Trends in stochastic analysis: Festschrift in the honour of Heinrich von Weizsäcker
Saved in:
| Other Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, New York, Melbourne, Madrid, Cape Town, Singapore, Sao Paulo, Delhi
Cambridge University Press
2009
|
| Edition: | first published |
| Series: | London Mathematical Society lecture note series
353 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis Klappentext |
| Item Description: | Bibliogr. H. von Weizsäcker S. 5 - 9. - Literaturangaben |
| Physical Description: | vi, 390 Seiten Diagramme |
| ISBN: | 9780521718219 052171821x |
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| 245 | 1 | 0 | |a Trends in stochastic analysis |b Festschrift in the honour of Heinrich von Weizsäcker |c Edited by Jochen Blath, Peter Mörters and Michael Scheutzow |
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Record in the Search Index
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| adam_text | Contents
Preface
page
1
Heinrich von Weizsäcker s
students
3
Heinrich von Weizsäcker
s publications
5
I. Foundations and techniques in stochastic analysis
11
1
Random variables
—
without basic space
Götz
Kerst ing
13
2
Chaining techniques and their application to stochastic
flows
Michael Scheutzow
35
3
Ergodic properties of a class of non-Markovian processes
Martin Hairer
65
4
Why study multifractal spectra?
Peter
Mörters
99
II. Construction, simulation, discretization of stochastic processes^
5
Construction of surface measures for Brownian motion
Nadia Sidorova.
Olaf Wittich 123
6
Sampling conditioned diffusions
Martin Hairer. Andrew Stuart.
Jochen Voß 159
7
Asymptotic formulae for coding problems: a review
Steffen Dereich 187
III. Stochastic analysis in mathematical physics
233
8
Intermittency on catalysts
Jürgen Gärtner,
Frank den Hollander, Gregory
Maillard
235
vi
Contents
9
Stochastic dynamical systems in infinite dimensions
Salah-Eldin A. Mohammed
249
10
Feynman formulae for evolutionary equations
Oleg
G.
Smolyanov
283
11
Deformation quantization in infinite dimensional analy¬
sis
Rémi Léandre
303
IV. Stochastic analysis in mathematical biology
327
12
Measure-valued diffusions, coalescents and genetic infer¬
ence
Matthias Birkner,
Jodien Blath
329
13
How often does the ratchet click? Facts, heuristics,
asymptotics
Alison M.
Etheridge.
Peter Pfaffelhuber. Anton Wakolbinger
365
LONDON
MATHEMATICAL SOCIETY
LECTURE NOTE SERIES
Edited by Professor M. Reid
Mathematics
Instituie,
University of Warwick, Coventry CV4
7
AL,
United Kingdom
with the assistance of
S. Donkin
(
York)
I. Fesenko (Nottingham)
J. Roe (Pennsylvania)
E. Siili
(Oxford)
The London Mathematical Society- is incorporated under Royal Charter.
Trends in Stochastic Analysis
A Festschrift in Honour of
Heinrich
v.
Weizsäcker
Edited by
Jochen
Blath, Peter
Mörters
and Michael Scheutzow
Presenting important trends in the field of stochastic analysis, this collection of
13
articles provides an overview of recent developments and new results.
Written by leading experts in the field, the articles cover a wide range of topics,
ranging from an alternative set-up of rigorous probability to the sampling of
conditioned diffusions. Applications in physics and biology are treated, with
discussion of Feynman formulas, intermittency of Anderson models and genetic
inference. A large number of the articles are topical surveys of probabilistic-
tools such as chaining techniques, and of research fields within stochastic
analysis, including stochastic dynamics and muitifractal analysis. Showcasing
the diversity of research activities in the field, this book is essential reading for
any student or researcher looking for a guide to modern trends in stochastic
analysis and neighbouring fields.
|
| adam_txt |
Contents
Preface
page
1
Heinrich von Weizsäcker's
students
3
Heinrich von Weizsäcker'
s publications
5
I. Foundations and techniques in stochastic analysis
11
1
Random variables
—
without basic space
Götz
Kerst ing
13
2
Chaining techniques and their application to stochastic
flows
Michael Scheutzow
35
3
Ergodic properties of a class of non-Markovian processes
Martin Hairer
65
4
Why study multifractal spectra?
Peter
Mörters
99
II. Construction, simulation, discretization of stochastic processes^
5
Construction of surface measures for Brownian motion
Nadia Sidorova.
Olaf Wittich 123
6
Sampling conditioned diffusions
Martin Hairer. Andrew Stuart.
Jochen Voß 159
7
Asymptotic formulae for coding problems: a review
Steffen Dereich 187
III. Stochastic analysis in mathematical physics
233
8
Intermittency on catalysts
Jürgen Gärtner,
Frank den Hollander, Gregory
Maillard
235
vi
Contents
9
Stochastic dynamical systems in infinite dimensions
Salah-Eldin A. Mohammed
249
10
Feynman formulae for evolutionary equations
Oleg
G.
