Stochastic Analysis And Applications: Proceedings Of The Fifth Gregynog Symposium
Stochastic Analysis And Applications: Proceedings Of The Fifth Gregynog Symposium

Author: Ian M Davies

Publisher: World Scientific

Published: 1996-03-20

Total Pages: 522

ISBN-13: 9814548111

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This volume contains papers which were presented at a meeting entitled “Stochastic Analysis and Applications“ held at Gregynog Hall, Powys, from the 9th — 14th July 1995. The meeting consisted of a mixture of plenary/review talks and special interest sessions covering most of the current areas of activity in stochastic analysis. The meeting was jointly organized by the Department of Mathematics, University of Wales Swansea and the Mathematics Institute, University of Warwick in connection with the Stochastic Analysis year of activity. The papers contained herein are accessible to workers in the field of stochastic analysis and give a good coverage of topics of current interest in the research community.

Seminar on Stochastic Analysis, Random Fields and Applications
Seminar on Stochastic Analysis, Random Fields and Applications

Author: Robert Dalang

Publisher: Birkhäuser

Published: 2012-12-06

Total Pages: 300

ISBN-13: 3034886810

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A collection of 20 refereed research or review papers presented at a six-day seminar in Switzerland. The contributions focus on stochastic analysis, its applications to the engineering sciences, and stochastic methods in financial models, which was the subject of a minisymposium.

Stochastic Analysis
Stochastic Analysis

Author:

Publisher:

Published: 1984

Total Pages: 497

ISBN-13:

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Stochastic analysis, a branch of probability theory stemming from the theory of stochastic differential equations, is becoming increasingly important in connection with partial differential equations, non-linear functional analysis, control theory and statistical mechanics.

Lectures on Probability Theory and Statistics
Lectures on Probability Theory and Statistics

Author: M. Emery

Publisher: Springer

Published: 2007-05-06

Total Pages: 359

ISBN-13: 3540450297

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This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during 17th Aug. - 3rd Sept. 1998. The contents of the three courses are the following: - Continuous martingales on differential manifolds. - Topics in non-parametric statistics. - Free probability theory. The reader is expected to have a graduate level in probability theory and statistics. This book is of interest to PhD students in probability and statistics or operators theory as well as for researchers in all these fields. The series of lecture notes from the Saint-Flour Probability Summer School can be considered as an encyclopedia of probability theory and related fields.