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Stochastic analysis = a series of le...

Dalang, Robert C.

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Stochastic analysis = a series of lectures : Centre Interfacultaire Bernoulli, January-June 2012, Ecole Polytechnique Federale de Lausanne, Switzerland /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Stochastic analysis/ edited by Robert C. Dalang ... [et al.].
Reminder of title:	a series of lectures : Centre Interfacultaire Bernoulli, January-June 2012, Ecole Polytechnique Federale de Lausanne, Switzerland /
other author:	Dalang, Robert C.
Published:	Basel :Springer Basel : : 2015.,
Description:	xiii, 393 p. :ill., digital ;24 cm.
[NT 15003449]:	Preface -- List of participants -- S. Albeverio and S. Mazzucchi: An introduction to infinite dimensional oscillatory and probabilistic integrals -- M. Arnaudon and A.B. Cruzeiro: Stochastic Lagrangian flows and the Navier-Stokes equations -- V. Bally: Integration by parts formulas and regularity of probability laws -- V. Barbu: Stochastic porous media equations -- H. Bessaih: Stochastic incompressible Euler equations in a two-dimensional domain -- Z. Brzezniak and M.Ondrejat: Stochastic geometric wave equations -- K. Burdzy: Reflections on reflections -- F. Flandoli: A stochastic view over the open problem of well-posed ness for the 3D Navier-Stokes equations -- A. Kohatsu-Higa: A short course on weak approximations for Levy driven SDE's -- C. Mueller: Stochastic PDE from the point of view of particle systems and duality -- J. van Neerven, M. Veraar and L. Weis: Stochastic integration in Banach spaces - a survey -- S. Peszat: Stochastic partial differential equations with Levy noise (a few aspects) -- J.C. Zambrini: The research program of stochastic deformation (with a view toward geometric mechanics)
Contained By:	Springer eBooks
Subject:	Stochastic analysis. -
Online resource:	http://dx.doi.org/10.1007/978-3-0348-0909-2
ISBN:	9783034809092 (electronic bk.)

Stochastic analysis = a series of lectures : Centre Interfacultaire Bernoulli, January-June 2012, Ecole Polytechnique Federale de Lausanne, Switzerland /
Stochastic analysisa series of lectures : Centre Interfacultaire Bernoulli, January-June 2012, Ecole Polytechnique Federale de Lausanne, Switzerland /[electronic resource] :edited by Robert C. Dalang ... [et al.]. - Basel :Springer Basel :2015. - xiii, 393 p. :ill., digital ;24 cm. - Progress in probability,v.681050-6977 ;. - Progress in probability ;v. 66..

Preface -- List of participants -- S. Albeverio and S. Mazzucchi: An introduction to infinite dimensional oscillatory and probabilistic integrals -- M. Arnaudon and A.B. Cruzeiro: Stochastic Lagrangian flows and the Navier-Stokes equations -- V. Bally: Integration by parts formulas and regularity of probability laws -- V. Barbu: Stochastic porous media equations -- H. Bessaih: Stochastic incompressible Euler equations in a two-dimensional domain -- Z. Brzezniak and M.Ondrejat: Stochastic geometric wave equations -- K. Burdzy: Reflections on reflections -- F. Flandoli: A stochastic view over the open problem of well-posed ness for the 3D Navier-Stokes equations -- A. Kohatsu-Higa: A short course on weak approximations for Levy driven SDE's -- C. Mueller: Stochastic PDE from the point of view of particle systems and duality -- J. van Neerven, M. Veraar and L. Weis: Stochastic integration in Banach spaces - a survey -- S. Peszat: Stochastic partial differential equations with Levy noise (a few aspects) -- J.C. Zambrini: The research program of stochastic deformation (with a view toward geometric mechanics)

This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Levy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection. The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Federale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields of stochastic analysis and mathematical physics. Contributors: S. Albeverio M. Arnaudon V. Bally V. Barbu H. Bessaih Z. Brzezniak K. Burdzy A.B. Cruzeiro F. Flandoli A. Kohatsu-Higa S. Mazzucchi C. Mueller J. van Neerven M. Ondrejat S. Peszat M. Veraar L. Weis J.-C. Zambrini.

ISBN: 9783034809092 (electronic bk.)

Standard No.: 10.1007/978-3-0348-0909-2doiSubjects--Topical Terms:

533923
Stochastic analysis.

LC Class. No.: QA274.2 / .S762 2015

Dewey Class. No.: 519.22

Stochastic analysis = a series of lectures : Centre Interfacultaire Bernoulli, January-June 2012, Ecole Polytechnique Federale de Lausanne, Switzerland /
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245 0 0 $a Stochastic analysis $h [electronic resource] : $b a series of lectures : Centre Interfacultaire Bernoulli, January-June 2012, Ecole Polytechnique Federale de Lausanne, Switzerland / $c edited by Robert C. Dalang ... [et al.].
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490 1 $a Progress in probability, $x 1050-6977 ; $v v.68
505 0 $a Preface -- List of participants -- S. Albeverio and S. Mazzucchi: An introduction to infinite dimensional oscillatory and probabilistic integrals -- M. Arnaudon and A.B. Cruzeiro: Stochastic Lagrangian flows and the Navier-Stokes equations -- V. Bally: Integration by parts formulas and regularity of probability laws -- V. Barbu: Stochastic porous media equations -- H. Bessaih: Stochastic incompressible Euler equations in a two-dimensional domain -- Z. Brzezniak and M.Ondrejat: Stochastic geometric wave equations -- K. Burdzy: Reflections on reflections -- F. Flandoli: A stochastic view over the open problem of well-posed ness for the 3D Navier-Stokes equations -- A. Kohatsu-Higa: A short course on weak approximations for Levy driven SDE's -- C. Mueller: Stochastic PDE from the point of view of particle systems and duality -- J. van Neerven, M. Veraar and L. Weis: Stochastic integration in Banach spaces - a survey -- S. Peszat: Stochastic partial differential equations with Levy noise (a few aspects) -- J.C. Zambrini: The research program of stochastic deformation (with a view toward geometric mechanics)
520 $a This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Levy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection. The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Federale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields of stochastic analysis and mathematical physics. Contributors: S. Albeverio M. Arnaudon V. Bally V. Barbu H. Bessaih Z. Brzezniak K. Burdzy A.B. Cruzeiro F. Flandoli A. Kohatsu-Higa S. Mazzucchi C. Mueller J. van Neerven M. Ondrejat S. Peszat M. Veraar L. Weis J.-C. Zambrini.
650 0 $a Stochastic analysis. $3 533923
650 1 4 $a Mathematics. $3 515831
650 2 4 $a Probability Theory and Stochastic Processes. $3 891080
650 2 4 $a Partial Differential Equations. $3 890899
650 2 4 $a Applications of Mathematics. $3 890893
700 1 $a Dalang, Robert C. $3 900296
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830 0 $a Progress in probability ; $v v. 66. $3 2070285
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