著者紹介

内容

目次

Preface; Part I. Foundations and techniques in stochastic analysis: 1.Random variables - without basic space Gotz Kersting; 2. Chaining techniquesand their application to stochastic flows Michael Scheutzow; 3. Ergodicproperties of a class of non-Markovian processes Martin Hairer; 4. Why studymultifractal spectra? Peter Morters; Part II. Construction, simulation,discretisation of stochastic processes: 5, Construction of surface measuresfor Brownian motion Nadia Sidorova and Olaf Wittich; 6. Sampling conditioneddiffusions Martin Hairer, Andrew Stuart and Jochen Vobeta; 7. Coding andconvex optimization problems Steffen Dereich; Part III. Stochastic analysisin mathematical physics: 8. Intermittency on catalysts Jurgen Gartner, Frankden Hollander and Gregory Maillard; 9. Stochastic dynamical systems ininfinite dimensions Salah-Eldin A. Mohammed; 10. Feynman formulae forevolutionary equations Oleg G.Smolyanov; 11. Deformation quantization ininfinite dimensional analysis Remi Leandre; Part IV. Stochastic analysis inmathematical biology: 12. Measure-valued diffusions, coalescents and geneticinference Matthias Birkner and Jochen Blath; 13. How often does the ratchetclick? Facts, heuristics, asymptotics Alison M. Etheridge, Peter Pfaffelhuberand Anton Wakolbinger.