Proceedings of the International Conference on Stochastic Analysis and Applications

Proceedings of the International Conference on Stochastic Analysis and Applications PDF

Author: Sergio Albeverio

Publisher: Springer Science & Business Media

Published: 2004-07-28

Total Pages: 364

ISBN-13: 9781402024672

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Stochastic analysis is a field of mathematical research having numerous interactions with other domains of mathematics such as partial differential equations, riemannian path spaces, dynamical systems, optimization. It also has many links with applications in engineering, finance, quantum physics, and other fields. This book covers recent and diverse aspects of stochastic and infinite-dimensional analysis. The included papers are written from a variety of standpoints (white noise analysis, Malliavin calculus, quantum stochastic calculus) by the contributors, and provide a broad coverage of the subject. This volume will be useful to graduate students and research mathematicians wishing to get acquainted with recent developments in the field of stochastic analysis.

Proceedings of the International Conference on Stochastic Analysis and Applications

Proceedings of the International Conference on Stochastic Analysis and Applications PDF

Author: Sergio Albeverio

Publisher: Springer Science & Business Media

Published: 2013-03-20

Total Pages: 347

ISBN-13: 1402024681

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Stochastic analysis is a field of mathematical research having numerous interactions with other domains of mathematics such as partial differential equations, riemannian path spaces, dynamical systems, optimization. It also has many links with applications in engineering, finance, quantum physics, and other fields. This book covers recent and diverse aspects of stochastic and infinite-dimensional analysis. The included papers are written from a variety of standpoints (white noise analysis, Malliavin calculus, quantum stochastic calculus) by the contributors, and provide a broad coverage of the subject. This volume will be useful to graduate students and research mathematicians wishing to get acquainted with recent developments in the field of stochastic analysis.

Stochastic Analysis and Applications

Stochastic Analysis and Applications PDF

Author: Ana Bela Cruzeiro

Publisher: Springer Science & Business Media

Published: 1991

Total Pages: 216

ISBN-13: 9780817635671

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At the end of the summer 1989, an international conference on stochastic analysis and related topics was held for the first time in Lisbon (Portu gal). This meeting was made possible with the help of INIC and JNICT, two organizations devoted to the encouragement of scientific research in Portugal. The meeting was interdiciplinary since mathematicians and mathematical physicists from around the world were invited to present their recent works involving probability theory, analysis, geometry and physics, a wide area of cross fertilization in recent years. Portuguese scientific research is expanding fast, these days, faster, some times, than the relevant academic structures. The years to come will be determinant for the orientation of those young Portuguese willing to take an active part in the international scientific community. Lisbon's summer 89 meeting should initiate a new Iberic tradition, attrac tive both for these researchers to be and, of course, for the selected guests. Judging by the quality of contributions collected here, it is not unrealistic to believe that a tradition of "southern randomness" may well be established.

Algebraic Structures and Applications

Algebraic Structures and Applications PDF

Author: Sergei Silvestrov

Publisher: Springer Nature

Published: 2020-06-18

Total Pages: 976

ISBN-13: 3030418502

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This book explores the latest advances in algebraic structures and applications, and focuses on mathematical concepts, methods, structures, problems, algorithms and computational methods important in the natural sciences, engineering and modern technologies. In particular, it features mathematical methods and models of non-commutative and non-associative algebras, hom-algebra structures, generalizations of differential calculus, quantum deformations of algebras, Lie algebras and their generalizations, semi-groups and groups, constructive algebra, matrix analysis and its interplay with topology, knot theory, dynamical systems, functional analysis, stochastic processes, perturbation analysis of Markov chains, and applications in network analysis, financial mathematics and engineering mathematics. The book addresses both theory and applications, which are illustrated with a wealth of ideas, proofs and examples to help readers understand the material and develop new mathematical methods and concepts of their own. The high-quality chapters share a wealth of new methods and results, review cutting-edge research and discuss open problems and directions for future research. Taken together, they offer a source of inspiration for a broad range of researchers and research students whose work involves algebraic structures and their applications, probability theory and mathematical statistics, applied mathematics, engineering mathematics and related areas.

Recent Developments in Stochastic Methods and Applications

Recent Developments in Stochastic Methods and Applications PDF

Author: Albert N. Shiryaev

Publisher: Springer Nature

Published: 2021-08-02

Total Pages: 370

ISBN-13: 303083266X

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Highlighting the latest advances in stochastic analysis and its applications, this volume collects carefully selected and peer-reviewed papers from the 5th International Conference on Stochastic Methods (ICSM-5), held in Moscow, Russia, November 23-27, 2020. The contributions deal with diverse topics such as stochastic analysis, stochastic methods in computer science, analytical modeling, asymptotic methods and limit theorems, Markov processes, martingales, insurance and financial mathematics, queueing theory and stochastic networks, reliability theory, risk analysis, statistical methods and applications, machine learning and data analysis. The 29 articles in this volume are a representative sample of the 87 high-quality papers accepted and presented during the conference. The aim of the ICSM-5 conference is to promote the collaboration of researchers from Russia and all over the world, and to contribute to the development of the field of stochastic analysis and applications of stochastic models.

Stochastic Analysis

Stochastic Analysis PDF

Author: Avner Friedman

Publisher:

Published: 1978

Total Pages: 360

ISBN-13:

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Optimal stopping in a reliability problem; On the Hamilton-Jacobi approach for the optimal control of diffusion processes with Jumps; On the number of distinct sites visited by a Random Walk; Duality for markov processes; Stochastic dynamical systems and their flows; Some measure-valued population processes; Optimal stopping for random evolution of multidimensional poisson processes with partial observation; The tail 0-field of one dimensional diffusions.

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