqiao Duan and published by World Scientific. This book was released on 2010 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: 1. Hyperbolic equations with random boundary conditions / Zdzisław Brzeźniak and Szymon Peszat -- 2. Decoherent information of quantum operations / Xuelian Cao, Nan Li and Shunlong Luo -- 3. Stabilization of evolution equations by noise / Tomás Caraballo and Peter E. Kloeden -- 4. Stochastic quantification of missing mechanisms in dynamical systems / Baohua Chen and Jinqiao Duan -- 5. Banach space-valued functionals of white noise / Yin Chen and Caishi Wang -- 6. Hurst index estimation for self-similar processes with long-memory / Alexandra Chronopoulou and Frederi G. Viens -- 7. Modeling colored noise by fractional Brownian motion / Jinqiao Duan, Chujin Li and Xiangjun Wang -- 8. A sufficient condition for non-explosion for a class of stochastic partial differential equations / Hongbo Fu, Daomin Cao and Jinqiao Duan -- 9. The influence of transaction costs on optimal control for an insurance company with a new value function / Lin He, Zongxia Liang and Fei Xing -- 10. Limit theorems for p-variations of solutions of SDEs driven by additive stable Lévy noise and model selection for paleo-climatic data / Claudia Hein, Peter Imkeller and Ilya Pavlyukevich -- 11. Class II semi-subgroups of the infinite dimensional rotation group and associated Lie algebra / Takeyuki Hida and Si Si -- 12. Stopping Weyl processes / Robin L. Hudson -- 13. Karhunen-Loéve expansion for stochastic convolution of cylindrical fractional Brownian motions / Zongxia Liang -- 14. Stein's method meets Malliavin calculus : a short survey with new estimates / Ivan Nourdin and Giovanni Peccati -- 15. On stochastic integrals with respect to an infinite number of Poisson point process and its applications / Guanglin Rang, Qing Li and Sheng You -- 16. Lévy white noise, elliptic SPDEs and Euclidean random fields / Jiang-Lun Wu -- 17. A short presentation of Choquet integral / Jia-An Yan


Recent Development in Stochastic Dynamics and Stochastic Analysis Related Books

Recent Development In Stochastic Dynamics And Stochastic Analysis
Language: en
Pages: 306
Authors: Jinqiao Duan
Categories: Mathematics
Type: BOOK - Published: 2010-02-08 - Publisher: World Scientific

GET EBOOK

Stochastic dynamical systems and stochastic analysis are of great interests not only to mathematicians but also to scientists in other areas. Stochastic dynamic
Recent Development in Stochastic Dynamics and Stochastic Analysis
Language: en
Pages: 306
Authors: Jinqiao Duan
Categories: Mathematics
Type: BOOK - Published: 2010 - Publisher: World Scientific

GET EBOOK

1. Hyperbolic equations with random boundary conditions / Zdzisław Brzeźniak and Szymon Peszat -- 2. Decoherent information of quantum operations / Xuelian Ca
New Trends in Stochastic Analysis and Related Topics
Language: en
Pages: 458
Authors: Huaizhong Zhao
Categories: Mathematics
Type: BOOK - Published: 2012 - Publisher: World Scientific

GET EBOOK

The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related field
Stochastic Dynamics of Structures
Language: en
Pages: 435
Authors: Jie Li
Categories: Technology & Engineering
Type: BOOK - Published: 2009-09-28 - Publisher: John Wiley & Sons

GET EBOOK

In Stochastic Dynamics of Structures, Li and Chen present a unified view of the theory and techniques for stochastic dynamics analysis, prediction of reliabilit
An Introduction to Stochastic Dynamics
Language: en
Pages: 313
Authors: Jinqiao Duan
Categories: Mathematics
Type: BOOK - Published: 2015-04-13 - Publisher: Cambridge University Press

GET EBOOK

An accessible introduction for applied mathematicians to concepts and techniques for describing, quantifying, and understanding dynamics under uncertainty.