This booklet offers in 13 refereed survey articles an outline of recent task in stochastic research, written via best overseas specialists. the themes addressed comprise stochastic fluid dynamics and regularization through noise of deterministic dynamical platforms; stochastic partial differential equations pushed by way of Gaussian or Lévy noise, together with the connection among parabolic equations and particle platforms, and wave equations in a geometrical framework; Malliavin calculus and functions to stochastic numerics; stochastic integration in Banach areas; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection.
The articles are in line with brief classes given on the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Fédérale de Lausanne, Switzerland, from January to June 2012. they give a important source not just for experts, but in addition for different researchers and Ph.D. scholars within the fields of stochastic research and mathematical physics.
J. van Neerven
Read or Download Stochastic Analysis: A Series of Lectures: Centre Interfacultaire Bernoulli, January-June 2012, Ecole Polytechnique Fédérale de Lausanne, Switzerland (Progress in Probability) PDF
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