Seminar on Stochastic Analysis, Random Fields and Applications IV

Seminar on Stochastic Analysis, Random Fields and Applications IV Centro Stefano Franscini, Ascona, May 2002 - Progress in Probability

2004th edition

Hardback (27 Sep 2004)

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Publisher's Synopsis

This volume contains the Proceedings of the Fourth Seminar on Stochastic Analy- sis, Random Fields and Applications, which took place at the Centro Stefano Fran- scini (Monte Verita) in Ascona (Ticino), Switzerland, from May 20 to 24, 2002. The first three editions of this conference occured in 1993, 1996 and 1999. The Seminar covered several topics: fundamental aspects of stochastic analysis, such as stochastic partial differential equations and random fields, and applications to current active fields such as probabilistic methods in fluid dynamics, biomathe- matics, and financial modeling. As in the previous editions, this last topic was the subject of the Fourth Minisymposium on Stochastic Methods in Financial Models. These proceedings aim to present key aspects of these topics to a larger audience. All papers in this volume have been refereed. A major topic within Stochastic Analysis is the area of random fields which includes as particular cases, Gaussian random fields, stochastic partial differential equations (s. p. d. e. 's) and stochastic differential equations with values in Banach spaces. In this framework, interesting new developments were presented in the theory of Gaussian random fields on manifolds with applications to astrophysics and neurosciences. Moreover, with the aim of modeling certain very irregular phe- nomena, a theory of s. p. d. e. 's driven by noises concentrated on hyperplanes was presented.

Book information

ISBN: 9783764371319
Publisher: Birkhäuser Basel
Imprint: Birkhauser
Pub date:
Edition: 2004th edition
Language: English
Number of pages: 328
Weight: 1450g
Height: 234mm
Width: 156mm
Spine width: 20mm