Description 
1 online resource (xxvi, 503 pages) : color illustrations 
Series 
Springer Proceedings in Mathematics & Statistics, 21941009 ; volume 100 

Springer proceedings in mathematics & statistics ; volume 100

Contents 
Dan Crisan, Ben Hambly, Thaleia Zariphopoulou: Introduction to the volume  Shigeki Aida, WongZakai: Approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces II  Dominique Bakry: Symmetric diffusions with polynomial eigenvectors  Erich Baur, Jean Bertoin: Cutting edges at random in large recursive trees  René Carmona, Francois Delarue: The Master Equation for Large Population Equilibriums  Thomas Cass, Martin Clark, Dan Crisan: The filtering equations revisited  Ana Bela Cruzeiro, Remi Lassalle: On the Stochastic Least Action Principle for the NavierStokes Equation  Alexander Davie: KMT theory applied to approximations of SDE  Joscha Diehl, Peter Friz, Harald Oberhauser: Regularity theory for rough partial differential equations and parabolic comparison revisited  Yidong Dong, Ronnie Sircar: TimeInconsistent Portfolio Investment Problems  K.D. Elworthy: Decompositions of diffusion operators and related couplings  Hans Fḻlmer, Claudia Klüppelberg: Spatial Risk Measures: Local Specification and Boundary Risk  Masatoshi Fukushima, Hiroshi Kaneko: On Villat's kernels and BMD Schwarz kernels in KomatuLoewner equations  Tomoyuki Ichiba, Ioannis Karatzas: SkewUnfolding the Skorokhod Reflection of a Continuous Semimartingale  David Nualart: Normal approximation on a finite Wiener chaos  Zhenjie Ren, Nizar Touzi, Jianfeng Zhang: An Overview of Viscosity Solutions of PathDependent PDEs  Marta SanzSole, Andre Suess: Logarithmic asymptotics of the densities of SPDEs driven by spatially correlated noise 
Summary 
Articles from many of the main contributors to recent progress in stochastic analysis are included in this volume, which provides a snapshot of the current state of the area and its ongoing developments. It constitutes the proceedings of the conference on "Stochastic Analysis and Applications" held at the University of Oxford and the OxfordMan Institute during 2327 September, 2013. The conference honored the 60th birthday of Professor Terry Lyons FLSW FRSE FRS, Wallis Professor of Mathematics, University of Oxford. Terry Lyons is one of the leaders in the field of stochastic analysis. His introduction of the notion of rough paths has revolutionized the field, both in theory and in practice. Stochastic Analysis is the branch of mathematics that deals with the analysis of dynamical systems affected by noise. It emerged as a core area of mathematics in the late 20th century and has subsequently developed into an important theory with a wide range of powerful and novel tools, and with impressive applications within and beyond mathematics. Many systems are profoundly affected by stochastic fluctuations and it is not surprising that the array of applications of Stochastic Analysis is vast and touches on many aspects of life. The present volume is intended for researchers and Ph. D. students in stochastic analysis and its applications, stochastic optimization and financial mathematics, as well as financial engineers and quantitative analysts 
Notes 
International conference proceedings 
Bibliography 
Includes bibliographical references and author index 
Notes 
Online resource; title from PDF title page (SpringerLink, viewed December 31, 2014) 
Subject 
Stochastic analysis  Congresses.

Genre/Form 
Conference papers and proceedings.


Conference papers and proceedings.


Festschriften.

Form 
Electronic book

Author 
Crisan, Dan, editor


Hambly, Ben M., editor


Zariphopoulou, Thaleia, 1962 editor


Lyons, T. J. (Terry J.), 1953 honoree


Conference on "Stochastic Analysis and Applications" (2013 : Oxford, England)

ISBN 
3319112910 (print) 

3319112929 (electronic bk.) 

9783319112916 (print) 

9783319112923 (electronic bk.) 
