Real and Stochastic Analysis (eBook, PDF)

New Perspectives
Redaktion: Rao, M. M.

• Format: PDF

Produktbeschreibung

Written by active researchers, each of the six independent chapters in this volume is devoted to a particular application of functional analytic methods in stochastic analysis, ranging from work in hypoelliptic operators to quantum field theory. Every chapter contains substantial new results as well as a clear, unified account of the existing theory; relevant references and numerous open problems are also included. Self-contained, well-motivated, and replete with suggestions for further investigation, this book will be especially valuable as a seminar text for dissertation-level graduate students. Research mathematicians and physicists will also find it a useful and stimulating reference.

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Produktdetails

• Verlag: Birkhäuser Boston
• Seitenzahl: 406
• Erscheinungstermin: 6. Dezember 2012
• Englisch
• ISBN-13: 9781461220541
• Artikelnr.: 44203678

Autorenporträt

Contributions by D.R. Bell, B.K. Driver, S. Gudder, B. Jefferies, H. Kunita und M.M. Rao

Inhaltsangabe

Preface Rao: Introduction and Outline Bell: Stochastic Differential Equations and Hypoelliptic Operators Driver: Curved Wiener Space Analysis Gudder: Noncommutative Probability and Applications Jefferies: Advances and Applications of the Feynman Integral Kunita: Stochastic Differential Equations Based on Levy Processes and Stochastic Flows of Diffeomorphisms Rao: Convolutions of Vector Fields - II: Amenability and Spectral Properties Index

Rezensionen

"Although most of the papers contain new results and/or proofs, their authors tried to make them reasonably self-contained and provide a wide background to the problems studied, so the papers should be accessible to advanced graduate students and serve as an introduction to some topics which have been paid considerable attention recently." -- Applications of Mathematics