Recent Development In Stochastic Dynamics And Stochastic Analysis
eBook - PDF

Recent Development In Stochastic Dynamics And Stochastic Analysis

  1. 308 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Recent Development In Stochastic Dynamics And Stochastic Analysis

About this book

Stochastic dynamical systems and stochastic analysis are of great interests not only to mathematicians but also to scientists in other areas. Stochastic dynamical systems tools for modeling and simulation are highly demanded in investigating complex phenomena in, for example, environmental and geophysical sciences, materials science, life sciences, physical and chemical sciences, finance and economics.The volume reflects an essentially timely and interesting subject and offers reviews on the recent and new developments in stochastic dynamics and stochastic analysis, and also some possible future research directions. Presenting a dozen chapters of survey papers and research by leading experts in the subject, the volume is written with a wide audience in mind ranging from graduate students, junior researchers to professionals of other specializations who are interested in the subject.

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Yes, you can access Recent Development In Stochastic Dynamics And Stochastic Analysis by Jinqiao Duan, Shunlong Luo, Caishi Wang in PDF and/or ePUB format, as well as other popular books in Biological Sciences & Science General. We have over one million books available in our catalogue for you to explore.

Table of contents

  1. Contents
  2. Editorial Foreword
  3. Preface
  4. 1. Hyperbolic Equations with Random Boundary Conditions Zdzis law BrzeĀ“zniak and Szymon Peszat
  5. 2. Decoherent Information of Quantum Operations Xuelian Cao, Nan Li and Shunlong Luo
  6. 3. Stabilization of Evolution Equations by Noise TomĀ“as Caraballo and Peter E. Kloeden
  7. 4. Stochastic Quantification of Missing Mechanisms in Dynamical Systems Baohua Chen and Jinqiao Duan
  8. 5. Banach Space-Valued Functionals of White Noise Yin Chen and Caishi Wang
  9. 6. Hurst Index Estimation for Self-Similar Processes with Long-Memory Alexandra Chronopoulou and Frederi G. Viens
  10. 7. Modeling Colored Noise by Fractional Brownian Motion Jinqiao Duan, Chujin Li and Xiangjun Wang
  11. 8. A Sufficient Condition for Non-Explosion for a Class of Stochastic Partial Di.erential Equations Hongbo Fu, Daomin Cao and Jinqiao Duan
  12. 9. The Influence of Transaction Costs on Optimal Control for an Insurance Company with a New Value Function Lin He, Zongxia Liang and Fei Xing
  13. 10. Limit Theorems for p-Variations of Solutions of SDEs Driven by Additive Stable LĀ“evy Noise and Model Selection for Paleo-Climatic Data Claudia Hein, Peter Imkeller and Ilya Pavlyukevich
  14. 11. Class II Semi-Subgroups of the Infinite Dimensional Rotation Group and Associated Lie Algebra Takeyuki Hida and Si Si
  15. 12. Stopping Weyl Processes Robin L. Hudson
  16. 13. Karhunen-LoĀ“eve Expansion for Stochastic Convolution of Cylindrical Fractional Brownian Motions Zongxia Liang
  17. 14. Steinā€™s Method Meets Malliavin Calculus: A Short Survey With New Estimates Ivan Nourdin and Giovanni Peccati
  18. 15. On Stochastic Integrals with Respect to an In.nite Number of Poisson Point Process and Its Applications Guanglin Rang, Qing Li and Sheng You
  19. 16. LĀ“evy White Noise, Elliptic SPDEs and Euclidean Random Fields Jiang-Lun Wu
  20. 17. A Short Presentation of Choquet Integral Jia-An Yan