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Stochastic Analysis and Related Topics VIII
Hardcover
Series: Progress in Probability, Book 53
General MathematicsProbability & Statistics
ISBN13: 9783764369989
Publisher: Springer Nature
Published: Apr 1 2003
Pages: 208
Weight: 1.07
Height: 0.56 Width: 6.14 Depth: 9.21
Language: English
Over the last years, stochastic analysis has had an enormous progress with the impetus originating from different branches of mathematics: PDE's and the Malliavin calculus, quantum physics, path space analysis on curved manifolds via probabilistic methods, and more.
The topics include stochastic control theory, generalized functions in a nonlinear setting, tangent spaces of manifold-valued paths with quasi-invariant measures, and applications in game theory, theoretical biology and theoretical physics.
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