Stochastic Analysis: A Series of Lectures

Centre Interfacultaire Bernoulli, January–June 2012, Ecole Polytechnique Fédérale de Lausanne, Switzerland

  • Robert C. Dalang
  • Marco Dozzi
  • Franco Flandoli
  • Francesco Russo

Part of the Progress in Probability book series (PRPR, volume 68)

About these proceedings

Introduction

This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection.

The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Fédérale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields of stochastic analysis and mathematical physics.

Contributors:

S. Albeverio
M. Arnaudon
V. Bally
V. Barbu
H. Bessaih
Z. Brzeźniak
K. Burdzy
A.B. Cruzeiro
F. Flandoli
A. Kohatsu-Higa
S. Mazzucchi
C. Mueller
J. van Neerven
M. Ondreját
S. Peszat
M. Veraar
L. Weis
J.-C. Zambrini

Keywords

Lévy processes stochastic PDEs stochastic analysis stochastic calculus stochastic integration

Editors and affiliations

  • Robert C. Dalang
    • 1
  • Marco Dozzi
    • 2
  • Franco Flandoli
    • 3
  • Francesco Russo
    • 4
  1. 1.Institut de MathématiquesEcole Polytechnique Fédérale de LausanneLausanneSwitzerland
  2. 2.Institut Elie CartanUniversité de LorraineVandoeuvre-lès-NancyFrance
  3. 3.Dipartimento di MatematicaUniversità di PisaPisaItaly
  4. 4.Unité de Mathématiques AppliquéesENSTA ParisTech, Université Paris-SaclayPalaiseauFrance

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-0348-0909-2
  • Copyright Information Springer Basel 2015
  • Publisher Name Birkhäuser, Basel
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-0348-0908-5
  • Online ISBN 978-3-0348-0909-2
  • Series Print ISSN 1050-6977
  • Series Online ISSN 2297-0428
  • About this book
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