New Trends In Stochastic Analysis: Proceedings Of The Tanaguchi International Symposium

New Trends In Stochastic Analysis: Proceedings Of The Tanaguchi International Symposium

K David Elworthy

Format: Print Book

ISBN: 9789810228675

  • SGD 201.16
    Unit price per 
Tax included.


The Taniguchi International workshop on 'New Trends in Stochastic Analysis' was held at Charingworth Manor, Gloucestershire, England from September 21-27, 1994. The workshop was followed by a symposium held with the Mathematics Research Centre of the University of Warwick from Sep 28 to Oct 1. In these meetings several of the new directions that stochastic analysis is taking were discussed, ranging from analysis on fractals to analysis on loop spaces.This volume contains articles by 15 participants, reflecting this range of topics. Amongst them are discussed: Sobolev and logrithmic Sobolev inequalities for Markov semigroups, asymptotics for heat equations on the exterior of convex domains, 2 D stochastic Ising models, reaction diffusion equations with noise and new approaches to infinite dimensional stochastic analysis including a Malliavin type calculus for equations driven by 'rough signals'.

Format: Hardcover
No of Pages: 440
Imprint: World Scientific
Publication date: 19970505






We Also Recommend