Ecole d'Ete de Probabilites de Saint-Flour XV-XVII, 1985-87

This volume contains detailed, worked-out notes of six main courses given at the Saint-Flour Summer Schools from 1985 to 1987.

List of contents

Large deviations and applications.- Applications of non-commutative fourier analysis to probability problems.- Random fields and diffusion processes.- Waves in one-dimensional random media.- Remarks on the point interaction approximation.- Geometric aspects of diffusions on manifolds.- Stochastic mechanics and random fields.

Product details

• Authors: Persi Diaconis, David Elworthy, Hans F¿llmer, Hans Föllmer, Edward Nelson, George Papanicolaou, Srinivasa R. S. Varadhan, Srinivasa R.S. Varadhan
• Assisted by: Paul-Louis Hennequin (Editor)
• Publisher: Springer, Berlin
• Languages: English
• Product format: Paperback / Softback
• Released: 01.01.1988
• EAN: 9783540505495
• ISBN: 978-3-540-50549-5
• No. of pages: 459
• Weight: 658 g
• Series: Lecture Notes in Mathematics; École d'Été de Probabilités de Saint-Flour; Lecture Notes in Mathematics; École d'Été de Probabilités de Saint-Flour
• Subject: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics