Real and stochastic analysis : recent advances
Author(s)
Bibliographic Information
Real and stochastic analysis : recent advances
(Probability and stochastics series)
CRC Press, c1997
- : alk. paper
Available at 25 libraries
  Aomori
  Iwate
  Miyagi
  Akita
  Yamagata
  Fukushima
  Ibaraki
  Tochigi
  Gunma
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  Tokyo
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  Niigata
  Toyama
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  Fukui
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  Shimane
  Okayama
  Hiroshima
  Yamaguchi
  Tokushima
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  Saga
  Nagasaki
  Kumamoto
  Oita
  Miyazaki
  Kagoshima
  Okinawa
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-
Library, Research Institute for Mathematical Sciences, Kyoto University数研
: alk. paperC||Real-497034119
Note
Bibliography: p. 388-389
Includes index
Description and Table of Contents
Description
Real and Stochastic Analysis: Recent Advances presents a carefully edited collection of research articles written by research mathematicians and highlighting advances in RSA. A balanced blend of both theory and applications, this book covers six aspects of stochastic analysis in depth and detail.
The first chapters cover the state of the art in tracers analysis, stochastic modeling as it applies to AIDS epidemiology, and the current state of higher order SDEs. Subsequent chapters present a simple approach to Gaussian dichotomy, an overview of harmonizable processes, and stochastic Fubini and Green theorems. Common to all the chapters, the employment of functional analytic methods creates a unified approach. Each chapter includes detailed proofs.
Throughout the book, a substantial amount of new material is presented, much of it for the first time. This forward-looking work presents current accounts of important areas of research, evaluates recent advances, and identifies research frontiers and new challenges.
Table of Contents
Introduction and Overview. Transport Properties of Gaussian Velocity Fields. Planar Stochastic Integration Relative to Quasimartingales. Probability Metrics and Limit Theorems in AIDS Epidemiology. Higher Order Stochastic Differential Equations. Some Aspects of Harmonizable Processes and Fields. On Singularity and Equivalence of Gaussian Measures. Index.
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