Stochastic Analysis 2010 - Couverture rigide

Couverture rigide

ISBN 10 : 3642153577 ISBN 13 : 9783642153570

Editeur : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 2010

Synopsis

Stochastic Analysis provides mathematical tools to both describe and model high dimensional random systems. The text presents a sample of the current research in the different branches of the subject, including collected works of the participants at the the 7th ISAAC Congress at Imperial College London, July 2009.

A propos du livre

À propos de l'auteur

Dr. Dan Crisan is a Reader in Mathematics at Imperial College London, whose expertise area lies in Stochastic Analysis with applications in Engineering and Finance. His main area of research is stochastic filtering theory, a topic which deals with the estimation of partially observed signals. Some of the many applications of stochastic filtering are signal processing, satellite tracking, global positioning systems, spell checkers, weather forecasting, EEG/ECG analysis and computer vision. In 2009 Springer published his book Fundamentals of Stochastic Filtering. Dr. Crisan is member of the editorial board of the Journal of Mathematics and Computation. He is also actively involved in teaching. Among numerous other courses, he has taught stochastic filtering, numerical Stochastics, and measure-valued processes at Imperial College; applied probability, and stochastic calculus and applications at Cambridge University.

Détails de l'édition

• Éditeur: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
• Date d'édition: 2010
• Langue: anglais
• ISBN 10: 3642153577
• ISBN 13: 9783642153570
• Reliure: Relié
• Nombre de pages: 307
• Éditeur: Crisan Dan
• Coordonnées du fabricant: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Allemagne