Recent development in stochastic dynamics and stochastic analysis:
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Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Singapore World Scientific ©2010
Schriftenreihe:Interdisciplinary mathematical sciences vol. 8
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Online-Zugang:FAW01
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Beschreibung:Includes bibliographical references
Hyperbolic equations with random boundary conditions / Zdzisław Brzeźniak and Szymon Peszat -- Decoherent information of quantum operations / Xuelian Cao, Nan Li and Shunlong Luo -- Stabilization of evolution equations by noise / Tomás Caraballo and Peter E. Kloeden -- Stochastic quantifications of missing mechanisms in dynamical systems / Baohua Chen and Jinqiao Duan -- Banach space-valued functionals of white noise / Yin Chen and Caishi Wang -- Hurst index estimation for self-similar processes with long-memory / Alexandra Chronopoulou and Frederi G. Viens -- Modeling colored noise by fractional Brownian motion / Jinqiao Duan, Chujin Li and Xiangjun Wang -- A sufficient condition for non-explosion for a class of stochastic partial differential equations / Hongbo Fu, Daomin Cao and Jinqiao Duan -- The influence of transaction costs on optimal control for an insurance company with a new value function / Lin He, Zongxia Liang and Fei Xing -- Limit theorems for p-variations of solutions of SDEs driven by additive stable Lévy noise and model selection for paleo-climatic data / Claudia Hein, Peter Imkeller and Ilya Pavlyukevich -- Class II semi-subgroups of the infinite dimensional rotation group and associated lie algebra / Takeyuki Hida and Si Si -- Stopping Weyl processes / Robin L. Hudson -- Karhunen-Loéve expansion for stochastic convolution of cylindrical fractional Brownian motions / Zongxia Liang -- Stein's method meets Malliavin calculus : a short survey with new estimates / Ivan Nourdin and Giovanni Peccati -- On stochastic integrals with respect to an infinite number of Poisson point process and its applications / Guanglin Rang, Qing Li and Sheng You -- Lévy white noise, elliptic SPDEs and Euclidean random fields / Jiang-Lun Wu -- A short presentation of Choquet integral / Jia-An Yan
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
Beschreibung:1 Online-Ressource (xvi, 291 pages)
ISBN:9789814277259
9789814277266
9814277258
9814277266

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