Trends in Stochastic Analysis

Jochen Blath (Editor), Peter Morters (Editor), Michael Scheutzow (Editor)

Research output: Book/ReportBook

Abstract

Presenting important trends in the field of stochastic analysis, this collection of thirteen articles provides an overview of recent developments and new results. Written by leading experts in the field, the articles cover a wide range of topics, ranging from an alternative set-up of rigorous probability to the sampling of conditioned diffusions. Applications in physics and biology are treated, with discussion of Feynman formulas, intermittency of Anderson models and genetic inference. A large number of the articles are topical surveys of probabilistic tools such as chaining techniques, and of research fields within stochastic analysis, including stochastic dynamics and multifractal analysis. Showcasing the diversity of research activities in the field, this book is essential reading for any student or researcher looking for a guide to modern trends in stochastic analysis and neighbouring fields.
Original languageEnglish
Place of PublicationCambridge
PublisherCambridge University Press
Volume353
ISBN (Print)9780521718219
Publication statusPublished - 2009

Publication series

NameLondon Mathematical Society Lecture Note Series
PublisherCambridge University Press

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Cite this

Blath, J., Morters, P., & Scheutzow, M. (Eds.) (2009). Trends in Stochastic Analysis. (London Mathematical Society Lecture Note Series). Cambridge: Cambridge University Press.

Trends in Stochastic Analysis. / Blath, Jochen (Editor); Morters, Peter (Editor); Scheutzow, Michael (Editor).

Cambridge : Cambridge University Press, 2009. (London Mathematical Society Lecture Note Series).

Research output: Book/ReportBook

Blath, J, Morters, P & Scheutzow, M (eds) 2009, Trends in Stochastic Analysis. London Mathematical Society Lecture Note Series, vol. 353, Cambridge University Press, Cambridge.
Blath J, (ed.), Morters P, (ed.), Scheutzow M, (ed.). Trends in Stochastic Analysis. Cambridge: Cambridge University Press, 2009. (London Mathematical Society Lecture Note Series).
Blath, Jochen (Editor) ; Morters, Peter (Editor) ; Scheutzow, Michael (Editor). / Trends in Stochastic Analysis. Cambridge : Cambridge University Press, 2009. (London Mathematical Society Lecture Note Series).
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