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Field name	Details
Dewey Class	519.2
Title	Stochastic Analysis: A Series of Lectures ([EBook]) : Centre Interfacultaire Bernoulli, January–June 2012, Ecole Polytechnique Fédérale de Lausanne, Switzerland / edited by Robert C. Dalang, Marco Dozzi, Franco Flandoli, Francesco Russo.
Added Personal Name	Dalang, Robert C.
	Dozzi, Marco
	Flandoli, Franco
	Russo, Francesco
Other name(s)	SpringerLink (Online service)
Publication	Basel : Birkhäuser , 2015.
Physical Details	XIII, 393 pages : online resource.
Series	Progress in probability 1050-6977 ; ; 68
ISBN	9783034809092
Summary Note	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.:
Contents note	Preface -- List of participants -- S. Albeverio and S. Mazzucchi: An introduction to infinite dimensional oscillatory and probabilistic integrals -- M. Arnaudon and A.B. Cruzeiro: Stochastic Lagrangian flows and the Navier-Stokes equations -- V. Bally: Integration by parts formulas and regularity of probability laws -- V. Barbu: Stochastic porous media equations -- H. Bessaih: Stochastic incompressible Euler equations in a two-dimensional domain -- Z. Brzezniak and M.Ondreját: Stochastic geometric wave equations -- K. Burdzy: Reflections on reflections -- F. Flandoli: A stochastic view over the open problem of well-posed ness for the 3D Navier-Stokes equations -- A. Kohatsu-Higa: A short course on weak approximations for Lévy driven SDE's -- C. Mueller: Stochastic PDE from the point of view of particle systems and duality -- J. van Neerven, M. Veraar and L. Weis: Stochastic integration in Banach spaces – a survey -- S. Peszat: Stochastic partial differential equations with Lévy noise (a few aspects) -- J.C. Zambrini: The research program of stochastic deformation (with a view toward geometric mechanics).
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site	http://dx.doi.org/10.1007/978-3-0348-0909-2
Links to Related Works	Subject References: Applications of Mathematics . Applied mathematics . Engineering mathematics . Partial differential equations . Probabilities . Probability theory and stochastic processes . Random fields . Authors: Dalang, Robert C. . Dozzi, Marco . editor . Flandoli, Franco . Russo, Francesco . Corporate Authors: SpringerLink (Online service) . Series: Progress in probability . Classification: 519.2 . 519.2 (DDC 23) .

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Stochastic Analysis: A Series of Lectures: Centre Interfacultaire Bernoulli, January–June 2012, Ecole Polytechnique Fédérale de Lausanne, Switzerland

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