Trends in stochastic analysis: festschrift in honour of Heinrich von Weizsäcker/
Trends in stochastic analysis: festschrift in honour of Heinrich von Weizsäcker/
edited by Jochen Blath, Peter Mörters and Michael Scheutzow.
- Cambridge, UK; New York: Cambridge University Press, 2009.
- vi, 390 p.: ill.; 23 cm.
- London Mathematical Society lecture note series; 353 .
- London Mathematical Society lecture note series; v. 353 .
Includes bibliographical references. "Heinrich von Weizsäcker's publications": p. 5-9.
Random variables - without basic space / Götz Kersting -- Chaining techniques and their application to stochastic flows / Michael Scheutzow -- Ergodic properties of a class of non-Markovian processes / Martin Hairer -- Why study multifractal spectra? / Peter Mörters -- Construction of surface measures for Brownian motion / Nadia Sidorova, Olaf Wittich -- Sampling conditioned diffusions / Martin Hairer, Andrew Stuart, Jochen Voss -- Asymptotic formulae for coding problems : a review / Steffen Dereich -- Intermittency on catalysts / Jürgen Gärtner, Frank den Hollander, Gregory Maillard -- Stochastic dynamical systems in infinite dimensions / Salah-Eldin A. Mohammed -- Feynman formulae for evolutionary equations / Oleg G. Smolyanov -- Deformation quantization in infinite dimensional analysis / Remi Léandre -- Measure-valued diffusions, coalescents and genetic inference / Matthias Birkner, Jochen Blath -- How often does the ratchet click? : facts, heuristics, asymptotics / Alison M. Etheridge, Peter Pfaffelhuber, Anton Wakolbing .
Presenting important trends in the field of stochastic analysis, this collection of thirteen articles provides an overview of recent developments and new results. The articles cover a wide range of topics, from an alternative set-up of rigorous probability to the sampling of conditioned diffusio .
9780521718219 (pbk.) 052171821X (pbk.)
2009455620
GBA882754 bnb
Stochastic analysis.
510.92 / T794
Includes bibliographical references. "Heinrich von Weizsäcker's publications": p. 5-9.
Random variables - without basic space / Götz Kersting -- Chaining techniques and their application to stochastic flows / Michael Scheutzow -- Ergodic properties of a class of non-Markovian processes / Martin Hairer -- Why study multifractal spectra? / Peter Mörters -- Construction of surface measures for Brownian motion / Nadia Sidorova, Olaf Wittich -- Sampling conditioned diffusions / Martin Hairer, Andrew Stuart, Jochen Voss -- Asymptotic formulae for coding problems : a review / Steffen Dereich -- Intermittency on catalysts / Jürgen Gärtner, Frank den Hollander, Gregory Maillard -- Stochastic dynamical systems in infinite dimensions / Salah-Eldin A. Mohammed -- Feynman formulae for evolutionary equations / Oleg G. Smolyanov -- Deformation quantization in infinite dimensional analysis / Remi Léandre -- Measure-valued diffusions, coalescents and genetic inference / Matthias Birkner, Jochen Blath -- How often does the ratchet click? : facts, heuristics, asymptotics / Alison M. Etheridge, Peter Pfaffelhuber, Anton Wakolbing .
Presenting important trends in the field of stochastic analysis, this collection of thirteen articles provides an overview of recent developments and new results. The articles cover a wide range of topics, from an alternative set-up of rigorous probability to the sampling of conditioned diffusio .
9780521718219 (pbk.) 052171821X (pbk.)
2009455620
GBA882754 bnb
Stochastic analysis.
510.92 / T794