Smolyanov
283
11
Deformation quantization in infinite dimensional analy¬
sis
Rémi Léandre
303
IV. Stochastic analysis in mathematical biology
327
12
Measure-valued diffusions, coalescents and genetic infer¬
ence
Matthias Birkner,
Jodien Blath
329
13
How often does the ratchet click? Facts, heuristics,
asymptotics
Alison M.
Etheridge.
Peter Pfaffelhuber. Anton Wakolbinger
365
LONDON
MATHEMATICAL SOCIETY
LECTURE NOTE SERIES
Edited by Professor M. Reid
Mathematics
Instituie,
University of Warwick, Coventry CV4
7
AL,
United Kingdom
with the assistance of
S. Donkin
(
York)
I. Fesenko (Nottingham)
J. Roe (Pennsylvania)
E. Siili
(Oxford)
The London Mathematical Society- is incorporated under Royal Charter.
Trends in Stochastic Analysis
A Festschrift in Honour of
Heinrich
v.
Weizsäcker
Edited by
Jochen
Blath, Peter
Mörters
and Michael Scheutzow
Presenting important trends in the field of stochastic analysis, this collection of
13
articles provides an overview of recent developments and new results.
Written by leading experts in the field, the articles cover a wide range of topics,
ranging from an alternative set-up of rigorous probability to the sampling of
conditioned diffusions. Applications in physics and biology are treated, with
discussion of Feynman formulas, intermittency of Anderson models and genetic
inference. A large number of the articles are topical surveys of probabilistic-
tools such as chaining techniques, and of research fields within stochastic
analysis, including stochastic dynamics and muitifractal analysis. Showcasing
the diversity of research activities in the field, this book is essential reading for
any student or researcher looking for a guide to modern trends in stochastic
analysis and neighbouring fields. |
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| illustrated | Not Illustrated |
| index_date | 2024-07-02T21:56:49Z |
| indexdate | 2024-07-09T21:21:06Z |
| institution | BVB |
| isbn | 9780521718219 052171821x |
| language | English |
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| physical | vi, 390 Seiten Diagramme |
| publishDate | 2009 |
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| publisher | Cambridge University Press |
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| series | London Mathematical Society lecture note series |
| series2 | London Mathematical Society lecture note series |
| spelling | Trends in stochastic analysis Festschrift in the honour of Heinrich von Weizsäcker Edited by Jochen Blath, Peter Mörters and Michael Scheutzow first published Cambridge, New York, Melbourne, Madrid, Cape Town, Singapore, Sao Paulo, Delhi Cambridge University Press 2009 vi, 390 Seiten Diagramme txt rdacontent n rdamedia nc rdacarrier London Mathematical Society lecture note series 353 Bibliogr. H. von Weizsäcker S. 5 - 9. - Literaturangaben Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content (DE-588)4016928-5 Festschrift gnd-content Stochastische Analysis (DE-588)4132272-1 s DE-604 Blath, Jochen (DE-588)101810206X edt Mörters, Peter (DE-588)115740619 edt Scheutzow, Michael 1954- (DE-588)141284498 edt Weizsäcker, Heinrich von 1947- (DE-588)108508900 hnr London Mathematical Society lecture note series 353 (DE-604)BV000000130 353 Digitalisierung UB Bayreuth application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016720382&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Bayreuth application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016720382&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Klappentext |
| spellingShingle | Trends in stochastic analysis Festschrift in the honour of Heinrich von Weizsäcker London Mathematical Society lecture note series Stochastische Analysis (DE-588)4132272-1 gnd |
| subject_GND | (DE-588)4132272-1 (DE-588)4143413-4 (DE-588)4016928-5 |
| title | Trends in stochastic analysis Festschrift in the honour of Heinrich von Weizsäcker |
| title_auth | Trends in stochastic analysis Festschrift in the honour of Heinrich von Weizsäcker |
| title_exact_search | Trends in stochastic analysis Festschrift in the honour of Heinrich von Weizsäcker |
| title_exact_search_txtP | Trends in stochastic analysis Festschrift in the honour of Heinrich von Weizsäcker |
| title_full | Trends in stochastic analysis Festschrift in the honour of Heinrich von Weizsäcker Edited by Jochen Blath, Peter Mörters and Michael Scheutzow |
| title_fullStr | Trends in stochastic analysis Festschrift in the honour of Heinrich von Weizsäcker Edited by Jochen Blath, Peter Mörters and Michael Scheutzow |
| title_full_unstemmed | Trends in stochastic analysis Festschrift in the honour of Heinrich von Weizsäcker Edited by Jochen Blath, Peter Mörters and Michael Scheutzow |
| title_short | Trends in stochastic analysis |
| title_sort | trends in stochastic analysis festschrift in the honour of heinrich von weizsacker |
| title_sub | Festschrift in the honour of Heinrich von Weizsäcker |
| topic | Stochastische Analysis (DE-588)4132272-1 gnd |
| topic_facet | Stochastische Analysis Aufsatzsammlung Festschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016720382&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016720382&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000000130 |
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