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Mathematical Analysis of Random Phenomena
Ana Bela Ferreira CruzeiroHabib OuerdianeNobuaki Obata
其他書名
Proceedings of the International Conference, Hammamet, Tunisia, 12-17 September 2005
出版World Scientific, 2007
主題Mathematics / AppliedMathematics / Probability & Statistics / GeneralMathematics / Probability & Statistics / Stochastic ProcessesMathematics / Mathematical AnalysisScience / Physics / Mathematical & Computational
ISBN98127705429789812770547
URLhttp://books.google.com.hk/books?id=UzVhDQAAQBAJ&hl=&source=gbs_api
EBookSAMPLE
註釋This volume highlights recent developments of stochastic analysis with a wide spectrum of applications, including stochastic differential equations, stochastic geometry, and nonlinear partial differential equations. While modern stochastic analysis may appear to be an abstract mixture of classical analysis and probability theory, this book shows that, in fact, it can provide versatile tools useful in many areas of applied mathematics where the phenomena being described are random. The geometrical aspects of stochastic analysis, often regarded as the most promising for applications, are specially investigated by various contributors to the volume.