Stochastic Analysis 2010

Name: Stochastic Analysis 2010
Brand: Springer
SKU: 9783642153570
Price: 7267.0 INR
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by Dan Crisan

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ISBN13: 9783642153570
Binding: Hardcover
Subject: N/A
Publisher: Springer
Publisher Imprint: Springer
Publication Date: November 30, 2010
Pages: 299
Original Price: EUR 99.99
Language: English
Edition: 2011
Item Weight: 704 grams
BISAC Subject(s): Probability & Statistics / General

About The Book

From the Back Cover

Stochastic Analysis aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume "Stochastic Analysis 2010" provides a sample of the current research in the different branches of the subject. It includes the collected works of the participants at the Stochastic Analysis section of the 7th ISAAC Congress organized at Imperial College London in July 2009.

About The Author

Dr. Dan Crisan is a Reader in Mathematics at Imperial College London, whose expertise area lies in Stochastic Analysis with applications in Engineering and Finance. His main area of research is stochastic filtering theory, a topic which deals with the estimation of partially observed signals. Some of the many applications of stochastic filtering are signal processing, satellite tracking, global positioning systems, spell checkers, weather forecasting, EEG/ECG analysis and computer vision. In 2009 Springer published his book Fundamentals of Stochastic Filtering. Dr. Crisan is member of the editorial board of the Journal of Mathematics and Computation. He is also actively involved in teaching. Among numerous other courses, he has taught stochastic filtering, numerical Stochastics, and measure-valued processes at Imperial College; applied probability, and stochastic calculus and applications at Cambridge University.

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