Jochen Blath, Peter Mörters, Michael Scheutzow, "Trends in Stochastic Analysis"
English | 2009 | ISBN: 052171821X | PDF | pages: 374 | 2.8 mb

This outstanding collection of thirteen articles provides an overview of recent developments of significant trends in the field of stochastic analysis. 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. 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 neighboring fields.