Stochastic Analysis: A Series of Lectures Centre Interfacultaire Bernoulli, January–June 2012, Ecole Polytechnique Fédérale de Lausanne, Switzerland /

• Corporate Author: SpringerLink (Online service)
• Other Authors: Dalang, Robert C. (Editor), Dozzi, Marco (Editor), Flandoli, Franco (Editor), Russo, Francesco (Editor)
• Format: Electronic eBook
• Language: English
• Published: Basel : Springer Basel : Imprint: Birkhäuser, 2015.
• Series: Progress in Probability, 68
• Subjects: Mathematics.; Partial differential equations.; Applied mathematics.; Engineering mathematics.; Probabilities.; Probability Theory and Stochastic Processes.; Partial Differential Equations.; Applications of Mathematics.

This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial different...