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Informationen zum Autor Jochen Blath is a Junior Professor of Applied Stochastics at the Technische Universitat Berlin. Peter Morters is a Professor of Probability at the University of Bath. Michael Scheutzow is a Full Professor at the Technische Universitat Berlin. Klappentext Collection of articles on stochastic analysis written by leading experts; provides overview of recent developments and new results. Zusammenfassung Presenting important trends in the field of stochastic analysis! this collection of thirteen articles provides an overview of recent developments and new results. Leading experts discuss a wide range of topics! ranging from an alternative set-up of rigorous probability to sampling of conditioned diffusions! from Feynmann formulas to genetic inference. Inhaltsverzeichnis Preface; Part I. Foundations and techniques in stochastic analysis: 1. Random variables - without basic space Götz Kersting; 2. Chaining techniques and their application to stochastic flows Michael Scheutzow; 3. Ergodic properties of a class of non-Markovian processes Martin Hairer; 4. Why study multifractal spectra? Peter Mörters; Part II. Construction, simulation, discretisation of stochastic processes: 5, Construction of surface measures for Brownian motion Nadia Sidorova and Olaf Wittich; 6. Sampling conditioned diffusions Martin Hairer, Andrew Stuart and Jochen Voß; 7. Coding and convex optimization problems Steffen Dereich; Part III. Stochastic analysis in mathematical physics: 8. Intermittency on catalysts Jürgen Gärtner, Frank den Hollander and Grégory Maillard; 9. Stochastic dynamical systems in infinite dimensions Salah-Eldin A. Mohammed; 10. Feynman formulae for evolutionary equations Oleg G.Smolyanov; 11. Deformation quantization in infinite dimensional analysis Rémi Léandre; Part IV. Stochastic analysis in mathematical biology: 12. Measure-valued diffusions, coalescents and genetic inference Matthias Birkner and Jochen Blath; 13. How often does the ratchet click? Facts, heuristics, asymptotics Alison M. Etheridge, Peter Pfaffelhuber and Anton Wakolbinger....
