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Diffusion Processes and Related Problems in Analysis, Volume II

Stochastic Flows

  • Mark A. Pinsky
  • Volker Wihstutz

Part of the Progress in Probability book series (PRPR, volume 27)

Table of contents

  1. Front Matter
    Pages i-ix
  2. Diffusion Processes and General Stochastic Flows on Manifolds

    1. Front Matter
      Pages 1-1
    2. K. D. Elworthy
      Pages 37-72
  3. Special Flows and Multipoint Motions

    1. Front Matter
      Pages 73-73
    2. R. W. R. Darling
      Pages 75-94
    3. Erhan Çinlar, John S. Kao
      Pages 121-137
  4. Infinite Dimensional Systems

  5. Invariant Measures in Real and White Noise-Driven Systems

  6. Iterated Function Systems

    1. Front Matter
      Pages 281-281
    2. Ludwig Arnold, Hans Crauel
      Pages 283-305
  7. Back Matter
    Pages 347-348

About this book

Introduction

During the weekend of March 16-18, 1990 the University of North Carolina at Charlotte hosted a conference on the subject of stochastic flows, as part of a Special Activity Month in the Department of Mathematics. This conference was supported jointly by a National Science Foundation grant and by the University of North Carolina at Charlotte. Originally conceived as a regional conference for researchers in the Southeastern United States, the conference eventually drew participation from both coasts of the U. S. and from abroad. This broad-based par­ ticipation reflects a growing interest in the viewpoint of stochastic flows, particularly in probability theory and more generally in mathematics as a whole. While the theory of deterministic flows can be considered classical, the stochastic counterpart has only been developed in the past decade, through the efforts of Harris, Kunita, Elworthy, Baxendale and others. Much of this work was done in close connection with the theory of diffusion processes, where dynamical systems implicitly enter probability theory by means of stochastic differential equations. In this regard, the Charlotte conference served as a natural outgrowth of the Conference on Diffusion Processes, held at Northwestern University, Evanston Illinois in October 1989, the proceedings of which has now been published as Volume I of the current series. Due to this natural flow of ideas, and with the assistance and support of the Editorial Board, it was decided to organize the present two-volume effort.

Keywords

differential equation diffusion process dynamical systems probability probability theory stochastic differential equation

Editors and affiliations

  • Mark A. Pinsky
    • 1
  • Volker Wihstutz
    • 2
  1. 1.Department of MathematicsNorthwestern UniversityEvanstonUSA
  2. 2.Department of MathematicsUniversity of North CarolinaCharlotteUSA

Bibliographic information

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