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Title Trends in stochastic analysis : festschrift in honour of Heinrich von Weizsäcker / edited by Jochen Blath, Peter Mörters and Michael Scheutzow
Published Cambridge, UK ; New York : Cambridge University Press, 2009

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Description 1 online resource (vi, 390 pages) : illustrations
Series London Mathematical Society lecture note series ; 353
London Mathematical Society lecture note series ; 353.
Contents Random variables -- without basic space / Götz Kersting -- Chaining techniques and their application to stochastic flows / Michael Scheutzow -- Ergodic properties of a class of non-Markovian processes / Martin Hairer -- Why study multifractal spectra? / Peter Mörters -- Construction of surface measures for Brownian motion / Nadia Sidorova, Olaf Wittich -- Sampling conditioned diffusions / Martin Hairer, Andrew Stuart, Jochen Voss -- Asymptotic formulae for coding problems : a review / Steffen Dereich -- Intermittency on catalysts / Jürgen Gärtner, Frank den Hollander, Gregory Maillard -- Stochastic dynamical systems in infinite dimensions / Salah-Eldin A. Mohammed -- Feynman formulae for evolutionary equations / Oleg G. Smolyanov -- Deformation quantization in infinite dimensional analysis / Remi Léandre -- Measure-valued diffusions, coalescents and genetic inference / Matthias Birkner, Jochen Blath -- How often does the ratchet click? : facts, heuristics, asymptotics / Alison M. Etheridge, Peter Pfaffelhuber, Anton Wakolbinger
Summary Presenting important trends in the field of stochastic analysis, this collection of thirteen articles provides an overview of recent developments and new results. The articles cover a wide range of topics, from an alternative set-up of rigorous probability to the sampling of conditioned diffusions
Bibliography Includes bibliographical references
"Heinrich von Weizsäcker's publications": pages 5-9
Notes Print version record
Subject Stochastic analysis.
MATHEMATICS -- Probability & Statistics -- General.
Stochastic analysis
Stochastische Analysis
Genre/Form Festschriften
Festschriften.
Form Electronic book
Author Blath, Jochen
Mörters, Peter
Scheutzow, Michael
Von Weizsäcker, Heinrich
London Mathematical Society.
ISBN 9781139127103
1139127101
9781139114271
1139114271
9781139107020
113910702X