Stochastic analysis is a field of mathematical research having numerous interactions with other domains of mathematics such as partial differential equations, riemannian path spaces, dynamical systems, optimization. It also has many links with applications in engineering, finance, quantum physics, and other fields. This book covers recent and diverse aspects of stochastic and infinite-dimensional analysis. The included papers are written from a variety of standpoints (white noise analysis, Malliavin calculus, quantum stochastic calculus) by the contributors, and provide a broad coverage of the subject.
This volume will be useful to graduate students and research mathematicians wishing to get acquainted with recent developments in the field of stochastic analysis.
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Stochastic analysis is a field of mathematical research having numerous interactions with other domains of mathematics such as partial differential equations, riemannian path spaces, dynamical systems, optimization. It also has many links with applications in engineering, finance, quantum physics, and other fields. This book covers recent and diverse aspects of stochastic and infinite-dimensional analysis. The included papers are written from a variety of standpoints (white noise analysis, Malliavin calculus, quantum stochastic calculus) by the contributors, and provide a broad coverage of the subject.
This volume will be useful to graduate students and research mathematicians wishing to get acquainted with recent developments in the field of stochastic analysis.
Imprint | Springer-Verlag New York |
Country of origin | United States |
Release date | July 2004 |
Availability | Expected to ship within 12 - 17 working days |
First published | 2004 |
Editors | Sergio Albeverio, Anne Boutet De Monvel, Habib Ouerdiane |
Dimensions | 235 x 155 x 20mm (L x W x T) |
Format | Hardcover |
Pages | 350 |
Edition | 2004 ed. |
ISBN-13 | 978-1-4020-2467-2 |
Barcode | 9781402024672 |
Categories | |
LSN | 1-4020-2467-3 |