國立虎尾科技大學 |

Stochastic Analysis: A Series of Lectures = Centre Interfacultaire Bernoulli, January–June 2012, Ecole Polytechnique Fédérale de Lausanne, Switzerland /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Stochastic Analysis: A Series of Lectures/ edited by Robert C. Dalang, Marco Dozzi, Franco Flandoli, Francesco Russo.
其他題名:	Centre Interfacultaire Bernoulli, January–June 2012, Ecole Polytechnique Fédérale de Lausanne, Switzerland /
其他作者:	Dalang, Robert C.
面頁冊數:	XIII, 393 p.online resource. :
Contained By:	Springer Nature eBook
標題:	Probabilities. -
電子資源:	https://doi.org/10.1007/978-3-0348-0909-2
ISBN:	9783034809092

Stochastic Analysis: A Series of Lectures = Centre Interfacultaire Bernoulli, January–June 2012, Ecole Polytechnique Fédérale de Lausanne, Switzerland /
Stochastic Analysis: A Series of LecturesCentre Interfacultaire Bernoulli, January–June 2012, Ecole Polytechnique Fédérale de Lausanne, Switzerland /[electronic resource] :edited by Robert C. Dalang, Marco Dozzi, Franco Flandoli, Francesco Russo. - 1st ed. 2015. - XIII, 393 p.online resource. - Progress in Probability,681050-6977 ;. - Progress in Probability,70.

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.Ondreját: 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 Lévy 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 Lévy 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 Lévy 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 Fédérale 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. Brzeźniak K. Burdzy A.B. Cruzeiro F. Flandoli A. Kohatsu-Higa S. Mazzucchi C. Mueller J. van Neerven M. Ondreját S. Peszat M. Veraar L. Weis J.-C. Zambrini.

ISBN: 9783034809092

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

527847
Probabilities.

LC Class. No.: QA273.A1-274.9

Dewey Class. No.: 519.2

Stochastic Analysis: A Series of Lectures = Centre Interfacultaire Bernoulli, January–June 2012, Ecole Polytechnique Fédérale de Lausanne, Switzerland /
LDR:03972nam a22004215i 4500 001 968499
003 DE-He213
005 20200704020347.0
007 cr nn 008mamaa
008 201211s2015 sz | s |||| 0|eng d
020 $a 9783034809092 $9 978-3-0348-0909-2
024 7 $a 10.1007/978-3-0348-0909-2 $2 doi
035 $a 978-3-0348-0909-2
050 4 $a QA273.A1-274.9
050 4 $a QA274-274.9
072 7 $a PBT $2 bicssc
072 7 $a MAT029000 $2 bisacsh
072 7 $a PBT $2 thema
072 7 $a PBWL $2 thema
082 0 4 $a 519.2 $2 23
245 1 0 $a Stochastic Analysis: A Series of Lectures $h [electronic resource] : $b Centre Interfacultaire Bernoulli, January–June 2012, Ecole Polytechnique Fédérale de Lausanne, Switzerland / $c edited by Robert C. Dalang, Marco Dozzi, Franco Flandoli, Francesco Russo.
250 $a 1st ed. 2015.
264 1 $a Basel : $b Springer Basel : $b Imprint: Birkhäuser, $c 2015.
300 $a XIII, 393 p. $b online resource.
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
347 $a text file $b PDF $2 rda
490 1 $a Progress in Probability, $x 1050-6977 ; $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.Ondreját: 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 Lévy 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 Lévy 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 Lévy 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 Fédérale 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. Brzeźniak K. Burdzy A.B. Cruzeiro F. Flandoli A. Kohatsu-Higa S. Mazzucchi C. Mueller J. van Neerven M. Ondreját S. Peszat M. Veraar L. Weis J.-C. Zambrini.
650 0 $a Probabilities. $3 527847
650 0 $a Partial differential equations. $3 1102982
650 0 $a Applied mathematics. $3 1069907
650 0 $a Engineering mathematics. $3 562757
650 1 4 $a Probability Theory and Stochastic Processes. $3 593945
650 2 4 $a Partial Differential Equations. $3 671119
650 2 4 $a Applications of Mathematics. $3 669175
700 1 $a Dalang, Robert C. $4 edt $4 http://id.loc.gov/vocabulary/relators/edt $3 679604
700 1 $a Dozzi, Marco. $4 edt $4 http://id.loc.gov/vocabulary/relators/edt $3 679605
700 1 $a Flandoli, Franco. $4 edt $4 http://id.loc.gov/vocabulary/relators/edt $3 785442
700 1 $a Russo, Francesco. $4 edt $4 http://id.loc.gov/vocabulary/relators/edt $3 679606
710 2 $a SpringerLink (Online service) $3 593884
773 0 $t Springer Nature eBook
776 0 8 $i Printed edition: $z 9783034809108
776 0 8 $i Printed edition: $z 9783034809085
830 0 $a Progress in Probability, $x 1050-6977 ; $v 70 $3 1263666
856 4 0 $u https://doi.org/10.1007/978-3-0348-0909-2
912 $a ZDB-2-SMA
912 $a ZDB-2-SXMS
950 $a Mathematics and Statistics (SpringerNature-11649)
950 $a Mathematics and Statistics (R0) (SpringerNature-43713)