Stochastic Analysis aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial
Starting with the introduction of the basic Kolmogorov-Bochner existence theorem, this text explores conditional expectations and probabilities as well as projective and direct limits. Topics include
Presenting important trends in the field of stochastic analysis, this collection of thirteen articles provides an overview of recent developments and new results. Written by leading experts in the field, the articles cover a wide range of topics, ranging from an alternative set-up of rigorous probability to the sampling of conditioned diffusions. Applications in physics and biology are treated, with discussion of Feynman formulas, intermittency of Anderson models and genetic inference. A large number of the articles are topical surveys of probabilistic tools such as chaining techniques, and of research fields within stochastic analysis, including stochastic dynamics and multifractal analysis. Showcasing the diversity of research activities in the field, this book is essential reading for any student or researcher looking for a guide to modern trends in stochastic analysis and neighbouring fields.
Since the early eighties, Ali Suleyman Ustunel has been one of the main contributors to the field of Malliavin calculus. In a workshop held in Paris, June 2010 several prominent researchers gave excit
This book focuses on counting processes and continuous-time Markov chains motivated by examples and applications drawn from chemical networks in systems biology. The book should serve well as a supple
This book collects lectures and research results in stochastic analysis by distinguished researchers, invited on the occasion of a thematic semester organized by the Bernoulli Center of the Ecole Poly
Stochastic Analysis and Diffusion Processes presents a simple, mathematical introduction to Stochastic Calculus and its applications. The book builds the basic theory and offers a careful account of i
Stochastic Analysis and Diffusion Processes presents a simple, mathematical introduction to Stochastic Calculus and its applications. The book builds the basic theory and offers a careful account of i
This book on stochastic analysis is a valuable guide for mathematicians, economists, and students and researchers in the field of finance. In this book, some of the most crucial aspects of stochastic
This book on stochastic analysis is a valuable guide for mathematicians, economists, and students and researchers in the field of finance. In this book, some of the most crucial aspects of stochastic
This volume presents an introductory course on differential stochastic equations and Malliavin calculus.The material of the book has grown from a series of courses delivered at the Scuola Normale Supe
This volume presents self-contained survey articles on modern research areas written by experts in their fields. The topics are located at the interface of spectral theory, theory of partial different
