Progress in Probability: Silivri Workshop in Gazimagusa (North Cyprus), September 2000

Capar, Ulug; Üstünel, A.S.

Over the last years, stochastic analysis has had an enormous progress with the impetus originating from different branches of mathematics: PDE's and the Malliavin calculus, quantum physics, path space analysis on curved manifolds via probabilistic methods, and more.

The topics include stochastic control theory, generalized functions in a nonlinear setting, tangent spaces of manifold-valued paths with quasi-invariant measures, and applications in game theory, theoretical biology and theoretical physics.

Details

Published by: Birkhäuser

Publication Date: 2003-04-01

Format: Hardcover

ISBN-13: 9783764369989

DOI: 10.1007/978-3-0348-8020-6

Dimensions: 235cm x155cm

Pages: 208