Stochastic Analysis: Summer Research Institute on Stochastic Analysis, July 11-30, 1993, Cornell University, Ithaca, New York - Couverture rigide

American Mathematical Society

 
9780821802892: Stochastic Analysis: Summer Research Institute on Stochastic Analysis, July 11-30, 1993, Cornell University, Ithaca, New York
Couverture rigide
ISBN 10 : 0821802895 ISBN 13 : 9780821802892
Editeur : American Mathematical Society, 1995

Synopsis

This book deals with current developments in stochastic analysis and its interfaces with partial differential equations, dynamical systems, mathematical physics, differential geometry, and infinite-dimensional analysis. The origins of stochastic analysis can be found in Norbert Wiener's construction of Brownian motion and Kiyosi Ito's subsequent development of stochastic integration and the closely related theory of stochastic (ordinary) differential equations. The papers in this volume indicate the great strides that have been made in recent years, exhibiting the tremendous power and diversity of stochastic analysis while giving a clear indication of the unsolved problems and possible future directions for development. The collection represents the proceedings of the AMS Summer Research Institute on Stochastic Analysis, held in July 1993 at Comell University. Many of the papers are largely expository in character while containing new results.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
American Mathematical Society
Date d'édition
1995
Langue
anglais
ISBN 10 
0821802895
ISBN 13 
9780821802892
Reliure
Relié
Nombre de pages
621
Coordonnées du fabricant
non disponible
Personne responsable
Buchpark GmbH
gpsr@buchpark.de

Krügerweg 1
Trebbin
Brandenburg
14959
Allemagne

Autres éditions populaires du même titre

9780122683800: Stochastic Analysis

Edition présentée

ISBN 10 :  0122683803 ISBN 13 :  9780122683800
Editeur : Academic Press Inc, 1978
Couverture rigide